ExogShiftTransform

class ExogShiftTransform(lag: Union[int, Literal['auto']], horizon: Optional[int] = None)

Bases: etna.transforms.base.IrreversibleTransform, etna.transforms.base.FutureMixin

Shifts exogenous variables from a given dataframe.

Create instance of ExogShiftTransform.

Parameters

• lag (Union[int, Literal['auto']]) –

  value for shift estimation

  • if set to int all exogenous variables will be shifted lag steps forward;

  • if set to auto minimal shift will be estimated for each variable based on the prediction horizon and available timeline

• horizon (Optional[int]) – prediction horizon. Mandatory when set to lag=”auto”, ignored otherwise

Inherited-members

Methods

fit(ts)	Fit the transform.
fit_transform(ts)	Fit and transform TSDataset.
get_regressors_info()	Return the list with regressors created by the transform.
inverse_transform(ts)	Inverse transform TSDataset.
load(path)	Load an object.
params_to_tune()	Get grid for tuning hyperparameters.
save(path)	Save the object.
set_params(**params)	Return new object instance with modified parameters.
to_dict()	Collect all information about etna object in dict.
transform(ts)	Transform TSDataset inplace.

fit(ts: etna.datasets.tsdataset.TSDataset) → etna.transforms.math.lags.ExogShiftTransform

Fit the transform.

Parameters

ts (etna.datasets.tsdataset.TSDataset) – Dataset to fit the transform on.

Returns

The fitted transform instance.

Return type

etna.transforms.math.lags.ExogShiftTransform

get_regressors_info() → List[str]

Return the list with regressors created by the transform.

Return type

List[str]