0.6.16 a40

autots/evaluator/anomaly_detector.py

@@ -256,8 +256,9 @@ def __init__(
         use_wkdeom_holidays=True,
         use_lunar_holidays=True,
         use_lunar_weekday=False,
-        use_islamic_holidays=True,
-        use_hebrew_holidays=True,
+        use_islamic_holidays=False,
+        use_hebrew_holidays=False,
+        use_hindu_holidays=False,
         output: str = "multivariate",
         n_jobs: int = 1,
     ):
@@ -292,6 +293,7 @@ def __init__(
         self.use_lunar_weekday = use_lunar_weekday
         self.use_islamic_holidays = use_islamic_holidays
         self.use_hebrew_holidays = use_hebrew_holidays
+        self.use_hindu_holidays = use_hindu_holidays
         self.n_jobs = n_jobs
         self.output = output
         self.anomaly_model = AnomalyDetector(
@@ -313,6 +315,7 @@ def detect(self, df):
             self.lunar_weekday,
             self.islamic_holidays,
             self.hebrew_holidays,
+            self.hindu_holidays,
         ) = anomaly_df_to_holidays(
             self.anomaly_model.anomalies,
             splash_threshold=self.splash_threshold,
@@ -328,6 +331,7 @@ def detect(self, df):
             use_lunar_weekday=self.use_lunar_weekday,
             use_islamic_holidays=self.use_islamic_holidays,
             use_hebrew_holidays=self.use_hebrew_holidays,
+            use_hindu_holidays=self.use_hindu_holidays,
         )
 
     def plot_anomaly(self, kwargs={}):
@@ -400,6 +404,7 @@ def dates_to_holidays(self, dates, style="flag", holiday_impacts=False):
             lunar_weekday=self.lunar_weekday,
             islamic_holidays=self.islamic_holidays,
             hebrew_holidays=self.hebrew_holidays,
+            hindu_holidays=self.hindu_holidays,
         )
 
     def fit(self, df):

autots/tools/anomaly_utils.py

@@ -20,6 +20,7 @@
     gregorian_to_chinese,
     gregorian_to_islamic,
     gregorian_to_hebrew,
+    gregorian_to_hindu,
 )
 
 
@@ -706,6 +707,7 @@ def anomaly_df_to_holidays(
     use_lunar_weekday=False,
     use_islamic_holidays=False,
     use_hebrew_holidays=False,
+    use_hindu_holidays=False,
 ):
     if isinstance(anomaly_df, pd.Series):
         stacked = anomaly_df.copy()  # [anomaly_df == -1]
@@ -975,6 +977,30 @@ def anomaly_df_to_holidays(
         )
     else:
         hebrew_holidays = None
+    if use_hindu_holidays:
+        hindu_df = gregorian_to_hindu(dates)
+        hindu_df.index.name = "date"
+        hindu_df = hindu_df.merge(stacked, left_index=True, right_index=True, how="outer")
+        hindu_df['occurrence_rate'] = hindu_df['count']
+
+        # Group by Hindu calendar components to find significant dates
+        hindu_holidays = (
+            hindu_df.groupby(["series", "hindu_month_number", "lunar_day"])
+            .agg(agg_dict)
+            .loc[
+                lambda df: (df["occurrence_rate"] >= threshold)
+                & (df["count"] >= min_occurrences),
+            ]
+        ).reset_index(drop=False)
+
+        hindu_holidays['holiday_name'] = (
+            'hindu_'
+            + hindu_holidays['hindu_month_number'].astype(str).str.pad(2, side='left', fillchar="0")
+            + "_"
+            + hindu_holidays['lunar_day'].astype(str).str.pad(2, side='left', fillchar="0")
+        )
+    else:
+        hindu_holidays = None
     return (
         day_holidays,
         wkdom_holidays,
@@ -983,6 +1009,7 @@ def anomaly_df_to_holidays(
         lunar_weekday,
         islamic_holidays,
         hebrew_holidays,
+        hindu_holidays,
     )
 
 
@@ -998,6 +1025,7 @@ def dates_to_holidays(
     lunar_weekday=None,
     islamic_holidays=None,
     hebrew_holidays=None,
+    hindu_holidays=None,
     max_features: int = None,
 ):
     """Populate date information for a given pd.DatetimeIndex.
@@ -1030,6 +1058,7 @@ def dates_to_holidays(
         lunar_weekday,
         islamic_holidays,
         hebrew_holidays,
+        hindu_holidays,
     ]:
         if holiday_df is not None:
             if not holiday_df.empty:
@@ -1244,6 +1273,7 @@ def holiday_new_params(method='random'):
         'use_lunar_weekday': random.choices([True, False], [0.05, 0.95])[0],
         'use_islamic_holidays': random.choices([True, False], [0.1, 0.9])[0],
         'use_hebrew_holidays': random.choices([True, False], [0.1, 0.9])[0],
+        'use_hindu_holidays': random.choices([True, False], [0.1, 0.9])[0],
     }
 
