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"""
Data preprocessing pipeline for time series data
"""
import logging
from typing import Dict, List, Optional, Tuple, Any
import pandas as pd
import numpy as np
from io import BytesIO
from config.constants import (
DATE_FORMATS,
MAX_MISSING_PERCENT,
MIN_DATA_POINTS_MULTIPLIER,
ALLOWED_EXTENSIONS
)
logger = logging.getLogger(__name__)
class DataProcessor:
"""
Handles all data preprocessing tasks for time series forecasting
"""
def __init__(self):
self.data = None
self.original_data = None
self.metadata = {}
def _timedelta_to_freq_string(self, td: pd.Timedelta) -> str:
"""
Convert a Timedelta to a pandas frequency string
Args:
td: Timedelta object
Returns:
Frequency string (e.g., 'H', 'D', '5min', etc.)
"""
total_seconds = td.total_seconds()
# Common time frequencies
if total_seconds == 0:
return 'D' # Default to daily if zero
elif total_seconds % 604800 == 0: # Weekly (7 days)
weeks = int(total_seconds / 604800)
return f'{weeks}W' if weeks > 1 else 'W'
elif total_seconds % 86400 == 0: # Daily (24 hours)
days = int(total_seconds / 86400)
return f'{days}D' if days > 1 else 'D'
elif total_seconds % 3600 == 0: # Hourly
hours = int(total_seconds / 3600)
return f'{hours}H' if hours > 1 else 'H'
elif total_seconds % 60 == 0: # Minutes
minutes = int(total_seconds / 60)
return f'{minutes}min' if minutes > 1 else 'min'
elif total_seconds % 1 == 0: # Seconds
seconds = int(total_seconds)
return f'{seconds}s' if seconds > 1 else 's'
else:
# For irregular frequencies, default to daily
logger.warning(f"Irregular frequency detected ({td}), defaulting to Daily")
return 'D'
def load_file(self, contents: bytes, filename: str) -> Dict[str, Any]:
"""
Load data from uploaded file
Args:
contents: File contents as bytes
filename: Original filename
Returns:
Dictionary with status and data/error
"""
try:
# Determine file type
extension = filename.split('.')[-1].lower()
if extension not in ALLOWED_EXTENSIONS:
return {
'status': 'error',
'error': f'Invalid file type. Allowed: {", ".join(ALLOWED_EXTENSIONS)}'
}
# Load data based on file type
if extension == 'csv':
self.data = pd.read_csv(BytesIO(contents))
elif extension in ['xlsx', 'xls']:
self.data = pd.read_excel(BytesIO(contents))
self.original_data = self.data.copy()
logger.info(f"Loaded file {filename} with shape {self.data.shape}")
# Generate initial metadata
self.metadata = {
'filename': filename,
'rows': len(self.data),
'columns': list(self.data.columns),
'dtypes': {col: str(dtype) for col, dtype in self.data.dtypes.items()}
}
return {
'status': 'success',
'data': self.data,
'metadata': self.metadata
}
except Exception as e:
logger.error(f"Failed to load file {filename}: {str(e)}", exc_info=True)
return {
'status': 'error',
'error': f'Failed to load file: {str(e)}'
}
def validate_data(
self,
date_column: str,
target_column: str,
id_column: Optional[str] = None
) -> Dict[str, Any]:
"""
Validate the selected columns and data quality
Args:
date_column: Name of the date/time column
target_column: Name of the target variable column
id_column: Optional ID column for multivariate series
Returns:
Validation result dictionary
"""
try:
issues = []
warnings = []
# Check if columns exist
if date_column not in self.data.columns:
issues.append(f"Date column '{date_column}' not found")
if target_column not in self.data.columns:
issues.append(f"Target column '{target_column}' not found")
if id_column and id_column not in self.data.columns:
issues.append(f"ID column '{id_column}' not found")
if issues:
return {'status': 'error', 'issues': issues}
# Check for missing values
missing_pct = (self.data[target_column].isna().sum() / len(self.data)) * 100
if missing_pct > MAX_MISSING_PERCENT:
warnings.append(
f"Target column has {missing_pct:.1f}% missing values (>{MAX_MISSING_PERCENT}%)"
)
# Check data type of target
if not pd.api.types.is_numeric_dtype(self.data[target_column]):
issues.append(f"Target column must be numeric, found {self.data[target_column].dtype}")
# Try to parse date column
try:
_ = pd.to_datetime(self.data[date_column])
except Exception as e:
issues.append(f"Cannot parse date column: {str(e)}")
if issues:
return {'status': 'error', 'issues': issues, 'warnings': warnings}
return {
'status': 'success',
'warnings': warnings,
'missing_pct': missing_pct
}
except Exception as e:
logger.error(f"Validation failed: {str(e)}", exc_info=True)
return {'status': 'error', 'issues': [str(e)]}
def preprocess(
self,
date_column: str,
target_column: any, # Can be string or list of strings
id_column: Optional[str] = None,
forecast_horizon: int = 30,
max_rows: int = 100000
) -> Dict[str, Any]:
"""
Complete preprocessing pipeline
Args:
date_column: Name of the date column
target_column: Name of the target column (string) or list of target columns for multivariate
id_column: Optional ID column
forecast_horizon: Number of periods to forecast
Returns:
Processed data and metadata
"""
try:
logger.info("Starting preprocessing pipeline")
# Step 0: Handle very large datasets
original_row_count = len(self.data)
if original_row_count > max_rows:
logger.warning(f"Dataset has {original_row_count} rows, sampling to {max_rows} for performance")
# Keep the most recent data for forecasting
self.data = self.data.tail(max_rows).reset_index(drop=True)
# Step 1: Parse dates
logger.info("Parsing dates...")
