unit8co / darts

A python library for user-friendly forecasting and anomaly detection on time series.
https://unit8co.github.io/darts/
Apache License 2.0
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Whether the program considers missing time ? #883

Closed mavarick closed 2 years ago

mavarick commented 2 years ago

Is your feature request related to a current problem? Please describe. for example, time series with specified time window by day, but some days are missing.

Describe proposed solution one way is checking time continuity before training/predicting, and fill empty dates with some values.

I want to know if there are some advanced or automatic ways to tackle this problem.

ichsan2895 commented 2 years ago

I think you can use this way :

series = TimeSeries.from_dataframe(DF, 'your date column name', 'your target column name', fillna_value=a number)
hrzn commented 2 years ago

Another way is to use missing value fillers, for instance:

from darts.utils.missing_values import fill_missing_values
my_series = fill_missing_values(my_series)

which will interpolate the missing values.