LagTransform

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

Bases: etna.transforms.base.IrreversibleTransform, 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(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.

get_regressors_info() → List[str]

Return the list with regressors created by the transform.

Return type

List[str]