Lag transforms

`Lag`

Lag(lag)

Bases: _BaseLagTransform Simple lag operator Parameters:

Name	Type	Description	Default
`lag`	`int`	Number of periods to offset	required

`Lag.stack`

stack(transforms)

`Lag.take`

take(_idxs)

`Lag.transform`

transform(ga)

`Lag.update`

update(ga)

`RollingMean`

Bases: _RollingBase

`RollingMean.stack`

stack(transforms)

`RollingMean.take`

take(_idxs)

`RollingMean.transform`

transform(ga)

`RollingMean.update`

update(ga)

`RollingStd`

Bases: _RollingBase

`RollingStd.stack`

stack(transforms)

`RollingStd.take`

take(_idxs)

`RollingStd.transform`

transform(ga)

`RollingStd.update`

update(ga)

`RollingMin`

Bases: _RollingBase

`RollingMin.stack`

stack(transforms)

`RollingMin.take`

take(_idxs)

`RollingMin.transform`

transform(ga)

`RollingMin.update`

update(ga)

`RollingMax`

Bases: _RollingBase

`RollingMax.stack`

stack(transforms)

`RollingMax.take`

take(_idxs)

`RollingMax.transform`

transform(ga)

`RollingMax.update`

update(ga)

`RollingQuantile`

RollingQuantile(lag, p, window_size, min_samples=None)

Bases: _RollingBase Rolling quantile Parameters:

Name	Type	Description	Default
`lag`	`int`	Number of periods to offset by before applying the transformation	required
`p`	`float`	Quantile to compute	required
`window_size`	`int`	Length of the rolling window	required
`min_samples`	`int`	Minimum number of samples required to compute the statistic. If None, defaults to window_size.	`None`

`RollingQuantile.stack`

stack(transforms)

`RollingQuantile.take`

take(_idxs)

`RollingQuantile.transform`

transform(ga)

`RollingQuantile.update`

update(ga)

`SeasonalRollingMean`

Bases: _SeasonalRollingBase

`SeasonalRollingMean.stack`

stack(transforms)

`SeasonalRollingMean.take`

take(_idxs)

`SeasonalRollingMean.transform`

transform(ga)

`SeasonalRollingMean.update`

update(ga)

`SeasonalRollingStd`

Bases: _SeasonalRollingBase

`SeasonalRollingStd.stack`

stack(transforms)

`SeasonalRollingStd.take`

take(_idxs)

`SeasonalRollingStd.transform`

transform(ga)

`SeasonalRollingStd.update`

update(ga)

`SeasonalRollingMin`

Bases: _SeasonalRollingBase

`SeasonalRollingMin.stack`

stack(transforms)

`SeasonalRollingMin.take`

take(_idxs)

`SeasonalRollingMin.transform`

transform(ga)

`SeasonalRollingMin.update`

update(ga)

`SeasonalRollingMax`

Bases: _SeasonalRollingBase

`SeasonalRollingMax.stack`

stack(transforms)

`SeasonalRollingMax.take`

take(_idxs)

`SeasonalRollingMax.transform`

transform(ga)

`SeasonalRollingMax.update`

update(ga)

`SeasonalRollingQuantile`

SeasonalRollingQuantile(lag, p, season_length, window_size, min_samples=None)

Bases: _SeasonalRollingBase Seasonal rolling statistic Parameters:

Name	Type	Description	Default
`lag`	`int`	Number of periods to offset by before applying the transformation	required
`p`	`float`	Quantile to compute	required
`season_length`	`int`	Length of the seasonal period, e.g. 7 for weekly data	required
`window_size`	`int`	Length of the rolling window	required
`min_samples`	`int`	Minimum number of samples required to compute the statistic. If None, defaults to window_size.	`None`

`SeasonalRollingQuantile.stack`

stack(transforms)

`SeasonalRollingQuantile.take`

take(_idxs)

`SeasonalRollingQuantile.transform`

transform(ga)

`SeasonalRollingQuantile.update`

update(ga)

`ExpandingMean`

Bases: _ExpandingBase

`ExpandingMean.stack`

stack(transforms)

`ExpandingMean.take`

take(idxs)

`ExpandingMean.transform`

transform(ga)

`ExpandingMean.update`

update(ga)

`ExpandingStd`

Bases: _ExpandingBase

`ExpandingStd.stack`

stack(transforms)

`ExpandingStd.take`

take(idxs)

`ExpandingStd.transform`

transform(ga)

`ExpandingStd.update`

update(ga)

`ExpandingMin`

Bases: _ExpandingComp

`ExpandingMin.stack`

stack(transforms)

`ExpandingMin.take`

take(idxs)

`ExpandingMin.transform`

transform(ga)

`ExpandingMin.update`

update(ga)

`ExpandingMax`

Bases: _ExpandingComp

`ExpandingMax.stack`

stack(transforms)

`ExpandingMax.take`

take(idxs)

`ExpandingMax.transform`

transform(ga)

`ExpandingMax.update`

update(ga)

`ExpandingQuantile`

ExpandingQuantile(lag, p)

Bases: _BaseLagTransform Expanding quantile Parameters:

Name	Type	Description	Default
`lag`	`int`	Number of periods to offset by before applying the transformation	required
`p`	`float`	Quantile to compute	required

`ExpandingQuantile.stack`

stack(transforms)

`ExpandingQuantile.take`

take(_idxs)

