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DataProcessor

lafn_inferer.DataProcessor · inherits nnx.Module

__init__(self, scaling_method: str, transform_method: str, in_length: int, out_length: int, in_features: int, out_features: int)

Parameter Type Default Description
scaling_method str - (undocumented)
transform_method str - (undocumented)
in_length int - (undocumented)
out_length int - (undocumented)
in_features int - (undocumented)
out_features int - (undocumented)

pad(data: jax.Array, target_length: Union[int, Sequence[int]], axis: Union[int, Sequence[int]], side: str = "right") -> Tuple[jax.Array, jax.Array]

Pad or trim an N-D array along one or more axes on the specified side ('left' or 'right'). Returns (data, mask) where mask is 1 for original elements and 0 for padding.

Parameter Type Default Description
data jax.Array - (undocumented)
target_length Union[int, Sequence[int]] - (undocumented)
axis Union[int, Sequence[int]] - (undocumented)
side str "right" (undocumented)

Returns: Tuple[jax.Array, jax.Array] (data, mask)

get_context_index_features(self, context_y, **kwargs) -> jax.Array

Feature engineering based on index.

Parameter Type Default Description
context_y - - (undocumented)
**kwargs - - (undocumented)

Returns: jax.Array

get_target_index_features(self, target_y, **kwargs) -> jax.Array

Feature engineering based on index.

Parameter Type Default Description
target_y - - (undocumented)
**kwargs - - (undocumented)

Returns: jax.Array

get_index_features(self, context_y, target_y, **kwargs) -> Tuple[jax.Array, jax.Array]

Feature engineering based on index.

Parameter Type Default Description
context_y - - (undocumented)
target_y - - (undocumented)
**kwargs - - (undocumented)

Returns: Tuple[jax.Array, jax.Array]

create_time_features(self, context_y, target_y, **kwargs)

Parameter Type Default Description
context_y - - (undocumented)
target_y - - (undocumented)
**kwargs - - (undocumented)

scale_context_y(self, context_y, min_val=1e-5, **kwargs)

Parameter Type Default Description
context_y - - (undocumented)
min_val - 1e-05 (undocumented)
**kwargs - - (undocumented)

scale_target_y(self, target_y, loc, scale, min_val=1e-5, **kwargs)

Parameter Type Default Description
target_y - - (undocumented)
loc - - (undocumented)
scale - - (undocumented)
min_val - 1e-05 (undocumented)
**kwargs - - (undocumented)

scale_y(self, context_y, target_y, min_val=1e-5, **kwargs)

Parameter Type Default Description
context_y - - (undocumented)
target_y - - (undocumented)
min_val - 1e-05 (undocumented)
**kwargs - - (undocumented)

scale_data(self, context_x, context_y, target_x, target_y, min_val=1e-5, **kwargs) -> Dict[str, jax.Array]

Parameter Type Default Description
context_x - - (undocumented)
context_y - - (undocumented)
target_x - - (undocumented)
target_y - - (undocumented)
min_val - 1e-05 (undocumented)
**kwargs - - (undocumented)

Returns: Dict[str, jax.Array]

pad_context_x(self, context_x, **kwargs)

Parameter Type Default Description
context_x - - (undocumented)
**kwargs - - (undocumented)

pad_context_y(self, context_y, **kwargs)

Parameter Type Default Description
context_y - - (undocumented)
**kwargs - - (undocumented)

pad_context(self, context_x, context_y, **kwargs)

Parameter Type Default Description
context_x - - (undocumented)
context_y - - (undocumented)
**kwargs - - (undocumented)

pad_target_y(self, target_y, **kwargs)

Parameter Type Default Description
target_y - - (undocumented)
**kwargs - - (undocumented)

pad_target_x(self, target_x, **kwargs)

Parameter Type Default Description
target_x - - (undocumented)
**kwargs - - (undocumented)

pad_target(self, target_x, target_y, **kwargs)

Parameter Type Default Description
target_x - - (undocumented)
target_y - - (undocumented)
**kwargs - - (undocumented)

pad_data(self, context_x, context_y, target_x, target_y, **kwargs) -> Dict[str, jax.Array]

Parameter Type Default Description
context_x - - (undocumented)
context_y - - (undocumented)
target_x - - (undocumented)
target_y - - (undocumented)
**kwargs - - (undocumented)

Returns: Dict[str, jax.Array]

scaler(self, data: jax.Array, loc: jax.Array, scale: jax.Array, min_val: float = 1e-5) -> jax.Array

Parameter Type Default Description
data jax.Array - (undocumented)
loc jax.Array - (undocumented)
scale jax.Array - (undocumented)
min_val float 1e-05 (undocumented)

Returns: jax.Array

descaler(self, data: jax.Array, loc: jax.Array, scale: jax.Array, min_val: float = 1e-5) -> jax.Array

Parameter Type Default Description
data jax.Array - (undocumented)
loc jax.Array - (undocumented)
scale jax.Array - (undocumented)
min_val float 1e-05 (undocumented)

