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Transformer

SqrtTransformer

API referenceSource
MultivariateInverse transformUnequal-length series

Apply elementwise square root transformation to a time series.

Transformation performs the following operations element-wise:

  • adds the constant offset (shift)

  • applies the square root

Offset=”auto” computes offset as the smallest offset that ensure all elements are non-negative before taking the square root.

Quickstart

python
from sktime.transformations.exponent import SqrtTransformer

estimator = SqrtTransformer(offset='auto')

Tags

Capabilities

  • Multivariate
  • Inverse transform: Supported
  • Unequal-length series
  • 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
Yes
Keeps the time indextransform-returns-same-time-index
Yes
Requires Xrequires_X
Yes
Requires yrequires_y
No
X and y need the same indexX-y-must-have-same-index
No

Parameters(1)

offset“auto”, int or float, default=”auto”

Offset to be added to the input timeseries prior to raising the timeseries to the given power. If “auto” the series is checked to determine if it contains negative values. If negative values are found then the offset will be equal to the absolute value of the most negative value. If not negative values are present the offset is set to zero. If an integer or float value is supplied it will be used as the offset.

Examples

>>> from sktime.transformations.exponent import SqrtTransformer
>>> from sktime.datasets import load_airline
>>> y = load_airline ()
>>> transformer = SqrtTransformer ()
>>> y_transform = transformer. fit_transform (y)