LagTransform

class LagTransform(in_column: str, lags: Union[List[int], int], out_column: Optional[str] = None)[source]

Bases: etna.transforms.base.PerSegmentWrapper, etna.transforms.base.FutureMixin

Generates series of lags from given dataframe.

Create instance of LagTransform.

Parameters

  • in_column (str) – name of processed column

  • lags (Union[List[int], int]) – int value or list of values for lags computation; if int, generate range of lags from 1 to given value

  • out_column (Optional[str]) –

    base for the name of created columns;

    • if set the final name is ‘{out_column}_{lag_number}’;

    • if don’t set, name will be transform.__repr__(), repr will be made for transform that creates exactly this column

Raises

ValueError: – if lags value contains non-positive values

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.