SpecialDaysTransform

class SpecialDaysTransform(find_special_weekday: bool = True, find_special_month_day: bool = True)[source]

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

SpecialDaysTransform generates series that indicates is weekday/monthday is special in given dataframe.

Creates columns ‘anomaly_weekdays’ and ‘anomaly_monthdays’.

Warning

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

Create instance of SpecialDaysTransform.

Parameters
  • find_special_weekday (bool) – flag, if True, find special weekdays in transform

  • find_special_month_day (bool) – flag, if True, find special monthdays in transform

Raises

ValueError: – if all the modes are False

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.