DelayedFeatureTransformer.transform(X, y=None)[source]

Computes the delayed features for all features in X and y.

For each feature in X, it will add a column to the output dataframe for each delay in the (inclusive) range [1, max_delay]. The values of each delayed feature are simply the original feature shifted forward in time by the delay amount. For example, a delay of 3 units means that the feature value at row n will be taken from the n-3rd row of that feature

If y is not None, it will also compute the delayed values for the target variable.

  • X (ww.DataTable, pd.DataFrame or None) – Data to transform. None is expected when only the target variable is being used.

  • y (ww.DataColumn, pd.Series, or None) – Target.


Transformed X.

Return type