QuantileTransform

class QuantileTransform(in_column: str, quantile: float, window: int, seasonality: int = 1, min_periods: int = 1, fillna: float = 0, out_column: Optional[str] = None)

Bases: etna.transforms.math.statistics.WindowStatisticsTransform

QuantileTransform computes quantile value for given window.

Init QuantileTransform.

Parameters

• in_column (str) – name of processed column

• quantile (float) – quantile to calculate

• window (int) – size of window to aggregate

• seasonality (int) – seasonality of lags to compute window’s aggregation with

• min_periods (int) – min number of targets in window to compute aggregation; if there is less than min_periods number of targets return None

• fillna (float) – value to fill results NaNs with

• out_column (str, optional) – result column name. If not given use self.__repr__()

Inherited-members

Methods

fit(*args)	Fits transform.
fit_transform(df)	May be reimplemented.
inverse_transform(df)	Inverse transforms dataframe.
transform(df)	Compute feature's value.