Fix issues related to new Pandas offset names

src/gluonts/time_feature/lag.py

@@ -105,14 +105,14 @@ def _make_lags_for_month(multiple, num_cycles=3):
     # normalize offset name, so that both `W` and `W-SUN` refer to `W`
     offset_name = norm_freq_str(offset.name)
 
-    if offset_name == "A":
+    if offset_name in ["A", "Y", "YE"]:
         lags = []
-    elif offset_name == "Q":
+    elif offset_name in ["Q", "QE"]:
         assert (
             offset.n == 1
         ), "Only multiple 1 is supported for quarterly. Use x month instead."
         lags = _make_lags_for_month(offset.n * 3.0)
-    elif offset_name == "M":
+    elif offset_name in ["M", "ME"]:
         lags = _make_lags_for_month(offset.n)
     elif offset_name == "W":
         lags = _make_lags_for_week(offset.n)
@@ -124,31 +124,29 @@ def _make_lags_for_month(multiple, num_cycles=3):
         lags = _make_lags_for_day(
             offset.n, days_in_week=5, days_in_month=22
         ) + _make_lags_for_week(offset.n / 5.0)
-    elif offset_name == "H":
+    elif offset_name in ["H", "h"]:
         lags = (
             _make_lags_for_hour(offset.n)
             + _make_lags_for_day(offset.n / 24)
             + _make_lags_for_week(offset.n / (24 * 7))
         )
     # minutes
-    elif offset_name == "T":
+    elif offset_name in ["T", "min"]:
         lags = (
             _make_lags_for_minute(offset.n)
             + _make_lags_for_hour(offset.n / 60)
             + _make_lags_for_day(offset.n / (60 * 24))
             + _make_lags_for_week(offset.n / (60 * 24 * 7))
         )
     # second
-    elif offset_name == "S":
+    elif offset_name in ["S", "s"]:
         lags = (
             _make_lags_for_second(offset.n)
             + _make_lags_for_minute(offset.n / 60)
             + _make_lags_for_hour(offset.n / (60 * 60))
         )
     else:
-        raise ValueError(
-            f"invalid frequency | `freq_str={freq_str}` -> `offset_name={offset_name}`"
-        )
+        raise ValueError(f"invalid frequency: {freq_str=}, {offset_name=}")
 
     # flatten lags list and filter
     lags = [

src/gluonts/time_feature/seasonality.py

@@ -22,11 +22,15 @@
 
 DEFAULT_SEASONALITIES = {
     "S": 3600,  # 1 hour
+    "s": 3600,  # 1 hour
     "T": 1440,  # 1 day
+    "min": 1440,  # 1 day
     "H": 24,  # 1 day
+    "h": 24,  # 1 day
     "D": 1,  # 1 day
     "W": 1,  # 1 week
     "M": 12,
+    "ME": 12,
     "B": 5,
     "Q": 4,
 }
@@ -36,7 +40,7 @@ def get_seasonality(freq: str, seasonalities=DEFAULT_SEASONALITIES) -> int:
     """
     Return the seasonality of a given frequency:
 
-    >>> get_seasonality("2H")
+    >>> get_seasonality("2h")
     12
     """
     offset = pd.tseries.frequencies.to_offset(freq)

test/time_feature/test_base.py

@@ -17,15 +17,15 @@
 
 
 def test_norm_freq_str():
-    assert norm_freq_str(to_offset("Y").name) == "A"
-    assert norm_freq_str(to_offset("YS").name) == "A"
-    assert norm_freq_str(to_offset("A").name) == "A"
-    assert norm_freq_str(to_offset("AS").name) == "A"
+    assert norm_freq_str(to_offset("Y").name) in ["A", "YE"]
+    assert norm_freq_str(to_offset("YS").name) in ["A", "Y"]
+    assert norm_freq_str(to_offset("A").name) in ["A", "YE"]
+    assert norm_freq_str(to_offset("AS").name) in ["A", "Y"]
 
-    assert norm_freq_str(to_offset("Q").name) == "Q"
+    assert norm_freq_str(to_offset("Q").name) in ["Q", "QE"]
     assert norm_freq_str(to_offset("QS").name) == "Q"
 
-    assert norm_freq_str(to_offset("M").name) == "M"
-    assert norm_freq_str(to_offset("MS").name) == "M"
+    assert norm_freq_str(to_offset("M").name) in ["M", "ME"]
+    assert norm_freq_str(to_offset("MS").name) in ["M", "ME"]
 
-    assert norm_freq_str(to_offset("S").name) == "S"
+    assert norm_freq_str(to_offset("S").name) in ["S", "s"]