StdTransform

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

Bases: etna.transforms.math.statistics.WindowStatisticsTransform

StdTransform computes std value for given window.

Notes

Note that pd.Series([1]).std() is np.nan.

Init StdTransform.

Parameters

  • in_column (str) – name of processed column

  • 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__()

  • ddof (int) – delta degrees of freedom; the divisor used in calculations is N - ddof, where N is the number of elements

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.