self.data[date_column] = pd.to_datetime(self.data[date_column])
# Step 2: Sort by date and remove duplicate timestamps
self.data = self.data.sort_values(date_column).reset_index(drop=True)
# Check for and handle duplicate timestamps
duplicate_count = self.data[date_column].duplicated().sum()
if duplicate_count > 0:
logger.warning(f"Found {duplicate_count} duplicate timestamps, keeping first occurrence")
self.data = self.data.drop_duplicates(subset=[date_column], keep='first').reset_index(drop=True)
# Step 3: Detect frequency
logger.info("Detecting frequency...")
freq = pd.infer_freq(self.data[date_column])
if freq is None:
# Try to infer from differences
diffs = self.data[date_column].diff().dropna()
if len(diffs) > 0:
# Get the most common time difference
mode_diff = diffs.mode()
if len(mode_diff) > 0 and mode_diff[0] != pd.Timedelta(0):
# Convert Timedelta to frequency string
td = mode_diff[0]
freq = self._timedelta_to_freq_string(td)
logger.warning(f"Could not auto-detect frequency, inferred from mode: {freq}")
else:
freq = 'D'
logger.warning("Using default frequency: Daily")
else:
freq = 'D'
logger.warning("Using default frequency: Daily")
# Step 4: Handle missing values in target(s)
# Normalize target_column to list
target_columns = [target_column] if isinstance(target_column, str) else target_column
logger.info(f"Processing {len(target_columns)} target column(s): {target_columns}")
logger.info("Handling missing values...")
total_missing_count = 0
for tcol in target_columns:
missing_count = self.data[tcol].isna().sum()
total_missing_count += missing_count
if missing_count > 0:
# Forward fill for small gaps
self.data[tcol] = self.data[tcol].ffill(limit=5)
# Linear interpolation for remaining
self.data[tcol] = self.data[tcol].interpolate(method='linear')
# Final fallback: backward fill
self.data[tcol] = self.data[tcol].bfill()
logger.info(f"Filled {missing_count} missing values in '{tcol}'")
# Step 5: Detect outliers (IQR method) - only for primary target
logger.info("Detecting outliers...")
primary_target = target_columns[0]
Q1 = self.data[primary_target].quantile(0.25)
Q3 = self.data[primary_target].quantile(0.75)
IQR = Q3 - Q1
outlier_mask = (
(self.data[primary_target] < (Q1 - 3 * IQR)) |
(self.data[primary_target] > (Q3 + 3 * IQR))
)
outlier_count = outlier_mask.sum()
# Step 6: Check if sufficient data
min_required = forecast_horizon * MIN_DATA_POINTS_MULTIPLIER
if len(self.data) < min_required:
return {
'status': 'error',
'error': f'Insufficient data. Need at least {min_required} points for {forecast_horizon}-period forecast.'
}
# Step 7: Prepare for Chronos 2 format
# Chronos 2 expects columns: ['id', 'timestamp', 'target']
# For multivariate: ['id', 'timestamp', 'target', 'covariate1', 'covariate2', ...]
processed_df = pd.DataFrame({
'id': self.data[id_column] if id_column else 'series_1',
'timestamp': self.data[date_column],
'target': self.data[target_columns[0]].astype(float)
})
# Add additional target columns as covariates
if len(target_columns) > 1:
logger.info(f"Adding {len(target_columns)-1} additional target column(s) as covariates")
for tcol in target_columns[1:]:
processed_df[tcol] = self.data[tcol].astype(float)
# Generate quality report
quality_report = {
'total_points': len(processed_df),
'original_points': original_row_count,
'sampled': original_row_count > max_rows,
'date_range': {
'start': processed_df['timestamp'].min().strftime('%Y-%m-%d'),
'end': processed_df['timestamp'].max().strftime('%Y-%m-%d')
},
'frequency': str(freq),
'missing_filled': total_missing_count,
'outliers_detected': outlier_count,
'duplicates_removed': duplicate_count if duplicate_count > 0 else 0,
'target_columns': target_columns,
'statistics': {
'mean': float(processed_df['target'].mean()),
'std': float(processed_df['target'].std()),
'min': float(processed_df['target'].min()),
'max': float(processed_df['target'].max())
}
}
logger.info("Preprocessing completed successfully")
return {
'status': 'success',
'data': processed_df,
'quality_report': quality_report,
'frequency': freq
}
except Exception as e:
logger.error(f"Preprocessing failed: {str(e)}", exc_info=True)
return {
'status': 'error',
'error': str(e)
}
def get_column_info(self) -> Dict[str, List[str]]:
"""
Get information about columns for UI dropdowns
Returns:
Dictionary with potential date and numeric columns
"""
if self.data is None:
return {'date_columns': [], 'numeric_columns': [], 'all_columns': []}
date_columns = []
numeric_columns = []
for col in self.data.columns:
# Check if column could be a date
if self.data[col].dtype == 'object':
# Try to parse a sample
try:
pd.to_datetime(self.data[col].iloc[:5])
date_columns.append(col)
except:
pass
elif pd.api.types.is_datetime64_any_dtype(self.data[col]):
date_columns.append(col)
# Check if column is numeric
if pd.api.types.is_numeric_dtype(self.data[col]):
numeric_columns.append(col)
return {
'date_columns': date_columns,
'numeric_columns': numeric_columns,
'all_columns': list(self.data.columns)
}
def get_preview(self, n_rows: int = 10) -> pd.DataFrame:
"""
Get a preview of the data
Args:
n_rows: Number of rows to return
Returns:
DataFrame preview
"""
if self.data is None:
return pd.DataFrame()
return self.data.head(n_rows)
# Global data processor instance
data_processor = DataProcessor()
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