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Functions for missing data / up-scaling interpolation #2

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tnixon opened this issue Jul 14, 2020 · 1 comment
Closed

Functions for missing data / up-scaling interpolation #2

tnixon opened this issue Jul 14, 2020 · 1 comment

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@tnixon
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tnixon commented Jul 14, 2020

We should have some functions to help interpolate data to both:

  • fill in missing data
  • up-scaling timeseries to finer scales
    • eg. going from daily to hourly data

We should support interpolation along time axis under different window constraints (forward-backward looking or trailing only). Also perhaps methods that look across series (ie PCA)

rportilla-databricks added a commit that referenced this issue Jan 20, 2022
* feat: add interpolation

* feat(interpolation): add support for multuple partitions, and target columns

* test: add interpolation zero fill test

* test: add additional interpolation tests

* chore: convert linear interpolation to use spark native functions

* chore: allow for interpolation to be called directly from the TSDF object

* chore: update series fill logic

* chore: change default behaviour for target_cols

* chore: rename to be more consistent with pandas and the tsdf class

* chore(interpolation): make show if interpolated column optional

* chore(interpolation): remove caching

* Troubleshooting (#2)

* Refactor interpolation code to remove joins, and double` resample`
* Added additional test coverage to interpolation code
* Updated `test` folder structure

Co-authored-by: Guanjie Shen <guanjie.shen@databricks.com>

* chore: add additional comments

* chore: update branches in test.yml

* fix: update interpolate_column params

* chore: add interpolation details in readme.md

* chore: update main readme.md

* chore: update main readme.md

* Merge branch 'master' of github.com:guanjieshen/tempo

* chore: make readme more consistent

* chore: add build and downloads badge to readme

* changes

* fix: fourier test java error

* fix: try to configure netty changes so tests for fourier will work

* change

* housekeeping: organize imports on tsdf.py

* chore(interpolation): change back to bfill, change forward to ffill

* interpolation: add the ability to call interpolate after resample

* housekeeping: add missing type hint

* chore(interpolate): update readme

* chore: update interpolation documentation to be more clear

* adding one unit test

Co-authored-by: Guanjie Shen <guanjie.shen@databricks.com>
Co-authored-by: Ricardo Portilla <ricardo.portilla@databricks.com>
rportilla-databricks added a commit that referenced this issue Jan 28, 2022
* new changes

* updated upsample

* updated upsample

* updated upsample

* committing read_yaml

* adding class1 with stacking

* adding class1 with stacking

* removing streams

* removing streams

* adding anomaly detection yaml support

* making database configurable

* making database configurable

* making database configurable

* added option for empty string prefix

* added option for empty string prefix

* added option for empty string prefix

* removing anomaly detection in branch

* remove anomaly detection code test file

* merging resample

* removing dbl tempo egg files

* removing dbl tempo egg files

* removing dbl tempo egg files

* removing dbl tempo egg files

* removing dbl tempo egg files

* Fourier transform functionality release Q42021 (#111)

* fourier transformation functionality in tempo

* fourier transform method docstrings added

* fourier transform unit test added

* updating readme with the fourier transform usage and the fourier function's variable naming pattern standard

* Updating requirements

* minor logic correction of naming the data column as 'val'

* adding the corrected buildTestDF and also adding pyarrow in requirements.txt

* Fourier unit test fixed and contributions information updated

* data column in tests and logic is corrected with the name changed to tdval

* original contribution restoration

* bringing the pandas_udf method inside the calling method to ensure the reference is not lost in the executors

* committing the correct timestep variable position

* adding self to timestep

* inherit timestep directly from parameter

* tidying up the codebase

* removed the set_timestep method as it is no longer required

* removing the unnecessary orderby

* adding order by inside the pandas function

* removed the redundant imports

* Update README.md

* fixing workflows

* feature: add interpolation functionality (#109)

* feat: add interpolation

* feat(interpolation): add support for multuple partitions, and target columns

* test: add interpolation zero fill test

* test: add additional interpolation tests

* chore: convert linear interpolation to use spark native functions

* chore: allow for interpolation to be called directly from the TSDF object

* chore: update series fill logic

* chore: change default behaviour for target_cols

* chore: rename to be more consistent with pandas and the tsdf class

* chore(interpolation): make show if interpolated column optional

* chore(interpolation): remove caching

* Troubleshooting (#2)

