ts_feature_engineering_6.py

X_2 = X.copy()
X_2["month"] = X_2.index.month
X_2["month_sin"] = sin_transformer(12).fit_transform(X_2)["month"]
X_2["month_cos"] = cos_transformer(12).fit_transform(X_2)["month"]
X_2["day_sin"] = sin_transformer(365).fit_transform(X_2)["day_of_year"]
X_2["day_cos"] = cos_transformer(365).fit_transform(X_2)["day_of_year"]
fig, ax = plt.subplots(2, 1, sharex=True, figsize=(16,8))
X_2[["month_sin", "month_cos"]].plot(ax=ax[0])
X_2[["day_sin", "day_cos"]].plot(ax=ax[1])
plt.suptitle("Cyclical encoding with sine/cosine transformation");