lilio: Calendar generator for machine learning with timeseries data

A python package for generating calendars to resample timeseries into training and target data for machine learning. Named after the inventor of the Gregorian Calendar.

Lilio was originally designed for use in s2spy, a high-level python package integrating expert knowledge and artificial intelligence to boost (sub) seasonal forecasting.

Installation

To install the latest release of lilio, do:

python3 -m pip install lilio

To install the in-development version from the GitHub repository, do:

python3 -m pip install git+https://github.com/AI4S2S/lilio.git

Configure the package for development and testing

A more extensive developer guide can be found here.

The testing framework used here is pytest. Before running the test, we get a local copy of the source code and install lilio via the command:

git clone https://github.com/AI4S2S/lilio.git
cd lilio
python3 -m pip install -e .[dev]

Then, run tests:

hatch run test

How the lilio calendars work

In Lilio, calendars are 2-dimensional. Each row (year) represents a unique observation, whereas each column corresponds to a precursor period with a certain lag. This is how we like to structure our data for ML applications.

We define the "anchor date" to be between the target and precursor periods (strictly speaking, it is the start of the first target interval). All other intervals are expressed as offsets to this anchor date. Conveniently, this eliminates any ambiguity related to leap years.

Here's a calendar generated with Lilio:

>>> calendar = lilio.daily_calendar(anchor="11-30", length='180d')
>>> calendar = calendar.map_years(2020, 2021)
>>> calendar.show()
i_interval                         -1                         1
anchor_year
2021         [2021-06-03, 2021-11-30)  [2021-11-30, 2022-05-29)
2020         [2020-06-03, 2020-11-30)  [2020-11-30, 2021-05-29)

Now, the user can load the data input_data (e.g. pandas DataFrame) and resample it to the desired timescales configured in the calendar:

>>> calendar = calendar.map_to_data(input_data)
>>> bins = lilio.resample(calendar, input_data)
>>> bins
  anchor_year  i_interval                  interval  mean_data  target
0        2020          -1  [2020-06-03, 2020-11-30)      275.5    True
1        2020           1  [2020-11-30, 2021-05-29)       95.5   False
2        2021          -1  [2021-06-03, 2021-11-30)      640.5    True
3        2021           1  [2021-11-30, 2022-05-29)      460.5   False

For convenience, Lilio offers a few shorthands for standard of calendars e.g. monthly_calendar and weekly_calendar. However, you can also create custom calendars by calling Calendar directly. For a nice walkthrough, see this example notebook.

Documentation

For detailed information on using lilio package, visit the documentation page hosted at Readthedocs.

Contributing

If you want to contribute to the development of lilio, have a look at the contribution guidelines.

Credits

This package was created with Cookiecutter and the NLeSC/python-template.