* Refactor interpolation code to remove joins, and double` resample`
* Added additional test coverage to interpolation code
* Updated `test` folder structure

Co-authored-by: Guanjie Shen <guanjie.shen@databricks.com>

* chore: add additional comments

* chore: update branches in test.yml

* fix: update interpolate_column params

* chore: add interpolation details in readme.md

* chore: update main readme.md

* chore: update main readme.md

* Merge branch 'master' of github.com:guanjieshen/tempo

* chore: make readme more consistent

* chore: add build and downloads badge to readme

* changes

* fix: fourier test java error

* fix: try to configure netty changes so tests for fourier will work

* change

* housekeeping: organize imports on tsdf.py

* chore(interpolation): change back to bfill, change forward to ffill

* interpolation: add the ability to call interpolate after resample

* housekeeping: add missing type hint

* chore(interpolate): update readme

* chore: update interpolation documentation to be more clear

* adding one unit test

Co-authored-by: Guanjie Shen <guanjie.shen@databricks.com>
Co-authored-by: Ricardo Portilla <ricardo.portilla@databricks.com>

* commiting release file

* removed unused code

* make the sql opt optional

* pushing prefix change

* pushing prefix change

* pushing prefix change

* pushing prefix change

* adding files

* adding files

* adding files

* updating asof prefix logic for sql optimization

Co-authored-by: Souvik Pratiher <70095944+Spratiher9@users.noreply.github.com>
Co-authored-by: Guanjie Shen <75445106+guanjieshen@users.noreply.github.com>
Co-authored-by: Guanjie Shen <guanjie.shen@databricks.com>
@rportilla-databricks
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This is done. See release dbl-tempo==0.1.3

rportilla-databricks added a commit that referenced this issue Feb 7, 2022
* new changes

* updated upsample

* updated upsample

* updated upsample

* committing read_yaml

* adding class1 with stacking

* adding class1 with stacking

* removing streams

* removing streams

* adding anomaly detection yaml support

* making database configurable

* making database configurable

* making database configurable

* added option for empty string prefix

* added option for empty string prefix

* added option for empty string prefix

* removing anomaly detection in branch

* remove anomaly detection code test file

* merging resample

* removing dbl tempo egg files

* removing dbl tempo egg files

* removing dbl tempo egg files

* removing dbl tempo egg files

* removing dbl tempo egg files

* feat: add interpolation

* feat(interpolation): add support for multuple partitions, and target columns

* test: add interpolation zero fill test

* test: add additional interpolation tests

* chore: convert linear interpolation to use spark native functions

* chore: allow for interpolation to be called directly from the TSDF object

* Fourier transform functionality release Q42021 (#111)

* fourier transformation functionality in tempo

* fourier transform method docstrings added

* fourier transform unit test added

* updating readme with the fourier transform usage and the fourier function's variable naming pattern standard

* Updating requirements

* minor logic correction of naming the data column as 'val'

* adding the corrected buildTestDF and also adding pyarrow in requirements.txt

* Fourier unit test fixed and contributions information updated

* data column in tests and logic is corrected with the name changed to tdval

* original contribution restoration

* bringing the pandas_udf method inside the calling method to ensure the reference is not lost in the executors

* committing the correct timestep variable position

* adding self to timestep

* inherit timestep directly from parameter

* tidying up the codebase

* removed the set_timestep method as it is no longer required

* removing the unnecessary orderby

* adding order by inside the pandas function

* removed the redundant imports

* chore: update series fill logic

* chore: change default behaviour for target_cols

* chore: rename to be more consistent with pandas and the tsdf class

* chore(interpolation): make show if interpolated column optional

* chore(interpolation): remove caching

* Update README.md

* Troubleshooting (#2)

* Refactor interpolation code to remove joins, and double` resample`
* Added additional test coverage to interpolation code
* Updated `test` folder structure

