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Transformer

TSBootstrapAdapter

Adapter for TSBootstrap.

The bootstrap samples will be returned as a Panel with the first level being integer index of the synthetic sample.

For hierarchical data, the bootstrap index will be added as the index at integer position -2.

Schnellstart

python
from sktime.transformations.bootstrap import TSBootstrapAdapter

estimator = TSBootstrapAdapter(bootstrap, include_actual=False, return_indices=False)

Tags

Fähigkeiten

Eigenschaften

Eingabetypscitype:transform-input
Series
Ausgabetypscitype:transform-output
Panel
Label-Typscitype:transform-labels
None
Fit ist leerfit_is_empty
Ja
Behält den Zeitindextransform-returns-same-time-index
Ja
Benötigt Xrequires_X
Ja
Benötigt yrequires_y
Nein
X und y brauchen denselben IndexX-y-must-have-same-index
Nein

Parameter(3)

bootstrapbootstrap from tsbootstrap
The splitter used for the bootstrap splitting.
include_actualbool, default=False
Whether to include the actual data in the output.
return_indicesbool, optional
If True, the output will contain the resampled indices as extra column, by default False.

Beispiele

>>> from sktime.datasets import load_airline
>>> from sktime.transformations.bootstrap import TSBootstrapAdapter
>>> from tsbootstrap import MovingBlockBootstrap,
>>> y = load_airline ()
>>> bootstrap = TSBootstrapAdapter (
... MovingBlockBootstrap (n_bootstrap = 10, block_length = 10)
... )
>>> result = bootstrap. fit_transform (y)