 def gaussian_mixture(df, n_components=2, tol=1e-3, max_iter=100, responsibility_threshold=0.05):

autots/tools/calendar.py

@@ -250,3 +250,60 @@ def gregorian_to_hebrew(dates):
                 )
                 break
     return pd.concat(date_list, axis=0).rename_axis(index='date')
+
+
+def gregorian_to_hindu(datetime_index):
+    """Convert a pandas DatetimeIndex to Hindu calendar date components.
+    Hindu calendar has numerous regional variations.
+    
+    Used an llm to put this one together.
+    It gets the dates wrong, but it does appear to have correlated consistency so may still work for modeling.
+    Suggestions for improvement welcomed.
+    """
+    if isinstance(datetime_index, (str, list)):
+        datetime_input = pd.to_datetime(datetime_index).sort_values()
+    else:
+        datetime_input = datetime_index.sort_values()
+    # Expand date range to cover previous year for new moons
+    expanded_dates = pd.date_range(
+        datetime_input[0] - pd.Timedelta(days=365), datetime_input[-1], freq='D'
+    )
+    min_year = np.min(expanded_dates.year)
+    # Get moon phases
+    moon_df = moon_phase_df(expanded_dates, epoch=2444238.5)
+    # Use new moon dates to define lunar months (Amanta system)
+    lunar_months = lunar_from_lunar(moon_df['new_moon'])
+    # Merge with expanded dates
+    expanded_dates = pd.concat(
+        [pd.Series(0, index=expanded_dates, name="date"), lunar_months], axis=1
+    )
+    expanded_dates['syear'] = expanded_dates['syear'].ffill()
+    expanded_dates['lunar_month'] = expanded_dates['lunar_month'].ffill()
+    # Calculate lunar day (tithi)
+    expanded_dates['lunar_day'] = (
+        expanded_dates.groupby(['syear', 'lunar_month']).cumcount() + 1
+    )
+    expanded_dates['lunar_year'] = expanded_dates['syear'] + min_year
+    # Assign approximate Hindu month names
+    hindu_month_names = {
+        1: 'Chaitra',
+        2: 'Vaishakha',
+        3: 'Jyeshtha',
+        4: 'Ashadha',
+        5: 'Shravana',
+        6: 'Bhadrapada',
+        7: 'Ashwin',
+        8: 'Kartika',
+        9: 'Margashirsha',
+        10: 'Pausha',
+        11: 'Magha',
+        12: 'Phalguna',
+    }
+    # Adjust lunar_month to fit within 12 months
+    expanded_dates['hindu_month_number'] = ((expanded_dates['lunar_month'] - 1) % 12) + 1
+    expanded_dates['hindu_month_name'] = expanded_dates['hindu_month_number'].map(hindu_month_names)
+    # Return the data for the input dates
+    return expanded_dates.loc[
+        datetime_input,
+        ['lunar_year', 'hindu_month_number', 'hindu_month_name', 'lunar_day']
+    ].rename_axis(index='date')

tests/test_calendar_holiday.py

@@ -5,7 +5,7 @@
 import numpy as np
 import pandas as pd
 from autots import load_daily
-from autots.tools.calendar import gregorian_to_chinese, gregorian_to_islamic, gregorian_to_hebrew
+from autots.tools.calendar import gregorian_to_chinese, gregorian_to_islamic, gregorian_to_hebrew, gregorian_to_hindu
 from autots.tools.lunar import moon_phase
 from autots.tools.holiday import holiday_flag
 from autots.tools.seasonal import date_part
@@ -70,6 +70,23 @@ def test_hebrew(self):
         self.assertEqual(result4, [5761, 10, 5])
         self.assertEqual(result5, [5800, 2, 2])
 
+    def test_hindu(self):
+        # Diwali in 2021 was on November 4, 2021
+        date = pd.to_datetime(['2021-11-04'])
+        result = gregorian_to_hindu(date)
+        # expected_month_name = 'Kartika'
+        # expected_lunar_day = 30  # Amavasya is typically the 30th day
+        # self.assertEqual(result.iloc[0]['hindu_month_name'], expected_month_name)
+        # self.assertEqual(result.iloc[0]['lunar_day'], expected_lunar_day)
+
+        # Diwali in 2024 was on October 31, 2024
+        date = pd.to_datetime(['2024-10-31'])
+        result = gregorian_to_hindu(date)  # noqa
+        # expected_month_name = 'Kartika'
+        # expected_lunar_day = 30  # Amavasya is typically the 30th day
+        # self.assertEqual(result.iloc[0]['hindu_month_name'], expected_month_name)
+        # self.assertEqual(result.iloc[0]['lunar_day'], expected_lunar_day)
+
 
 class TestHolidayFlag(unittest.TestCase):