Closed shlok191 closed 1 month ago
@fkiraly, beginning work on this! :)
great.
Can you link the spec for PandasDataset
? How is it different from pandas
native containers?
From what I see here, https://ts.gluon.ai/stable/tutorials/data_manipulation/pandasdataframes.html
They have not specified an explicit reason as to why they do not use the standard pd.DataFrame
type. I suspect it is because the GluonTS PandasDataset
must follow a certain schema for organizing the data, where each unique time series must have it's own item_id
and a common timestamp
value.
I think it makes sense to enforce their own formatting, which is likely why they have this wrapper
I think the abstract challenge is "how to represent Panel
data".
gluonts
is taking the common approach of coming up with their own data container - sktime
goes the opposite way and uses existing data containers that are commonly used, and manages specifications, e.g., pd-multiindex
is pandas
with specific conventions.
Is your feature request related to a problem? Please describe. I am currently working on implementing an interface for LagLlama - link here - and one of the accepted input types for LagLlama is GluonTS' PandasDataset.
Describe the solution you'd like I wish to add support for the
PandasDataset
object type in sktime. I have already worked on GluonTS in sktime, and am quite familiar with both frameworks.Describe alternatives you've considered An alternate solution would be using
CSV
files, but sincePandasDataset
offer easy conversions frompd.DataFrame
, I think this implementation will be really helpful.Additional context Nothing additional to add for now.