Returns: jax.Array

z_score_stats(data: jax.Array, axis: int) -> Tuple[jax.Array, jax.Array]

Parameter Type Default Description
data jax.Array - (undocumented)
axis int - (undocumented)

Returns: Tuple[jax.Array, jax.Array]

minmax_stats(data: jax.Array, axis: int) -> Tuple[jax.Array, jax.Array]

Parameter Type Default Description
data jax.Array - (undocumented)
axis int - (undocumented)

Returns: Tuple[jax.Array, jax.Array]

robust_stats(data: jax.Array, axis: int) -> Tuple[jax.Array, jax.Array]

Parameter Type Default Description
data jax.Array - (undocumented)
axis int - (undocumented)

Returns: Tuple[jax.Array, jax.Array]

max_abs_stats(data: jax.Array, axis: int) -> Tuple[jax.Array, jax.Array]

Parameter Type Default Description
data jax.Array - (undocumented)
axis int - (undocumented)

Returns: Tuple[jax.Array, jax.Array]

LAFNInferer

lafn_inferer.LAFNInferer · inherits nnx.Module

__init__(self, model: nnx.Module, data_processor: DataProcessor)

Parameter Type Default Description
model nnx.Module - (undocumented)
data_processor DataProcessor - (undocumented)

__call__(self, context_y: Union[np.ndarray, jax.Array], context_t: Union[np.ndarray, jax.Array, None] = None, target_t: Union[np.ndarray, jax.Array, None] = None, forecast_horizon: Optional[int] = None) -> Tuple[jax.Array, jax.Array, jax.Array]

Forecasting with LAFN model.

Parameter Type Default Description
context_y Union[np.ndarray, jax.Array] - jax.Array of shape (batch_size, context_length, num_y_features) or (context_length, num_y_features) or (context_length,). The historical target values.
context_t Union[np.ndarray, jax.Array, None] None jax.Array of shape (batch_size, context_length, 1) or (context_length, 1) or (context_length,).
target_t Union[np.ndarray, jax.Array, None] None (undocumented)
forecast_horizon Optional[int] None (undocumented)

Returns: Tuple[jax.Array, jax.Array, jax.Array]

get_time_features(self, context_y: Union[np.ndarray, jax.Array], context_t: Union[np.ndarray, jax.Array, None] = None, target_t: Union[np.ndarray, jax.Array, None] = None, forecast_horizon: Optional[int] = None) -> Tuple[jax.Array, jax.Array]

Parameter Type Default Description
context_y Union[np.ndarray, jax.Array] - (undocumented)
context_t Union[np.ndarray, jax.Array, None] None (undocumented)
target_t Union[np.ndarray, jax.Array, None] None (undocumented)
forecast_horizon Optional[int] None (undocumented)

Returns: Tuple[jax.Array, jax.Array]

scale_and_pad_data(self, context_x: jax.Array, context_y: jax.Array, target_x: jax.Array) -> Dict[str, jax.Array]

Parameter Type Default Description
context_x jax.Array - (undocumented)
context_y jax.Array - (undocumented)
target_x jax.Array - (undocumented)

Returns: Dict[str, jax.Array]

forecast(self, context_y: Union[np.ndarray, jax.Array], context_t: Optional[Union[np.ndarray, jax.Array, None]] = None, target_t: Optional[Union[np.ndarray, jax.Array, None]] = None, forecast_horizon: Optional[int] = None)

Parameter Type Default Description
context_y Union[np.ndarray, jax.Array] - (undocumented)
context_t Optional[Union[np.ndarray, jax.Array, None]] None (undocumented)
target_t Optional[Union[np.ndarray, jax.Array, None]] None (undocumented)
forecast_horizon Optional[int] None (undocumented)

pdf(self, y: jax.Array, context_y: Union[np.ndarray, jax.Array], context_t: Optional[Union[np.ndarray, jax.Array, None]] = None, target_t: Optional[Union[np.ndarray, jax.Array, None]] = None, forecast_horizon: Optional[int] = None)

Parameter Type Default Description
y jax.Array - (undocumented)
context_y Union[np.ndarray, jax.Array] - (undocumented)
context_t Optional[Union[np.ndarray, jax.Array, None]] None (undocumented)
target_t Optional[Union[np.ndarray, jax.Array, None]] None (undocumented)
forecast_horizon Optional[int] None (undocumented)

sample(self, context_y: Union[np.ndarray, jax.Array], context_t: Optional[Union[np.ndarray, jax.Array, None]] = None, target_t: Optional[Union[np.ndarray, jax.Array, None]] = None, forecast_horizon: Optional[int] = None, num_samples: int = 100, **kwargs)

Parameter Type Default Description
context_y Union[np.ndarray, jax.Array] - (undocumented)
context_t Optional[Union[np.ndarray, jax.Array, None]] None (undocumented)
target_t Optional[Union[np.ndarray, jax.Array, None]] None (undocumented)
forecast_horizon Optional[int] None (undocumented)
num_samples int 100 (undocumented)
**kwargs - - (undocumented)
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