Transformer
ColumnwiseTransformer
Apply a transformer columnwise to multivariate series.
Overview: input multivariate time series and the transformer passed in transformer parameter is applied to specified columns, each column is handled as a univariate series. The resulting transformed data has the same shape as input data.
Quickstart
python
from sktime.transformations.compose import ColumnwiseTransformer
estimator = ColumnwiseTransformer(transformer, columns=None)Tags
Capabilities
- Multivariate
- Unequal-length series
- Inverse transform: Not supported
- Missing values: Not supported
- Removes missing values: Not supported
- Equalizes series length: Not supported
Properties
- Input typescitype:transform-input
- Series
- Output typescitype:transform-output
- Series
- Label typescitype:transform-labels
- None
- Fit is emptyfit_is_empty
- No
- Keeps the time indextransform-returns-same-time-index
- No
- Requires Xrequires_X
- Yes
- Requires yrequires_y
- No
- X and y need the same indexX-y-must-have-same-index
- No
Parameters(2)
- transformerEstimator
- scikit-learn-like or sktime-like transformer to fit and apply to series.
- columnslist of str or None
- Names of columns that are supposed to be transformed. If None, all columns are transformed.
Examples
>>> from sktime.datasets import load_longley
>>> from sktime.transformations.detrend import Detrender
>>> from sktime.transformations.compose import ColumnwiseTransformer
>>> _, X = load_longley ()
>>> transformer = ColumnwiseTransformer (Detrender ())
>>> Xt = transformer. fit_transform (X)