Shift (ShiftBatchOp)

Java 类名：com.alibaba.alink.operator.batch.timeseries.ShiftBatchOp

Python 类名：ShiftBatchOp

功能介绍

给定分组，对每一组的数据使用Shift进行时间序列预测,使用ShiftNum之前的数据作为预测结果。

使用方式

使用方式

参考文档 https://www.yuque.com/pinshu/alink_guide/xbp5ky

参数说明

名称	中文名称	描述	类型	是否必须？	取值范围	默认值
predictionCol	预测结果列名	预测结果列名	String	✓
valueCol	value列，类型为MTable	value列，类型为MTable	String	✓	所选列类型为 [M_TABLE, STRING]
predictNum	预测条数	预测条数	Integer			1
predictionDetailCol	预测详细信息列名	预测详细信息列名	String
reservedCols	算法保留列名	算法保留列	String[]			null
shiftNum	shift个数	shift个数	Integer			7
numThreads	组件多线程线程个数	组件多线程线程个数	Integer			1

代码示例

Python 代码

from pyalink.alink import *

import pandas as pd

useLocalEnv(1)

import time, datetime
import numpy as np
import pandas as pd

data = pd.DataFrame([
			[1,  datetime.datetime.fromtimestamp(1), 10.0],
			[1,  datetime.datetime.fromtimestamp(2), 11.0],
			[1,  datetime.datetime.fromtimestamp(3), 12.0],
			[1,  datetime.datetime.fromtimestamp(4), 13.0],
			[1,  datetime.datetime.fromtimestamp(5), 14.0],
			[1,  datetime.datetime.fromtimestamp(6), 15.0],
			[1,  datetime.datetime.fromtimestamp(7), 16.0],
			[1,  datetime.datetime.fromtimestamp(8), 17.0],
			[1,  datetime.datetime.fromtimestamp(9), 18.0],
			[1,  datetime.datetime.fromtimestamp(10), 19.0]
])

source = dataframeToOperator(data, schemaStr='id int, ts timestamp, val double', op_type='batch')

source.link(
        GroupByBatchOp()
			.setGroupByPredicate("id")
			.setSelectClause("id, mtable_agg(ts, val) as data")
		).link(ShiftBatchOp()
					.setValueCol("data")
					.setShiftNum(7)
					.setPredictNum(12)
					.setPredictionCol("predict")
		).print()

Java 代码

package com.alibaba.alink.operator.batch.timeseries;

import org.apache.flink.types.Row;

import com.alibaba.alink.operator.batch.sql.GroupByBatchOp;
import com.alibaba.alink.operator.batch.source.MemSourceBatchOp;

import org.junit.Test;

import java.sql.Timestamp;
import java.util.Arrays;
import java.util.List;

public class ShiftBatchOpTest {

	@Test
	public void test() throws Exception {
		List <Row> mTableData = Arrays.asList(
			Row.of(1, new Timestamp(1), 10.0),
			Row.of(1, new Timestamp(2), 11.0),
			Row.of(1, new Timestamp(3), 12.0),
			Row.of(1, new Timestamp(4), 13.0),
			Row.of(1, new Timestamp(5), 14.0),
			Row.of(1, new Timestamp(6), 15.0),
			Row.of(1, new Timestamp(7), 16.0),
			Row.of(1, new Timestamp(8), 17.0),
			Row.of(1, new Timestamp(9), 18.0),
			Row.of(1, new Timestamp(10), 19.0)
		);

		MemSourceBatchOp source = new MemSourceBatchOp(mTableData, new String[] {"id", "ts", "val"});

		source
			.link(
				new GroupByBatchOp()
					.setGroupByPredicate("id")
					.setSelectClause("mtable_agg(ts, val) as data")
			)
			.link(
				new ShiftBatchOp()
					.setGroupCol("id")
					.setValueCol("data")
					.setShiftNum(7)
					.setPredictNum(12)
					.setPredictionCol("predict")
			)
			.print();
	}
}

运行结果

id	data	predict
1	{“data”:{“ts”:[“1970-01-01 08:00:00.001”,“1970-01-01 08:00:00.002”,“1970-01-01 08:00:00.003”,“1970-01-01 08:00:00.004”,“1970-01-01 08:00:00.005”,“1970-01-01 08:00:00.006”,“1970-01-01 08:00:00.007”,“1970-01-01 08:00:00.008”,“1970-01-01 08:00:00.009”,“1970-01-01 08:00:00.01”],“val”:[10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0]},“schema”:“ts TIMESTAMP,val DOUBLE”}	{“data”:{“ts”:[“1970-01-01 08:00:00.011”,“1970-01-01 08:00:00.012”,“1970-01-01 08:00:00.013”,“1970-01-01 08:00:00.014”,“1970-01-01 08:00:00.015”,“1970-01-01 08:00:00.016”,“1970-01-01 08:00:00.017”,“1970-01-01 08:00:00.018”,“1970-01-01 08:00:00.019”,“1970-01-01 08:00:00.02”,“1970-01-01 08:00:00.021”,“1970-01-01 08:00:00.022”],“val”:[13.0,14.0,15.0,16.0,17.0,18.0,19.0,13.0,14.0,15.0,16.0,17.0]},“schema”:“ts TIMESTAMP,val DOUBLE”}