etna.transforms.math.add_constant.AddConstTransform(...)
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AddConstTransform add constant for given series. |
etna.transforms.decomposition.binseg.BinsegTrendTransform(...)
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BinsegTrendTransform uses ruptures.detection.Binseg model as a change point detection model. |
etna.transforms.math.power.BoxCoxTransform([...])
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BoxCoxTransform applies Box-Cox transformation to DataFrame. |
etna.transforms.decomposition.change_points_segmentation.ChangePointsSegmentationTransform(...)
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ChangePointsSegmentationTransform make label encoder to change points. |
etna.transforms.decomposition.change_points_trend.ChangePointsTrendTransform(...)
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ChangePointsTrendTransform subtracts multiple linear trend from series. |
etna.transforms.timestamp.date_flags.DateFlagsTransform([...])
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DateFlagsTransform is a class that implements extraction of the main date-based features from datetime column. |
etna.transforms.outliers.point_outliers.DensityOutliersTransform(...)
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Transform that uses get_anomalies_density() to find anomalies in data. |
etna.transforms.math.differencing.DifferencingTransform(...)
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Calculate a time series differences. |
etna.transforms.feature_selection.filter.FilterFeaturesTransform([...])
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Filters features in each segment of the dataframe. |
etna.transforms.timestamp.fourier.FourierTransform(period)
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Adds fourier features to the dataset. |
etna.transforms.feature_selection.gale_shapley.GaleShapleyFeatureSelectionTransform(...)
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GaleShapleyFeatureSelectionTransform provides feature filtering with Gale-Shapley matching algo according to relevance table. |
etna.transforms.timestamp.holiday.HolidayTransform([...])
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HolidayTransform generates series that indicates holidays in given dataframe. |
etna.transforms.encoders.categorical.LabelEncoderTransform(...)
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Encode categorical feature with value between 0 and n_classes-1. |
etna.transforms.math.lags.LagTransform(...)
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Generates series of lags from given dataframe. |
etna.transforms.math.apply_lambda.LambdaTransform(...)
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LambdaTransform applies input function for given series.
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etna.transforms.decomposition.detrend.LinearTrendTransform(...)
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Transform that uses sklearn.linear_model.LinearRegression to find linear or polynomial trend in data. |
etna.transforms.math.log.LogTransform(in_column)
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LogTransform applies logarithm transformation for given series. |
etna.transforms.math.statistics.MADTransform(...)
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MADTransform computes Mean Absolute Deviation over the window. |
etna.transforms.feature_selection.feature_importance.MRMRFeatureSelectionTransform(...)
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Transform that selects features according to MRMR variable selection method adapted to the timeseries case. |
etna.transforms.math.scalers.MaxAbsScalerTransform([...])
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Scale each feature by its maximum absolute value. |
etna.transforms.math.statistics.MaxTransform(...)
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MaxTransform computes max value for given window. |
etna.transforms.encoders.mean_segment_encoder.MeanSegmentEncoderTransform()
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Makes expanding mean target encoding of the segment. |
etna.transforms.math.statistics.MeanTransform(...)
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MeanTransform computes average value for given window. |
etna.transforms.outliers.point_outliers.MedianOutliersTransform(...)
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Transform that uses get_anomalies_median() to find anomalies in data. |
etna.transforms.math.statistics.MedianTransform(...)
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MedianTransform computes median value for given window. |
etna.transforms.math.statistics.MinMaxDifferenceTransform(...)
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MinMaxDifferenceTransform computes difference between max and min values for given window. |
etna.transforms.math.scalers.MinMaxScalerTransform([...])
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Transform features by scaling each feature to a given range. |
etna.transforms.math.statistics.MinTransform(...)
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MinTransform computes min value for given window. |
etna.transforms.encoders.categorical.OneHotEncoderTransform(...)
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Encode categorical feature as a one-hot numeric features. |
etna.transforms.base.PerSegmentWrapper(transform)
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Class to apply transform in per segment manner. |
etna.transforms.outliers.point_outliers.PredictionIntervalOutliersTransform(...)
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Transform that uses get_anomalies_prediction_interval() to find anomalies in data. |
etna.transforms.nn.pytorch_forecasting.PytorchForecastingTransform([...])
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Transform for models from PytorchForecasting library. |
etna.transforms.math.statistics.QuantileTransform(...)
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QuantileTransform computes quantile value for given window. |
etna.transforms.missing_values.resample.ResampleWithDistributionTransform(...)
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ResampleWithDistributionTransform resamples the given column using the distribution of the other column. |
etna.transforms.math.scalers.RobustScalerTransform([...])
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Scale features using statistics that are robust to outliers. |
etna.transforms.decomposition.stl.STLTransform(...)
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Transform that uses statsmodels.tsa.seasonal.STL to subtract season and trend from the data. |
etna.transforms.encoders.segment_encoder.SegmentEncoderTransform()
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Encode segment label to categorical. |
etna.transforms.timestamp.special_days.SpecialDaysTransform([...])
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SpecialDaysTransform generates series that indicates is weekday/monthday is special in given dataframe. |
etna.transforms.math.scalers.StandardScalerTransform([...])
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Standardize features by removing the mean and scaling to unit variance. |
etna.transforms.math.statistics.StdTransform(...)
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StdTransform computes std value for given window. |
etna.transforms.math.statistics.SumTransform(...)
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SumTransform computes sum of values over given window. |
etna.transforms.decomposition.detrend.TheilSenTrendTransform(...)
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Transform that uses sklearn.linear_model.TheilSenRegressor to find linear or polynomial trend in data. |
etna.transforms.timestamp.time_flags.TimeFlagsTransform([...])
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TimeFlagsTransform is a class that implements extraction of the main time-based features from datetime column. |
etna.transforms.missing_values.imputation.TimeSeriesImputerTransform([...])
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Transform to fill NaNs in series of a given dataframe. |
etna.transforms.base.Transform()
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Base class to create any transforms to apply to data. |
etna.transforms.feature_selection.feature_importance.TreeFeatureSelectionTransform(...)
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Transform that selects features according to tree-based models feature importance. |
etna.transforms.decomposition.trend.TrendTransform(...)
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TrendTransform adds trend as a feature. |
etna.transforms.math.power.YeoJohnsonTransform([...])
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YeoJohnsonTransform applies Yeo-Johns transformation to a DataFrame. |