decomposer#
Component that removes trends from time series and returns the decomposed components.
Module Contents#
Classes Summary#
Component that removes trends and seasonality from time series and returns the decomposed components. |
Contents#
- class evalml.pipelines.components.transformers.preprocessing.decomposer.Decomposer(parameters=None, component_obj=None, random_seed=0, **kwargs)[source]#
Component that removes trends and seasonality from time series and returns the decomposed components.
- Parameters
parameters (dict) – Dictionary of parameters to pass to component object.
component_obj (class) – Instance of a detrender/deseasonalizer class.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
None
modifies_features
False
modifies_target
True
name
Decomposer
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Function that uses autocorrelative methods to determine the first, signficant period of the seasonal signal.
Fits component to data.
Fits on X and transforms X.
Return a list of dataframes, each with 3 columns: trend, seasonality, residual.
Add the trend + seasonality back to y.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Function to set the component's seasonal period based on the target's seasonality.
Transforms data X.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- determine_periodicity(self, X, y, method='autocorrelation')[source]#
Function that uses autocorrelative methods to determine the first, signficant period of the seasonal signal.
- Parameters
X (pandas.DataFrame) – The feature data of the time series problem.
y (pandas.Series) – The target data of a time series problem.
method (str) – Either “autocorrelation” or “partial-autocorrelation”. The method by which to determine the first period of the seasonal part of the target signal. “partial-autocorrelation” should currently not be used. Defaults to “autocorrelation”.
- Returns
- The integer numbers of entries in time series data over which the seasonal part of the target data
repeats. If the time series data is in days, then this is the number of days that it takes the target’s seasonal signal to repeat. Note: the target data can contain multiple seasonal signals. This function will only return the first, and thus, shortest period. E.g. if the target has both weekly and yearly seasonality, the function will only return “7” and not return “365”. If no period is detected, returns [None].
- Return type
(list[int])
- fit(self, X, y=None)#
Fits component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features]
y (pd.Series, optional) – The target training data of length [n_samples]
- Returns
self
- Raises
MethodPropertyNotFoundError – If component does not have a fit method or a component_obj that implements fit.
- fit_transform(self, X, y=None)#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform.
y (pd.Series) – Target data.
- Returns
Transformed X.
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- abstract get_trend_dataframe(self, y)[source]#
Return a list of dataframes, each with 3 columns: trend, seasonality, residual.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- set_seasonal_period(self, X, y)[source]#
Function to set the component’s seasonal period based on the target’s seasonality.
- Parameters
X (pandas.DataFrame) – The feature data of the time series problem.
y (pandas.Series) – The target data of a time series problem.
- abstract transform(self, X, y=None)#
Transforms data X.
- Parameters
X (pd.DataFrame) – Data to transform.
y (pd.Series, optional) – Target data.
- Returns
Transformed X
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.