Co-authored-by: Guanjie Shen <guanjie.shen@databricks.com>

* chore: add additional comments

* chore: update branches in test.yml

* fix: update interpolate_column params

* chore: add interpolation details in readme.md

* chore: update main readme.md

* chore: update main readme.md

* Merge branch 'master' of github.com:guanjieshen/tempo

* chore: make readme more consistent

* chore: add build and downloads badge to readme

* fixing workflows

* changes

* fix: fourier test java error

* fix: try to configure netty changes so tests for fourier will work

* change

* housekeeping: organize imports on tsdf.py

* chore(interpolation): change back to bfill, change forward to ffill

* interpolation: add the ability to call interpolate after resample

* housekeeping: add missing type hint

* chore(interpolate): update readme

* chore: update interpolation documentation to be more clear

* adding one unit test

* rebase

* Bump numpy from 1.19.1 to 1.21.0 (#123)

Bumps [numpy](https://github.com/numpy/numpy) from 1.19.1 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](numpy/numpy@v1.19.1...v1.21.0)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

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Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* Bump scipy from 1.7.2 to 1.7.3 (#126)

Bumps [scipy](https://github.com/scipy/scipy) from 1.7.2 to 1.7.3.
- [Release notes](https://github.com/scipy/scipy/releases)
- [Commits](scipy/scipy@v1.7.2...v1.7.3)

---
updated-dependencies:
- dependency-name: scipy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* Bump python-dateutil from 2.8.1 to 2.8.2 (#127)

Bumps [python-dateutil](https://github.com/dateutil/dateutil) from 2.8.1 to 2.8.2.
- [Release notes](https://github.com/dateutil/dateutil/releases)
- [Changelog](https://github.com/dateutil/dateutil/blob/master/NEWS)
- [Commits](dateutil/dateutil@2.8.1...2.8.2)

---
updated-dependencies:
- dependency-name: python-dateutil
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* fix license classifier (#130)

* fix images for PyPI (#131)

* Bump ipython from 7.28.0 to 8.0.1 (#128)

Bumps [ipython](https://github.com/ipython/ipython) from 7.28.0 to 8.0.1.
- [Release notes](https://github.com/ipython/ipython/releases)
- [Commits](ipython/ipython@7.28.0...8.0.1)

---
updated-dependencies:
- dependency-name: ipython
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* Bump pyspark from 3.0.0 to 3.2.1 (#132)

Bumps [pyspark](https://github.com/apache/spark) from 3.0.0 to 3.2.1.
- [Release notes](https://github.com/apache/spark/releases)
- [Commits](apache/spark@v3.0.0...v3.2.1)

---
updated-dependencies:
- dependency-name: pyspark
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* updated requirements file (#125)

* updated requirements file

* adding working directory

* update the packages_dir location for pypi-publish

* downgrade python for pypi packaging

* update look in python dist folder

* removing release creation (github)

* Bump pandas from 1.1.0 to 1.4.0 (#133)

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.1.0 to 1.4.0.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/main/RELEASE.md)
- [Commits](pandas-dev/pandas@v1.1.0...v1.4.0)

---
updated-dependencies:
- dependency-name: pandas
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* Bump wheel from 0.34.2 to 0.37.1 (#110)

Bumps [wheel](https://github.com/pypa/wheel) from 0.34.2 to 0.37.1.
- [Release notes](https://github.com/pypa/wheel/releases)
- [Changelog](https://github.com/pypa/wheel/blob/main/docs/news.rst)
- [Commits](pypa/wheel@0.34.2...0.37.1)

---
updated-dependencies:
- dependency-name: wheel
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* Bump py4j from 0.10.9 to 0.10.9.3 (#102)

Bumps [py4j](https://github.com/bartdag/py4j) from 0.10.9 to 0.10.9.3.
- [Release notes](https://github.com/bartdag/py4j/releases)
- [Commits](py4j/py4j@0.10.9...0.10.9.3)

---
updated-dependencies:
- dependency-name: py4j
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* Bump six from 1.15.0 to 1.16.0 (#88)

Bumps [six](https://github.com/benjaminp/six) from 1.15.0 to 1.16.0.
- [Release notes](https://github.com/benjaminp/six/releases)
- [Changelog](https://github.com/benjaminp/six/blob/master/CHANGES)
- [Commits](benjaminp/six@1.15.0...1.16.0)

