ChangePointsTrendTransform

class ChangePointsTrendTransform(in_column: str, change_point_model: ruptures.base.BaseEstimator, detrend_model: Type[sklearn.base.RegressorMixin], **change_point_model_predict_params)

Bases: etna.transforms.base.PerSegmentWrapper

ChangePointsTrendTransform subtracts multiple linear trend from series.

Warning

This transform can suffer from look-ahead bias. For transforming data at some timestamp it uses information from the whole train part.

Init ChangePointsTrendTransform.

Parameters

• in_column (str) – name of column to apply transform to

• change_point_model (ruptures.base.BaseEstimator) – model to get trend change points

• detrend_model (Type[sklearn.base.RegressorMixin]) – model to get trend in data

• change_point_model_predict_params – params for change_point_model.predict method

Inherited-members

Methods

fit(df)	Fit transform on each segment.
fit_transform(df)	May be reimplemented.
inverse_transform(df)	Apply inverse_transform to each segment.
transform(df)	Apply transform to each segment separately.