how do I add_holidays as an encoder? about darts

[dennisbader]

Hi @Allena101, yes, the covariates will be generated when calling fit and predict.

At the moment, there is no built-in encoder for the holidays generation. We could add this at some point though.

I'd suggest to add the holidays before using the models.

If you don't have any covariates available, you can use darts.utils.timeseries_generation.holidays_timeseries to generate a new time series with the holidays (it can also extend further into the future than you input series with add_length).

from darts.datasets import AirPassengersDataset
from darts.utils.timeseries_generation import holidays_timeseries

series = AirPassengersDataset().load()
forecast_horizon = 24

future_covariates = holidays_timeseries(
    series, 
    country_code="US", 
    add_length=forecast_horizon
)

Or if you already have a future_covariates (or past_covariates) series, you can directly add them:

from darts.datasets import AirPassengersDataset
from darts.utils.timeseries_generation import holidays_timeseries

covariates = AirPassengersDataset().load()
covariates = covariates.add_holidays(country_code="US")

[Allena101]

Hi @Allena101, yes, the covariates will be generated when calling fit and predict.

At the moment, there is no built-in encoder for the holidays generation. We could add this at some point though.

I'd suggest to add the holidays before using the models.

If you don't have any covariates available, you can use darts.utils.timeseries_generation.holidays_timeseries to generate a new time series with the holidays (it can also extend further into the future than you input series with add_length).

from darts.datasets import AirPassengersDataset
from darts.utils.timeseries_generation import holidays_timeseries

series = AirPassengersDataset().load()
forecast_horizon = 24

future_covariates = holidays_timeseries(
    series, 
    country_code="US", 
    add_length=forecast_horizon
)

Or if you already have a future_covariates (or past_covariates) series, you can directly add them:

from darts.datasets import AirPassengersDataset
from darts.utils.timeseries_generation import holidays_timeseries

covariates = AirPassengersDataset().load()
covariates = covariates.add_holidays(country_code="US")

thanks for the answer Dennis!

this still works well since its so easy to just add the holidays to your existing past_covariates!