Source code for pmdarima.datasets.taylor

# -*- coding: utf-8 -*-
#
# Author: Taylor Smith <taylor.smith@alkaline-ml.com>
#
# This is the taylor dataset found in R.

import numpy as np
import pandas as pd

from ..compat import DTYPE


[docs]def load_taylor(as_series=False, dtype=DTYPE): """Half-hourly electricity demand Half-hourly electricity demand in England and Wales from Monday, 5 June, 2000 to Sunday, 27 August, 2000. Discussed in Taylor (2003), and kindly provided by James W Taylor. Units: Megawatts Parameters ---------- as_series : bool, optional (default=False) Whether to return a Pandas series. If True, the index will be set to the observed years. If False, will return a 1d numpy array. dtype : type, optional (default=np.float64) The type to return for the array. Default is np.float64, which is used throughout the package as the default type. Examples -------- >>> from pmdarima.datasets import load_taylor >>> load_taylor()[:10] array([22262., 21756., 22247., 22759., 22549., 22313., 22128., 21860., 21751., 21336.]) >>> load_taylor(True).head() 0 22262.0 1 21756.0 2 22247.0 3 22759.0 4 22549.0 dtype: float64 Notes ----- This is annual data and not seasonal in nature (i.e., :math:`m=1`) References ---------- .. [1] Taylor, J.W. (2003) Short-term electricity demand forecasting using double seasonal exponential smoothing. Journal of the Operational Research Society, 54, 799-805. .. [2] https://www.rdocumentation.org/packages/forecast/versions/8.9/topics/taylor Returns ------- taylor : array-like, shape=(n_samples,) The Taylor dataset. There are 4032 observations. """ # noqa: E501 rslt = np.array([ 22262, 21756, 22247, 22759, 22549, 22313, 22128, 21860, 21751, 21336, 21363, 22176, 24649, 27466, 31020, 33529, 35428, 36034, 36834, 37296, 37338, 37608, 37692, 37944, 37880, 37493, 37065, 36855, 36871, 36837, 36603, 36982, 37369, 37650, 37413, 36475, 35486, 34452, 33704, 32883, 31940, 32215, 32572, 32850, 32251, 30895, 28460, 26572, 25093, 24320, 24684, 25338, 24943, 24637, 24424, 24163, 23943, 23324, 23412, 24065, 26035, 28632, 32023, 34315, 35927, 36367, 37087, 37184, 37009, 37212, 37531, 37890, 37982, 37540, 37160, 36920, 37060, 36930, 36640, 36910, 37220, 37530, 37320, 36331, 35206, 34203, 33273, 32376, 31838, 31211, 31505, 31838, 32185, 30881, 28800, 26833, 25095, 24437, 24697, 25259, 25029, 24806, 24437, 24279, 23902, 23418, 23424, 24094, 26039, 28636, 32034, 34235, 35694, 35978, 36475, 36675, 36720, 36842, 36890, 36917, 36854, 36525, 36431, 36212, 36061, 35931, 35835, 36148, 36523, 36859, 36731, 35804, 34721, 34035, 33234, 32532, 31474, 31957, 32500, 32586, 31917, 30636, 28705, 26707, 25092, 24412, 24714, 25079, 24904, 24380, 24009, 23913, 23657, 23262, 23283, 23870, 26001, 28448, 31876, 34363, 35819, 36295, 36949, 37095, 37086, 37520, 37540, 37671, 37695, 37314, 37113, 36796, 36705, 36634, 36357, 36664, 37020, 37152, 36836, 36008, 34981, 34265, 33385, 32477, 31966, 31402, 31703, 32192, 32322, 30972, 28910, 26992, 25324, 24684, 24893, 25092, 24751, 24238, 23906, 23755, 23625, 23027, 23097, 23692, 25936, 28501, 31838, 34308, 36305, 36743, 37705, 37980, 38084, 38379, 38526, 38429, 38344, 37785, 37495, 37190, 37010, 36641, 36296, 36309, 36532, 36662, 36229, 35321, 34409, 33425, 32708, 31460, 30955, 30274, 30302, 30427, 30154, 29311, 27699, 26213, 24756, 23847, 23917, 23989, 23555, 23026, 22668, 22451, 21969, 21212, 20978, 21155, 22370, 23537, 25210, 26961, 28770, 29915, 30895, 31273, 31390, 31287, 31163, 30811, 30310, 29767, 29016, 28374, 28064, 27599, 27338, 27156, 27355, 27860, 28315, 28396, 27932, 27776, 27520, 27026, 26649, 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22349, 23741, 24870, 26044, 26849, 27618, 28421, 28852, 29139, 29385, 29103, 28291, 27778, 27178, 26837, 26609, 26487, 26507, 26700, 26824, 26903, 26834, 26646, 26476, 26615, 27940, 28693, 28677, 27946, 27133, 25996, 24610, 23132]).astype(dtype) # Set the index if necessary if as_series: return pd.Series(rslt) return rslt