---
updated-dependencies:
- dependency-name: six
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

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Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* bump python to 3.9 (#134)

* bump python to 3.9

* update text config

* testing

* Update requirements.txt

* Update requirements.txt

* Update requirements.txt

* Update requirements.txt

* Update requirements.txt

* Update requirements.txt

* set new release for license update (#135)

* fix(interpolate): fix typo preventing custom ts column name; also add test to verify

* chore: re-add sampled_input for interpol.py

* linting: run linter on interpol.py

* chore: bump up version to 0.1.5

Co-authored-by: Ricardo Portilla <ricardo.portilla@databricks.com>
Co-authored-by: Guanjie Shen <guanjie.shen@databricks.com>
Co-authored-by: Souvik Pratiher <70095944+Spratiher9@users.noreply.github.com>
Co-authored-by: rportilla-databricks <38080604+rportilla-databricks@users.noreply.github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Co-authored-by: Serge Smertin <259697+nfx@users.noreply.github.com>
rportilla-databricks added a commit that referenced this issue Mar 11, 2022
* new changes

* updated upsample

* updated upsample

* updated upsample

* committing read_yaml

* adding class1 with stacking

* adding class1 with stacking

* removing streams

* removing streams

* adding anomaly detection yaml support

* making database configurable

* making database configurable

* making database configurable

* added option for empty string prefix

* added option for empty string prefix

* added option for empty string prefix

* removing anomaly detection in branch

* remove anomaly detection code test file

* merging resample

* removing dbl tempo egg files

* removing dbl tempo egg files

* removing dbl tempo egg files

* removing dbl tempo egg files

* removing dbl tempo egg files

* feat: add interpolation

* feat(interpolation): add support for multuple partitions, and target columns

* test: add interpolation zero fill test

* test: add additional interpolation tests

* chore: convert linear interpolation to use spark native functions

* chore: allow for interpolation to be called directly from the TSDF object

* Fourier transform functionality release Q42021 (#111)

* fourier transformation functionality in tempo

* fourier transform method docstrings added

* fourier transform unit test added

* updating readme with the fourier transform usage and the fourier function's variable naming pattern standard

* Updating requirements

* minor logic correction of naming the data column as 'val'

* adding the corrected buildTestDF and also adding pyarrow in requirements.txt

* Fourier unit test fixed and contributions information updated

* data column in tests and logic is corrected with the name changed to tdval

* original contribution restoration

* bringing the pandas_udf method inside the calling method to ensure the reference is not lost in the executors

* committing the correct timestep variable position

* adding self to timestep

* inherit timestep directly from parameter

* tidying up the codebase

* removed the set_timestep method as it is no longer required

* removing the unnecessary orderby

* adding order by inside the pandas function

* removed the redundant imports

* chore: update series fill logic

* chore: change default behaviour for target_cols

* chore: rename to be more consistent with pandas and the tsdf class

* chore(interpolation): make show if interpolated column optional

* chore(interpolation): remove caching

* Update README.md

* Troubleshooting (#2)

* Refactor interpolation code to remove joins, and double` resample`
* Added additional test coverage to interpolation code
* Updated `test` folder structure

Co-authored-by: Guanjie Shen <guanjie.shen@databricks.com>

* chore: add additional comments

* chore: update branches in test.yml

* fix: update interpolate_column params

* chore: add interpolation details in readme.md

* chore: update main readme.md

* chore: update main readme.md

* Merge branch 'master' of github.com:guanjieshen/tempo

* chore: make readme more consistent

* chore: add build and downloads badge to readme

* fixing workflows

* changes

* fix: fourier test java error

* fix: try to configure netty changes so tests for fourier will work

* change

* housekeeping: organize imports on tsdf.py

* chore(interpolation): change back to bfill, change forward to ffill

* interpolation: add the ability to call interpolate after resample

* housekeeping: add missing type hint

* chore(interpolate): update readme

* chore: update interpolation documentation to be more clear

* adding one unit test

* rebase

* Bump numpy from 1.19.1 to 1.21.0 (#123)

Bumps [numpy](https://github.com/numpy/numpy) from 1.19.1 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](numpy/numpy@v1.19.1...v1.21.0)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* Bump scipy from 1.7.2 to 1.7.3 (#126)

