tf.keras.preprocessing.sequence.TimeseriesGenerator

Utility class for generating batches of temporal data.

Inherits From: Sequence

tf.keras.preprocessing.sequence.TimeseriesGenerator(
    data,
    targets,
    length,
    sampling_rate=1,
    stride=1,
    start_index=0,
    end_index=None,
    shuffle=False,
    reverse=False,
    batch_size=128
)

This class takes in a sequence of data-points gathered at equal intervals, along with time series parameters such as stride, length of history, etc., to produce batches for training/validation.

data Indexable generator (such as list or Numpy array) containing consecutive data points (timesteps). The data should be at 2D, and axis 0 is expected to be the time dimension.
targets Targets corresponding to timesteps in data. It should have same length as data.
length Length of the output sequences (in number of timesteps).
sampling_rate Period between successive individual timesteps within sequences. For rate r, timesteps data[i], data[i-r], ... data[i - length] are used for create a sample sequence.
stride Period between successive output sequences. For stride s, consecutive output samples would be centered around data[i], data[i+s], data[i+2*s], etc.
start_index Data points earlier than start_index will not be used in the output sequences. This is useful to reserve part of the data for test or validation.
end_index Data points later than end_index will not be used in the output sequences. This is useful to reserve part of the data for test or validation.
shuffle Whether to shuffle output samples, or instead draw them in chronological order.
reverse Boolean: if true, timesteps in each output sample will be in reverse chronological order.
batch_size Number of timeseries samples in each batch (except maybe the last one).

A Sequence instance. 

from keras.preprocessing.sequence import TimeseriesGenerator
import numpy as np
data = np.array([[i] for i in range(50)])
targets = np.array([[i] for i in range(50)])
data_gen = TimeseriesGenerator(data, targets,
                               length=10, sampling_rate=2,
                               batch_size=2)
assert len(data_gen) == 20
batch_0 = data_gen[0]
x, y = batch_0
assert np.array_equal(x,
                      np.array([[[0], [2], [4], [6], [8]],
                                [[1], [3], [5], [7], [9]]]))
assert np.array_equal(y,
                      np.array([[10], [11]]))

Methods

get_config

View source

get_config()

Returns the TimeseriesGenerator configuration as Python dictionary.

Returns
A Python dictionary with the TimeseriesGenerator configuration.

on_epoch_end

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on_epoch_end()

Method called at the end of every epoch.

to_json

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to_json(
    **kwargs
)

Returns a JSON string containing the timeseries generator configuration.

Args
**kwargs Additional keyword arguments to be passed to json.dumps().

Returns
A JSON string containing the tokenizer configuration.

__getitem__

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__getitem__(
    index
)

Gets batch at position index.

Args
index position of the batch in the Sequence.

Returns
A batch

__iter__

View source

__iter__()

Create a generator that iterate over the Sequence.

__len__

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__len__()

Number of batch in the Sequence.

Returns
The number of batches in the Sequence.