__init__.py 文件源码

def bug_timeseries2seqs(data, timestamps, length=3, T=48):
    # have a bug
    if type(timestamps[0]) != pd.Timestamp:
        timestamps = string2timestamp(timestamps, T=T)

    offset = pd.DateOffset(minutes=24 * 60 // T)

    breakpoints = [0]
    for i in range(1, len(timestamps)):
        if timestamps[i-1] + offset != timestamps[i]:
            breakpoints.append(i)
    X = []
    Y = []
    for b in range(1, len(breakpoints)):
        print('breakpoints: ', breakpoints[b-1], breakpoints[b])
        idx = range(breakpoints[b-1], breakpoints[b])
        for i in range(len(idx) - 3):
            x = np.vstack(data[idx[i:i+3]])
            y = data[idx[i+3]]
            X.append(x)
            Y.append(y)
    X = np.asarray(X)
    Y = np.asarray(Y)
    print("X shape: ", X.shape, "Y shape:", Y.shape)
    return X, Y