FeatureTimeSeries

class FeatureTimeSeries

Time series options for a feature.

type: str

When rate is specified, uses the difference of the current value from its previous value divided by the change in time since the previous value. When delta is specified, uses the difference of the current value from its previous value regardless of the elapsed time. Set to delta if feature has time_feature set to true.

order: int | None

If provided, will generate the specified number of derivatives and boundary values.

derived_orders: int | None

The number of orders of derivatives that should be derived instead of synthesized. Ignored if order is not provided.

delta_min: List[float] | None

If specified, ensures that the smallest difference between features values is not smaller than this specified value. A null value means no min boundary. The length of the list must match the number of derivatives as specified by order. Only applicable when time series type is set to delta.

delta_max: List[float] | None

If specified, ensures that the largest difference between feature values is not larger than this specified value. A null value means no max boundary. The length of the list must match the number of derivatives as specified by order. Only applicable when time series type is set to delta.

lags: List[int] | None

If specified, generates lag features containing previous values using the enumerated lag offsets. Takes precedence over num_lags. If neither num_lags nor lags is specified for a feature, then a single lag feature is generated.

num_lags: int | None

If specified, generates the specified amount of lag features containing previous values. If lags is specified, then this parameter will be ignored. If neither num_lags nor lags is specified for a feature, then a single lag feature is generated.

rate_min: List[float] | None

If specified, ensures that the rate (the difference quotient, the discrete version of derivative) for this feature won’t be less than the value provided. A null value means no min boundary. The value must be in epoch format for the time feature. The length of the list must match the number of derivatives as specified by order. Only applicable when time series type is set to rate.

rate_max: List[float] | None

If specified, ensures that the rate (the difference quotient, the discrete version of derivative) for this feature won’t be more than the value provided. A null value means no max boundary. The value must be in epoch format for the time feature. The length of the list must match the number of derivatives as specified by order. Only applicable when time series type is set to rate.

series_has_terminators: bool | None

When true, requires that the model identify and learn values that explicitly denote the end of a series. Only applicable to id features for a series.

stop_on_terminator: bool | None

When true, requires that a series ends on a terminator value. Only applicable to id features for a series.

time_feature: bool | None

When true, the feature will be treated as the time feature for time series modeling. Additionally, time features must use type delta.