Bumps [scipy](https://github.com/scipy/scipy) from 1.7.2 to 1.7.3.
- [Release notes](https://github.com/scipy/scipy/releases)
- [Commits](scipy/scipy@v1.7.2...v1.7.3)

---
updated-dependencies:
- dependency-name: scipy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* Bump python-dateutil from 2.8.1 to 2.8.2 (#127)

Bumps [python-dateutil](https://github.com/dateutil/dateutil) from 2.8.1 to 2.8.2.
- [Release notes](https://github.com/dateutil/dateutil/releases)
- [Changelog](https://github.com/dateutil/dateutil/blob/master/NEWS)
- [Commits](dateutil/dateutil@2.8.1...2.8.2)

---
updated-dependencies:
- dependency-name: python-dateutil
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* fix license classifier (#130)

* fix images for PyPI (#131)

* Bump ipython from 7.28.0 to 8.0.1 (#128)

Bumps [ipython](https://github.com/ipython/ipython) from 7.28.0 to 8.0.1.
- [Release notes](https://github.com/ipython/ipython/releases)
- [Commits](ipython/ipython@7.28.0...8.0.1)

---
updated-dependencies:
- dependency-name: ipython
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* Bump pyspark from 3.0.0 to 3.2.1 (#132)

Bumps [pyspark](https://github.com/apache/spark) from 3.0.0 to 3.2.1.
- [Release notes](https://github.com/apache/spark/releases)
- [Commits](apache/spark@v3.0.0...v3.2.1)

---
updated-dependencies:
- dependency-name: pyspark
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

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Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* updated requirements file (#125)

* updated requirements file

* adding working directory

* update the packages_dir location for pypi-publish

* downgrade python for pypi packaging

* update look in python dist folder

* removing release creation (github)

* Bump pandas from 1.1.0 to 1.4.0 (#133)

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.1.0 to 1.4.0.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/main/RELEASE.md)
- [Commits](pandas-dev/pandas@v1.1.0...v1.4.0)

---
updated-dependencies:
- dependency-name: pandas
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* Bump wheel from 0.34.2 to 0.37.1 (#110)

Bumps [wheel](https://github.com/pypa/wheel) from 0.34.2 to 0.37.1.
- [Release notes](https://github.com/pypa/wheel/releases)
- [Changelog](https://github.com/pypa/wheel/blob/main/docs/news.rst)
- [Commits](pypa/wheel@0.34.2...0.37.1)

---
updated-dependencies:
- dependency-name: wheel
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* Bump py4j from 0.10.9 to 0.10.9.3 (#102)

Bumps [py4j](https://github.com/bartdag/py4j) from 0.10.9 to 0.10.9.3.
- [Release notes](https://github.com/bartdag/py4j/releases)
- [Commits](py4j/py4j@0.10.9...0.10.9.3)

---
updated-dependencies:
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* Bump six from 1.15.0 to 1.16.0 (#88)

Bumps [six](https://github.com/benjaminp/six) from 1.15.0 to 1.16.0.
- [Release notes](https://github.com/benjaminp/six/releases)
- [Changelog](https://github.com/benjaminp/six/blob/master/CHANGES)
- [Commits](benjaminp/six@1.15.0...1.16.0)

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  update-type: version-update:semver-minor
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* bump python to 3.9 (#134)

* bump python to 3.9

* update text config

* testing

* Update requirements.txt

* Update requirements.txt

* Update requirements.txt

* Update requirements.txt

* Update requirements.txt

* Update requirements.txt

* set new release for license update (#135)

* fix(interpolate): fix typo preventing custom ts column name; also add test to verify

* chore: re-add sampled_input for interpol.py

* linting: run linter on interpol.py

* chore: bump up version to 0.1.5

* feat(interpolation): support resample frequency in interpolation

* adding recent changes for argument

Co-authored-by: Ricardo Portilla <ricardo.portilla@databricks.com>
Co-authored-by: Guanjie Shen <guanjie.shen@databricks.com>
Co-authored-by: Souvik Pratiher <70095944+Spratiher9@users.noreply.github.com>
Co-authored-by: rportilla-databricks <38080604+rportilla-databricks@users.noreply.github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Co-authored-by: Serge Smertin <259697+nfx@users.noreply.github.com>
rportilla-databricks added a commit that referenced this issue Mar 11, 2022
…Preceding (#166)

