time_series_regularizer#
Transformer that regularizes a dataset with an uninferrable offset frequency for time series problems.
Module Contents#
Classes Summary#
Transformer that regularizes an inconsistently spaced datetime column. |
Contents#
- class evalml.pipelines.components.transformers.preprocessing.time_series_regularizer.TimeSeriesRegularizer(time_index=None, frequency_payload=None, window_length=4, threshold=0.4, random_seed=0, **kwargs)[source]#
Transformer that regularizes an inconsistently spaced datetime column.
If X is passed in to fit/transform, the column time_index will be checked for an inferrable offset frequency. If the time_index column is perfectly inferrable then this Transformer will do nothing and return the original X and y.
If X does not have a perfectly inferrable frequency but one can be estimated, then X and y will be reformatted based on the estimated frequency for time_index. In the original X and y passed: - Missing datetime values will be added and will have their corresponding columns in X and y set to None. - Duplicate datetime values will be dropped. - Extra datetime values will be dropped. - If it can be determined that a duplicate or extra value is misaligned, then it will be repositioned to take the place of a missing value.
This Transformer should be used before the TimeSeriesImputer in order to impute the missing values that were added to X and y (if passed).
- Parameters
time_index (string) – Name of the column containing the datetime information used to order the data, required. Defaults to None.
frequency_payload (tuple) – Payload returned from Woodwork’s infer_frequency function where debug is True. Defaults to None.
window_length (int) – The size of the rolling window over which inference is conducted to determine the prevalence of uninferrable frequencies.
5. (Lower values make this component more sensitive to recognizing numerous faulty datetime values. Defaults to) –
threshold (float) – The minimum percentage of windows that need to have been able to infer a frequency. Lower values make this component more
0.8. (sensitive to recognizing numerous faulty datetime values. Defaults to) –
random_seed (int) – Seed for the random number generator. This transformer performs the same regardless of the random seed provided.
0. (Defaults to) –
- Raises
ValueError – if the frequency_payload parameter has not been passed a tuple
Attributes
hyperparameter_ranges
{}
is_multiseries
False
modifies_features
True
modifies_target
True
name
Time Series Regularizer
training_only
True
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.
Fits the TimeSeriesRegularizer.
Fits on X and transforms X.
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.
Regularizes a dataframe and target data to an inferrable offset frequency.
Updates the parameter dictionary of the component.
- 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
- fit(self, X, y=None)[source]#
Fits the TimeSeriesRegularizer.
- 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
ValueError – if self.time_index is None, if X and y have different lengths, if time_index in X does not have an offset frequency that can be estimated
TypeError – if the time_index column is not of type Datetime
KeyError – if the time_index column doesn’t exist
- 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.
- 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.
- transform(self, X, y=None)[source]#
Regularizes a dataframe and target data to an inferrable offset frequency.
A ‘clean’ X and y (if y was passed in) are created based on an inferrable offset frequency and matching datetime values with the original X and y are imputed into the clean X and y. Datetime values identified as misaligned are shifted into their appropriate position.
- 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
Data with an inferrable time_index offset frequency.
- Return type
(pd.DataFrame, pd.Series)
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.