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RollingQuantile

RollingQuantile (p:float, window_size:int,
                  min_samples:Optional[int]=None)

Rolling statistic


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RollingMax

RollingMax (window_size:int, min_samples:Optional[int]=None)

Rolling statistic


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RollingMin

RollingMin (window_size:int, min_samples:Optional[int]=None)

Rolling statistic


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RollingStd

RollingStd (window_size:int, min_samples:Optional[int]=None)

Rolling statistic


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RollingMean

RollingMean (window_size:int, min_samples:Optional[int]=None)

Rolling statistic


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SeasonalRollingQuantile

SeasonalRollingQuantile (p:float, season_length:int, window_size:int,
                          min_samples:Optional[int]=None)

Rolling statistic over seasonal periods


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SeasonalRollingMax

SeasonalRollingMax (season_length:int, window_size:int,
                     min_samples:Optional[int]=None)

Rolling statistic over seasonal periods


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SeasonalRollingMin

SeasonalRollingMin (season_length:int, window_size:int,
                     min_samples:Optional[int]=None)

Rolling statistic over seasonal periods


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SeasonalRollingStd

SeasonalRollingStd (season_length:int, window_size:int,
                     min_samples:Optional[int]=None)

Rolling statistic over seasonal periods


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SeasonalRollingMean

SeasonalRollingMean (season_length:int, window_size:int,
                      min_samples:Optional[int]=None)

Rolling statistic over seasonal periods


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ExpandingQuantile

ExpandingQuantile (p:float)

Expanding statistic


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ExpandingMax

ExpandingMax ()

Expanding statistic


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ExpandingMin

ExpandingMin ()

Expanding statistic


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ExpandingStd

ExpandingStd ()

Expanding statistic


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ExpandingMean

ExpandingMean ()

Expanding statistic


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ExponentiallyWeightedMean

ExponentiallyWeightedMean (alpha:float)

Exponentially weighted average

TypeDetails
alphafloatSmoothing factor.

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Offset

Offset (tfm:__main__._BaseLagTransform, n:int)

Shift series before computing transformation

TypeDetails
tfm_BaseLagTransformTransformation to be applied
nintNumber of positions to shift (lag) series before applying the transformation

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Combine

Combine (tfm1:__main__._BaseLagTransform,
          tfm2:__main__._BaseLagTransform, operator:Callable)

Combine two lag transformations using an operator

TypeDetails
tfm1_BaseLagTransformFirst transformation.
tfm2_BaseLagTransformSecond transformation.
operatorCallableBinary operator that defines how to combine the two transformations.