WindowStatisticsTransform

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

Bases: etna.transforms.base.IrreversibleTransform, 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(ts)	Fit the transform.
fit_transform(ts)	Fit and transform TSDataset.
get_regressors_info()	Return the list with regressors created by the transform.
inverse_transform(ts)	Inverse transform TSDataset.
load(path)	Load an object.
params_to_tune()	Get default grid for tuning hyperparameters.
save(path)	Save the object.
set_params(**params)	Return new object instance with modified parameters.
to_dict()	Collect all information about etna object in dict.
transform(ts)	Transform TSDataset inplace.

fit(ts: etna.datasets.tsdataset.TSDataset) → etna.transforms.math.statistics.WindowStatisticsTransform

Fit the transform.

Parameters

ts (etna.datasets.tsdataset.TSDataset) –

Return type

etna.transforms.math.statistics.WindowStatisticsTransform

get_regressors_info() → List[str]

Return the list with regressors created by the transform.

Return type

List[str]

params_to_tune() → Dict[str, etna.distributions.distributions.BaseDistribution]

Get default grid for tuning hyperparameters.

This grid tunes only window parameter. Other parameters are expected to be set by the user.

Returns

Grid to tune.

Return type

Dict[str, etna.distributions.distributions.BaseDistribution]