forecaster.py 文件源码

def fourier_series(dates, period, series_order):
        """Provides Fourier series components with the specified frequency
        and order.

        Parameters
        ----------
        dates: pd.Series containing timestamps.
        period: Number of days of the period.
        series_order: Number of components.

        Returns
        -------
        Matrix with seasonality features.
        """
        # convert to days since epoch
        t = np.array(
            (dates - pd.datetime(1970, 1, 1))
            .dt.total_seconds()
            .astype(np.float)
        ) / (3600 * 24.)
        return np.column_stack([
            fun((2.0 * (i + 1) * np.pi * t / period))
            for i in range(series_order)
            for fun in (np.sin, np.cos)
        ])