WindowStatisticsTransform

class WindowStatisticsTransform(in_column: str, out_column: str, window: int, seasonality: int = 1, min_periods: int = 1, fillna: float = 0, **kwargs)[source]

Bases: etna.transforms.base.Transform, abc.ABC

WindowStatisticsTransform handles computation of statistical features on windows.

Init WindowStatisticsTransform.

Parameters

  • in_column (str) – name of processed column

  • out_column (str) – result column name

  • window (int) – size of window to aggregate, if -1 is set all history is used

  • 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

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.
fit(*args) → etna.transforms.math.statistics.WindowStatisticsTransform[source]

Fits transform.

Return type

etna.transforms.math.statistics.WindowStatisticsTransform

transform(df: pandas.core.frame.DataFrame) → pandas.core.frame.DataFrame[source]

Compute feature’s value.

Parameters

df (pd.DataFrame) – dataframe to generate features for

Returns

result – dataframe with results

Return type

pd.DataFrame