Local
Lag transforms
Built-in lag transformations
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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
Type | Details | |
---|---|---|
alpha | float | Smoothing factor. |
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Offset
Offset (tfm:__main__._BaseLagTransform, n:int)
Shift series before computing transformation
Type | Details | |
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tfm | _BaseLagTransform | Transformation to be applied |
n | int | Number 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
Type | Details | |
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tfm1 | _BaseLagTransform | First transformation. |
tfm2 | _BaseLagTransform | Second transformation. |
operator | Callable | Binary operator that defines how to combine the two transformations. |