time_series_dataset.h

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//   OpenNN: Open Neural Networks Library
//   www.opennn.net
//
//   T I M E   S E R I E S   D A T A S E T   C L A S S   H E A D E R
//
//   Artificial Intelligence Techniques SL
//   artelnics@artelnics.com

 
#pragma once
 
#include "dataset.h"
 
namespace opennn
{

class TimeSeriesDataset final : public Dataset
{
 
public:

    TimeSeriesDataset(const Index samples_number = 0,
                      const Shape& input_shape = {},
                      const Shape& target_shape = {});

    TimeSeriesDataset(const filesystem::path& path,
                      const string& separator,
                      bool has_header = true,
                      bool has_sample_index = false,
                      const Codification& codification = Codification::UTF8);

    void fill_gaps();

    Index get_past_time_steps() const;
    Index get_future_time_steps() const;
    Index get_time_variable_index() const;
    bool get_multi_target() const;

    Tensor3 get_data(const string& sample_role, const string& feature_role) const;

    void set_past_time_steps(const Index);
    void set_future_time_steps(const Index);
    void set_time_variable_index(const Index);
    void set_multi_target(const bool);

    MatrixR calculate_autocorrelations(const Index maximum_lag = 10) const;
    Tensor3 calculate_cross_correlations(const Index maximum_lag = 10) const;
    Tensor3 calculate_cross_correlations_spearman(const Index maximum_lag = 10) const;

    void to_JSON(JsonWriter&) const override;
    void from_JSON(const JsonDocument&) override;

    void read_csv() override;

    void impute_missing_values_unuse() override;
    void impute_missing_values_interpolate() override;

    void fill_inputs(const vector<Index>&,
                           const vector<Index>&,
                           float*,
                           bool = true,
                           int contiguous = -1) const override;

    void fill_targets(const vector<Index>&,
                            const vector<Index>&,
                            float*,
                            bool = true,
                            int contiguous = -1) const override;
 
private:

    Index past_time_steps = 2;

    Index future_time_steps = 1;

    bool multi_target = false;

    Index time_variable_index = 0;
};
 
}
 
// OpenNN: Open Neural Networks Library.
// Copyright(C) 2005-2026 Artificial Intelligence Techniques, SL.
// Licensed under the GNU Lesser General Public License v2.1 or later.