* new changes

* updated upsample

* updated upsample

* updated upsample

* committing read_yaml

* adding class1 with stacking

* adding class1 with stacking

* removing streams

* removing streams

* adding anomaly detection yaml support

* making database configurable

* making database configurable

* making database configurable

* added option for empty string prefix

* added option for empty string prefix

* added option for empty string prefix

* removing anomaly detection in branch

* remove anomaly detection code test file

* merging resample

* removing dbl tempo egg files

* removing dbl tempo egg files

* removing dbl tempo egg files

* removing dbl tempo egg files

* removing dbl tempo egg files

* feat: add interpolation

* feat(interpolation): add support for multuple partitions, and target columns

* test: add interpolation zero fill test

* test: add additional interpolation tests

* chore: convert linear interpolation to use spark native functions

* chore: allow for interpolation to be called directly from the TSDF object

* Fourier transform functionality release Q42021 (#111)

* fourier transformation functionality in tempo

* fourier transform method docstrings added

* fourier transform unit test added

* updating readme with the fourier transform usage and the fourier function's variable naming pattern standard

* Updating requirements

* minor logic correction of naming the data column as 'val'

* adding the corrected buildTestDF and also adding pyarrow in requirements.txt

* Fourier unit test fixed and contributions information updated

* data column in tests and logic is corrected with the name changed to tdval

* original contribution restoration

* bringing the pandas_udf method inside the calling method to ensure the reference is not lost in the executors

* committing the correct timestep variable position

* adding self to timestep

* inherit timestep directly from parameter

* tidying up the codebase

* removed the set_timestep method as it is no longer required

* removing the unnecessary orderby

* adding order by inside the pandas function

* removed the redundant imports

* chore: update series fill logic

* chore: change default behaviour for target_cols

* chore: rename to be more consistent with pandas and the tsdf class

* chore(interpolation): make show if interpolated column optional

* chore(interpolation): remove caching

* Update README.md

* Troubleshooting (#2)

* Refactor interpolation code to remove joins, and double` resample`
* Added additional test coverage to interpolation code
* Updated `test` folder structure

Co-authored-by: Guanjie Shen <guanjie.shen@databricks.com>

* chore: add additional comments

* chore: update branches in test.yml

* fix: update interpolate_column params

* chore: add interpolation details in readme.md

* chore: update main readme.md

* chore: update main readme.md

* Merge branch 'master' of github.com:guanjieshen/tempo

* chore: make readme more consistent

* chore: add build and downloads badge to readme

* fixing workflows

* changes

* fix: fourier test java error

* fix: try to configure netty changes so tests for fourier will work

* change

* housekeeping: organize imports on tsdf.py

* chore(interpolation): change back to bfill, change forward to ffill

* interpolation: add the ability to call interpolate after resample

* housekeeping: add missing type hint

* chore(interpolate): update readme

* chore: update interpolation documentation to be more clear

* adding one unit test

* rebase

* Bump numpy from 1.19.1 to 1.21.0 (#123)

Bumps [numpy](https://github.com/numpy/numpy) from 1.19.1 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](numpy/numpy@v1.19.1...v1.21.0)

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  dependency-type: direct:production
  update-type: version-update:semver-minor
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* Bump scipy from 1.7.2 to 1.7.3 (#126)

Bumps [scipy](https://github.com/scipy/scipy) from 1.7.2 to 1.7.3.
- [Release notes](https://github.com/scipy/scipy/releases)
- [Commits](scipy/scipy@v1.7.2...v1.7.3)

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- dependency-name: scipy
  dependency-type: direct:production
  update-type: version-update:semver-patch
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* Bump python-dateutil from 2.8.1 to 2.8.2 (#127)

Bumps [python-dateutil](https://github.com/dateutil/dateutil) from 2.8.1 to 2.8.2.
- [Release notes](https://github.com/dateutil/dateutil/releases)
- [Changelog](https://github.com/dateutil/dateutil/blob/master/NEWS)
- [Commits](dateutil/dateutil@2.8.1...2.8.2)

