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Transformer

TimeBinner

Turns time series/panel data into tabular data based on intervals.

This estimator converts nested pandas dataframe containing time-series/panel data with numpy arrays or pandas Series in dataframe cells into a tabular pandas dataframe with only primitives in cells. The primitives are calculated based on Intervals defined by the IntervalIndex and aggregated by aggfunc.

This is useful for transforming time-series/panel data into a format that is accepted by standard validation learning algorithms (as in sklearn).

Quickstart

python
from sktime.transformations.reduce import TimeBinner

estimator = TimeBinner(idx, aggfunc=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
Primitives
Label typescitype:transform-labels
None
Fit is emptyfit_is_empty
Yes
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)

idxpd.IntervalIndex
IntervalIndex defining intervals considered by aggfunc
aggfunccallable
Function used to aggregate the values in intervals. Should have signature 1D -> float and defaults to mean if None