Date Features
Use holidays flags and special dates to improve your accuracy
Date features are an essential part of time series analysis. This document introduces helpful classes (CountryHolidays and SpecialDates) for generating holiday flags, custom date markers, and adding them to TimeGPT.
Overview
CountryHolidays
Easily attach holiday flags for multiple countries based on a list of countries.
SpecialDates
Add flags for custom events or significant dates you define.
These classes help you enrich your time series datasets with relevant date-based signals. Use them alongside standard data preprocessing techniques to enhance your model’s understanding of seasonality and special events.
sourceCountryHolidays
Given a list of countries, returns a dataframe with holidays for each country.
US_New Year’s Day | US_Memorial Day | US_Independence Day | US_Labor Day | US_Veterans Day | US_Veterans Day (observed) | US_Thanksgiving | US_Christmas Day | US_Martin Luther King Jr. Day | US_Washington’s Birthday | … | US_Juneteenth National Independence Day (observed) | US_Christmas Day (observed) | MX_Año Nuevo | MX_Día de la Constitución | MX_Natalicio de Benito Juárez | MX_Día del Trabajo | MX_Día de la Independencia | MX_Día de la Revolución | MX_Transmisión del Poder Ejecutivo Federal | MX_Navidad | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2018-09-03 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | … | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
2018-09-04 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | … | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
2018-09-05 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | … | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
2018-09-06 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | … | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
2018-09-07 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | … | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
source
SpecialDates
Given a dictionary of categories and dates, returns a dataframe with the special dates.
Important Dates | Very Important Dates | |
---|---|---|
2018-09-03 | 0 | 0 |
2018-09-04 | 0 | 0 |
2018-09-05 | 0 | 0 |
2018-09-06 | 0 | 0 |
2018-09-07 | 0 | 0 |