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updated-dependencies:
- dependency-name: python-dateutil
  dependency-type: direct:production
  update-type: version-update:semver-patch
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* fix license classifier (#130)

* fix images for PyPI (#131)

* Bump ipython from 7.28.0 to 8.0.1 (#128)

Bumps [ipython](https://github.com/ipython/ipython) from 7.28.0 to 8.0.1.
- [Release notes](https://github.com/ipython/ipython/releases)
- [Commits](ipython/ipython@7.28.0...8.0.1)

---
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- dependency-name: ipython
  dependency-type: direct:production
  update-type: version-update:semver-major
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* Bump pyspark from 3.0.0 to 3.2.1 (#132)

Bumps [pyspark](https://github.com/apache/spark) from 3.0.0 to 3.2.1.
- [Release notes](https://github.com/apache/spark/releases)
- [Commits](apache/spark@v3.0.0...v3.2.1)

---
updated-dependencies:
- dependency-name: pyspark
  dependency-type: direct:production
  update-type: version-update:semver-minor
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* updated requirements file (#125)

* updated requirements file

* adding working directory

* update the packages_dir location for pypi-publish

* downgrade python for pypi packaging

* update look in python dist folder

* removing release creation (github)

* Bump pandas from 1.1.0 to 1.4.0 (#133)

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.1.0 to 1.4.0.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/main/RELEASE.md)
- [Commits](pandas-dev/pandas@v1.1.0...v1.4.0)

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updated-dependencies:
- dependency-name: pandas
  dependency-type: direct:production
  update-type: version-update:semver-minor
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* Bump wheel from 0.34.2 to 0.37.1 (#110)

Bumps [wheel](https://github.com/pypa/wheel) from 0.34.2 to 0.37.1.
- [Release notes](https://github.com/pypa/wheel/releases)
- [Changelog](https://github.com/pypa/wheel/blob/main/docs/news.rst)
- [Commits](pypa/wheel@0.34.2...0.37.1)

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- dependency-name: wheel
  dependency-type: direct:production
  update-type: version-update:semver-minor
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* Bump py4j from 0.10.9 to 0.10.9.3 (#102)

Bumps [py4j](https://github.com/bartdag/py4j) from 0.10.9 to 0.10.9.3.
- [Release notes](https://github.com/bartdag/py4j/releases)
- [Commits](py4j/py4j@0.10.9...0.10.9.3)

---
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- dependency-name: py4j
  dependency-type: direct:production
  update-type: version-update:semver-patch
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* Bump six from 1.15.0 to 1.16.0 (#88)

Bumps [six](https://github.com/benjaminp/six) from 1.15.0 to 1.16.0.
- [Release notes](https://github.com/benjaminp/six/releases)
- [Changelog](https://github.com/benjaminp/six/blob/master/CHANGES)
- [Commits](benjaminp/six@1.15.0...1.16.0)

---
updated-dependencies:
- dependency-name: six
  dependency-type: direct:production
  update-type: version-update:semver-minor
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* bump python to 3.9 (#134)

* bump python to 3.9

* update text config

* testing

* Update requirements.txt

* Update requirements.txt

* Update requirements.txt

* Update requirements.txt

* Update requirements.txt

* Update requirements.txt

* set new release for license update (#135)

* fix(interpolate): fix typo preventing custom ts column name; also add test to verify

* chore: re-add sampled_input for interpol.py

* linting: run linter on interpol.py

* chore: bump up version to 0.1.5

* feat(interpolation): support resample frequency in interpolation

* adding recent changes for argument

* feat: fixing performance issue on interpolation as identified in SPARK-36844

* chore(interpolate): update __generate_column_time_fill to use last() instead of first() addressing SPARK-36844

Co-authored-by: Ricardo Portilla <ricardo.portilla@databricks.com>
Co-authored-by: Guanjie Shen <guanjie.shen@databricks.com>
Co-authored-by: Souvik Pratiher <70095944+Spratiher9@users.noreply.github.com>
Co-authored-by: rportilla-databricks <38080604+rportilla-databricks@users.noreply.github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Co-authored-by: Serge Smertin <259697+nfx@users.noreply.github.com>
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