Created
June 20, 2023 03:19
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bias = pd.DataFrame({ | |
"t": np.arange(104) | |
}) | |
d = 2 | |
# Fourier terms | |
for i in np.arange(1,d+1): | |
bias[f"cos_{i}"] = np.cos(2 * np.pi * i * bias["t"] / 52) | |
bias[f"sin_{i}"] = np.sin(2 * np.pi * i * bias["t"] / 52) | |
# Holiday flag | |
bias['holiday_period'] = np.select([bias.t==26, bias.t==78, np.logical_and(bias.t>=40,bias.t<=52), np.logical_and(bias.t>=92,bias.t<=104)],[1,1,1,1],0) | |
# Min-max scaling | |
bias.iloc[:,1:] = (bias.iloc[:,1:] - bias.iloc[:,1:].min()) / (bias.iloc[:,1:].max() - bias.iloc[:,1:].min()) |
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