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JPMML StatsModels to PMML converter
There is a newer version: 1.2.1
/*
 * Copyright (c) 2024 Villu Ruusmann
 *
 * This file is part of JPMML-StatsModels
 *
 * JPMML-StatsModels is free software: you can redistribute it and/or modify
 * it under the terms of the GNU Affero General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * JPMML-StatsModels is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU Affero General Public License for more details.
 *
 * You should have received a copy of the GNU Affero General Public License
 * along with JPMML-StatsModels.  If not, see .
 */
package statsmodels.tsa;

import java.util.Collections;
import java.util.List;
import java.util.Objects;

import com.google.common.collect.Iterables;
import org.dmg.pmml.DataField;
import org.dmg.pmml.DataType;
import org.dmg.pmml.OpType;
import org.jpmml.converter.ContinuousLabel;
import org.jpmml.converter.Feature;
import org.jpmml.converter.Label;
import org.jpmml.converter.Schema;
import org.jpmml.statsmodels.StatsModelsEncoder;
import statsmodels.Model;
import statsmodels.data.ModelData;

abstract
public class TimeSeriesModel extends Model {

	public TimeSeriesModel(String module, String name){
		super(module, name);
	}

	@Override
	public Schema encodeSchema(StatsModelsEncoder encoder){
		ModelData data = getData();

		List endogNames;
		List exogNames;

		ModelData.Cache cache = data.getCache();
		if(cache.hasNames()){
			endogNames = cache.getYNames();
			exogNames = cache.getXNames();
		} else

		{
			endogNames = data.getEndogNames();
			exogNames = data.getExogNames();
		}

		Label label = encodeLabel(endogNames, encoder);

		List features = encodeFeatures(exogNames, encoder);

		return new Schema(encoder, label, features);
	}

	public Label encodeLabel(List endogNames, StatsModelsEncoder encoder){
		String endogName = Iterables.getOnlyElement(endogNames);

		DataField dataField = encoder.createDataField(endogName, OpType.CONTINUOUS, DataType.DOUBLE);

		return new ContinuousLabel(dataField);
	}

	public List encodeFeatures(List exogNames, StatsModelsEncoder encoder){
		Integer kConstant = getKConstant();

		if(kConstant == 0){
			// Ignored
		} else

		if(kConstant == 1){

			if(!Objects.equals(Collections.singletonList("const"), exogNames)){
				throw new IllegalArgumentException();
			}
		} else

		{
			throw new IllegalArgumentException();
		}

		return Collections.emptyList();
	}
}