LagTransform

class LagTransform(in_column: str, lags: Union[List[int], int], out_column: Optional[str] = None)[source]

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

Generates series of lags from given dataframe.

Create instance of LagTransform.

Parameters
  • in_column (str) – name of processed column

  • lags (Union[List[int], int]) – int value or list of values for lags computation; if int, generate range of lags from 1 to given value

  • out_column (Optional[str]) –

    base for the name of created columns;

    • if set the final name is ‘{out_column}_{lag_number}’;

    • if don’t set, name will be transform.__repr__(), repr will be made for transform that creates exactly this column

Raises

ValueError: – if lags value contains non-positive values

Inherited-members

Methods

fit(df)

Fit method does nothing and is kept for compatibility.

fit_transform(df)

May be reimplemented.

inverse_transform(df)

Inverse transforms dataframe.

load(path)

Load an object.

save(path)

Save the object.

to_dict()

Collect all information about etna object in dict.

transform(df)

Add lags to the dataset.

fit(df: pandas.core.frame.DataFrame) etna.transforms.math.lags.LagTransform[source]

Fit method does nothing and is kept for compatibility.

Parameters

df (pandas.core.frame.DataFrame) – dataframe with data.

Returns

result

Return type

LagTransform

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

Add lags to the dataset.

Parameters

df (pandas.core.frame.DataFrame) – dataframe with data to transform.

Returns

result – transformed dataframe

Return type

pd.Dataframe