Lag transforms

Built-in lag transformations

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RollingQuantile

 RollingQuantile (p:float, window_size:int,
                  min_samples:Optional[int]=None)

Rolling statistic

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RollingMax

 RollingMax (window_size:int, min_samples:Optional[int]=None)

Rolling statistic

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RollingMin

 RollingMin (window_size:int, min_samples:Optional[int]=None)

Rolling statistic

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RollingStd

 RollingStd (window_size:int, min_samples:Optional[int]=None)

Rolling statistic

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RollingMean

 RollingMean (window_size:int, min_samples:Optional[int]=None)

Rolling statistic

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SeasonalRollingQuantile

 SeasonalRollingQuantile (p:float, season_length:int, window_size:int,
                          min_samples:Optional[int]=None)

Rolling statistic over seasonal periods

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SeasonalRollingMax

 SeasonalRollingMax (season_length:int, window_size:int,
                     min_samples:Optional[int]=None)

Rolling statistic over seasonal periods

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SeasonalRollingMin

 SeasonalRollingMin (season_length:int, window_size:int,
                     min_samples:Optional[int]=None)

Rolling statistic over seasonal periods

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SeasonalRollingStd

 SeasonalRollingStd (season_length:int, window_size:int,
                     min_samples:Optional[int]=None)

Rolling statistic over seasonal periods

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SeasonalRollingMean

 SeasonalRollingMean (season_length:int, window_size:int,
                      min_samples:Optional[int]=None)

Rolling statistic over seasonal periods

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ExpandingQuantile

 ExpandingQuantile (p:float)

Expanding statistic

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ExpandingMax

 ExpandingMax ()

Expanding statistic

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ExpandingMin

 ExpandingMin ()

Expanding statistic

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ExpandingStd

 ExpandingStd ()

Expanding statistic

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ExpandingMean

 ExpandingMean ()

Expanding statistic

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ExponentiallyWeightedMean

 ExponentiallyWeightedMean (alpha:float)

Exponentially weighted average

	Type	Details
alpha	float	Smoothing factor.

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Offset

 Offset (tfm:__main__._BaseLagTransform, n:int)

Shift series before computing transformation

	Type	Details
tfm	_BaseLagTransform	Transformation to be applied
n	int	Number of positions to shift (lag) series before applying the transformation

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Combine

 Combine (tfm1:__main__._BaseLagTransform,
          tfm2:__main__._BaseLagTransform, operator:Callable)

Combine two lag transformations using an operator

	Type	Details
tfm1	_BaseLagTransform	First transformation.
tfm2	_BaseLagTransform	Second transformation.
operator	Callable	Binary operator that defines how to combine the two transformations.