max_horizon_featurizer 模块

使用边际行扩展输入数据并创建边际特征。

MaxHorizonFeaturizer

向 TimeSeriesDataSet 添加新行(高达最大预测边际)并还添加整数类型边际列的转换器。

示例:

raw_data = {'store': ['wholefoods'] * 4, ... 'date' : pd.to_datetime( ... ['2017-01-01', '2017-02-01', '2017-03-01', '2017-04-01']), ... 'sales': range(4)} tsds = TimeSeriesDataSet( ... data=pd.DataFrame(raw_data), ... time_series_id_column_names=['store'], time_column_name='date', ... target_colun_name='sales') tsds

  sales

date store 2017-01-01 wholefoods 0 2017-02-01 wholefoods 1 2017-03-01 wholefoods 2 2017-04-01 wholefoods 3


>>> MaxHorizonFeaturizer(2).fit_transform(tsds).data
                                      sales  horizon_origin
    date       store      origin
    2017-01-01 wholefoods 2016-12-01      0               1
                          2016-11-01      0               2
    2017-02-01 wholefoods 2017-01-01      1               1
                          2016-12-01      1               2
    2017-03-01 wholefoods 2017-02-01      2               1
                          2017-01-01      2               2
    2017-04-01 wholefoods 2017-03-01      3               1
                          2017-02-01      3               2