awslabs / gluonts

Probabilistic time series modeling in Python
https://ts.gluon.ai
Apache License 2.0
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Fix freq string issues in datasets #3232

Closed lostella closed 2 weeks ago

lostella commented 2 weeks ago

Issue #, if available: fixes #3229, pandas changes in frequency strings broke some of our logic.

Description of changes: Add missing frequency strings in _tsf_datasets.py, and get rid of other frequency-related warnings with other datasets. I tested the change by running the following script:

from gluonts.dataset.repository import get_dataset, dataset_names

skip = [
    "m3_monthly",
    "m3_yearly",
    "m3_quarterly",
    "m3_other",
    "m5",
]

for dataset_name in dataset_names:
    if dataset_name in skip:
        continue
    print(dataset_name)
    dataset = get_dataset(dataset_name, regenerate=True)

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