`ExpandingQuantile.transform`

transform(ga)

`ExpandingQuantile.update`

update(ga)

`ExponentiallyWeightedMean`

ExponentiallyWeightedMean(lag, alpha)

Bases: _BaseLagTransform Exponentially weighted mean Parameters:

Name	Type	Description	Default
`lag`	`int`	Number of periods to offset by before applying the transformation	required
`alpha`	`float`	Smoothing factor	required

`ExponentiallyWeightedMean.stack`

stack(transforms)

`ExponentiallyWeightedMean.take`

take(idxs)

`ExponentiallyWeightedMean.transform`

transform(ga)

`ExponentiallyWeightedMean.update`

update(ga)

API Reference

​

​Lag

​Lag.stack

​Lag.take

​Lag.transform

​Lag.update

​RollingMean

​RollingMean.stack

​RollingMean.take

​RollingMean.transform

​RollingMean.update

​RollingStd

​RollingStd.stack

​RollingStd.take

​RollingStd.transform

​RollingStd.update

​RollingMin

​RollingMin.stack

​RollingMin.take

​RollingMin.transform

​RollingMin.update

​RollingMax

​RollingMax.stack

​RollingMax.take

​RollingMax.transform

​RollingMax.update

​RollingQuantile

​RollingQuantile.stack

​RollingQuantile.take

​RollingQuantile.transform

​RollingQuantile.update

​SeasonalRollingMean

​SeasonalRollingMean.stack

​SeasonalRollingMean.take

​SeasonalRollingMean.transform

​SeasonalRollingMean.update

​SeasonalRollingStd

​SeasonalRollingStd.stack

​SeasonalRollingStd.take

​SeasonalRollingStd.transform

​SeasonalRollingStd.update

​SeasonalRollingMin

​SeasonalRollingMin.stack

​SeasonalRollingMin.take

​SeasonalRollingMin.transform

​SeasonalRollingMin.update

​SeasonalRollingMax

​SeasonalRollingMax.stack

​SeasonalRollingMax.take

​SeasonalRollingMax.transform

​SeasonalRollingMax.update

​SeasonalRollingQuantile

​SeasonalRollingQuantile.stack

​SeasonalRollingQuantile.take

​SeasonalRollingQuantile.transform

​SeasonalRollingQuantile.update

​ExpandingMean

​ExpandingMean.stack

​ExpandingMean.take

​ExpandingMean.transform

​ExpandingMean.update

​ExpandingStd

​ExpandingStd.stack

​ExpandingStd.take

​ExpandingStd.transform

​ExpandingStd.update

​ExpandingMin

​ExpandingMin.stack

​ExpandingMin.take

​ExpandingMin.transform

​ExpandingMin.update

​ExpandingMax

​ExpandingMax.stack

​ExpandingMax.take

​ExpandingMax.transform

​ExpandingMax.update

​ExpandingQuantile

​ExpandingQuantile.stack

​ExpandingQuantile.take

`Lag`

`Lag.stack`

`Lag.take`

`Lag.transform`

`Lag.update`

`RollingMean`

`RollingMean.stack`

`RollingMean.take`

`RollingMean.transform`

`RollingMean.update`

`RollingStd`

`RollingStd.stack`

`RollingStd.take`

`RollingStd.transform`

`RollingStd.update`

`RollingMin`

`RollingMin.stack`

`RollingMin.take`

`RollingMin.transform`

`RollingMin.update`

`RollingMax`

`RollingMax.stack`

`RollingMax.take`

`RollingMax.transform`

`RollingMax.update`

`RollingQuantile`

`RollingQuantile.stack`

`RollingQuantile.take`

`RollingQuantile.transform`

`RollingQuantile.update`

`SeasonalRollingMean`

`SeasonalRollingMean.stack`

`SeasonalRollingMean.take`

`SeasonalRollingMean.transform`

`SeasonalRollingMean.update`

`SeasonalRollingStd`

`SeasonalRollingStd.stack`

`SeasonalRollingStd.take`

`SeasonalRollingStd.transform`

`SeasonalRollingStd.update`

`SeasonalRollingMin`

`SeasonalRollingMin.stack`

`SeasonalRollingMin.take`

`SeasonalRollingMin.transform`

`SeasonalRollingMin.update`

`SeasonalRollingMax`

`SeasonalRollingMax.stack`

`SeasonalRollingMax.take`

`SeasonalRollingMax.transform`

`SeasonalRollingMax.update`

`SeasonalRollingQuantile`

`SeasonalRollingQuantile.stack`

`SeasonalRollingQuantile.take`

`SeasonalRollingQuantile.transform`

`SeasonalRollingQuantile.update`

`ExpandingMean`

`ExpandingMean.stack`

`ExpandingMean.take`

`ExpandingMean.transform`

`ExpandingMean.update`

`ExpandingStd`

`ExpandingStd.stack`

`ExpandingStd.take`

`ExpandingStd.transform`

`ExpandingStd.update`

`ExpandingMin`

`ExpandingMin.stack`

`ExpandingMin.take`

`ExpandingMin.transform`

`ExpandingMin.update`

`ExpandingMax`

`ExpandingMax.stack`

`ExpandingMax.take`

`ExpandingMax.transform`

`ExpandingMax.update`

`ExpandingQuantile`

`ExpandingQuantile.stack`

`ExpandingQuantile.take`

`ExpandingQuantile.transform`

`ExpandingQuantile.update`