etna.transforms.LimitTransform#

class LimitTransform(in_column: str, lower_bound: float | None = None, upper_bound: float | None = None, tol: float = 1e-10)[source]#

Bases: ReversibleTransform

LimitTransform limits values of some feature between the borders (lower_bound - tol, upper_bound + tol).

If both lower_bound and upper_bound are not set there is no transformation
If both lower_bound and upper_bound are set apply

\[y = \log(\frac{x-(a-tol)}{(b+tol)-x}),\]

If lower_bound is set and upper_bound is not set apply

\[y = \log (x-(a-tol))\]

If lower_bound is not set and upper_bound is set apply

\[y = \log ((b+tol)-x)\]

where \(x\) is feature, \(a\) is lower bound, \(b\) is upper bound, \(tol\) is offset.

For more details visit https://datasciencestunt.com/time-series-forecasting-within-limits/ .

Init LimitTransform.

Parameters:

in_column (str) – column to apply transform.
lower_bound (float | None) – lower bound for the value of the column, inclusive.
upper_bound (float | None) – upper bound for the value of the column, inclusive.
tol (float) – offset from the bounds used to calculate transformed values.

Raises:

ValueError: – Some in_column features are less than lower_bound or greater than upper_bound.

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 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.

Attributes

This class stores its __init__ parameters as attributes.

fit(ts: TSDataset) → Transform[source]#

Fit the transform.

Parameters:: ts (TSDataset) – Dataset to fit the transform on.
Returns:: The fitted transform instance.
Return type:: Transform

fit_transform(ts: TSDataset) → TSDataset[source]#

Fit and transform TSDataset.

May be reimplemented. But it is not recommended.

Parameters:: ts (TSDataset) – TSDataset to transform.
Returns:: Transformed TSDataset.
Return type:: TSDataset

get_regressors_info() → List[str][source]#

Return the list with regressors created by the transform.

Return type:: List[str]

inverse_transform(ts: TSDataset) → TSDataset[source]#

Inverse transform TSDataset.

Apply the _inverse_transform method.

Parameters:: ts (TSDataset) – TSDataset to be inverse transformed.
Returns:: TSDataset after applying inverse transformation.
Return type:: TSDataset

classmethod load(path: Path) → Self[source]#

Load an object.

Warning

This method uses dill module which is not secure. It is possible to construct malicious data which will execute arbitrary code during loading. Never load data that could have come from an untrusted source, or that could have been tampered with.

Parameters:: path (Path) – Path to load object from.
Returns:: Loaded object.
Return type:: Self

params_to_tune() → Dict[str, BaseDistribution][source]#

Get grid for tuning hyperparameters.

This is default implementation with empty grid.

Returns:: Empty grid.
Return type:: Dict[str, BaseDistribution]

save(path: Path)[source]#

Save the object.

Parameters:: path (Path) – Path to save object to.

set_params(**params: dict) → Self[source]#

Return new object instance with modified parameters.

Method also allows to change parameters of nested objects within the current object. For example, it is possible to change parameters of a model in a Pipeline.

Nested parameters are expected to be in a <component_1>.<...>.<parameter> form, where components are separated by a dot.

Parameters:: **params (dict) – Estimator parameters
Returns:: New instance with changed parameters
Return type:: Self

Examples

>>> from etna.pipeline import Pipeline
>>> from etna.models import NaiveModel
>>> from etna.transforms import AddConstTransform
>>> model = NaiveModel(lag=1)
>>> transforms = [AddConstTransform(in_column="target", value=1)]
>>> pipeline = Pipeline(model, transforms=transforms, horizon=3)
>>> pipeline.set_params(**{"model.lag": 3, "transforms.0.value": 2})
Pipeline(model = NaiveModel(lag = 3, ), transforms = [AddConstTransform(in_column = 'target', value = 2, inplace = True, out_column = None, )], horizon = 3, )

to_dict()[source]#: Collect all information about etna object in dict.

transform(ts: TSDataset) → TSDataset[source]#

Transform TSDataset inplace.

Parameters:: ts (TSDataset) – Dataset to transform.
Returns:: Transformed TSDataset.
Return type:: TSDataset