sklearn_based¶

Classes

`SklearnPreprocessingPerIntervalModel`(...)	SklearnPreprocessingPerIntervalModel applies PerIntervalModel interface for sklearn preprocessings.
`SklearnRegressionPerIntervalModel`([model])	SklearnRegressionPerIntervalModel applies PerIntervalModel interface for sklearn-like regression models.

class SklearnPreprocessingPerIntervalModel(preprocessing: sklearn.base.TransformerMixin)[source]¶

SklearnPreprocessingPerIntervalModel applies PerIntervalModel interface for sklearn preprocessings.

Parameters: preprocessing (sklearn.base.TransformerMixin) –

fit(features: numpy.ndarray, target: numpy.ndarray, *args, **kwargs) → etna.transforms.decomposition.change_points_based.per_interval_models.sklearn_based.SklearnPreprocessingPerIntervalModel[source]¶

Fit preprocessing with given features and targets.

Parameters

features (numpy.ndarray) – features to fit preprocessing with
target (numpy.ndarray) – targets to apply preprocessing to

Returns

fitted SklearnPreprocessingPerIntervalModel

Return type

self

inverse(features: numpy.ndarray) → numpy.ndarray[source]¶

Apply inverse transformation.

Parameters: features (numpy.ndarray) – features to apply inverse transformation
Returns: features after inverse transformation
Return type: inversed data

predict(features: numpy.ndarray, *args, **kwargs) → numpy.ndarray[source]¶

Apply preprocessing to given features.

Parameters: features (numpy.ndarray) – features to make preprocessing for
Returns: preprocessing’s prediction for given features
Return type: prediction

set_params(**params: dict) → etna.core.mixins.TMixin¶

Return new object instance with modified parameters.

Method also allows to change parameters of nested objects within the current object. For example, it is possible to change parameters of a model in a Pipeline.

Nested parameters are expected to be in a <component_1>.<...>.<parameter> form, where components are separated by a dot.

Parameters

**params – Estimator parameters
self (etna.core.mixins.TMixin) –
params (dict) –

Returns

New instance with changed parameters

Return type

etna.core.mixins.TMixin

Examples

>>> from etna.pipeline import Pipeline
>>> from etna.models import NaiveModel
>>> from etna.transforms import AddConstTransform
>>> model = model=NaiveModel(lag=1)
>>> transforms = [AddConstTransform(in_column="target", value=1)]
>>> pipeline = Pipeline(model, transforms=transforms, horizon=3)
>>> pipeline.set_params(**{"model.lag": 3, "transforms.0.value": 2})
Pipeline(model = NaiveModel(lag = 3, ), transforms = [AddConstTransform(in_column = 'target', value = 2, inplace = True, out_column = None, )], horizon = 3, )

to_dict()¶: Collect all information about etna object in dict.

class SklearnRegressionPerIntervalModel(model: Optional[sklearn.base.RegressorMixin] = None)[source]¶

SklearnRegressionPerIntervalModel applies PerIntervalModel interface for sklearn-like regression models.

Init SklearnPerIntervalModel.

Parameters: model (Optional[sklearn.base.RegressorMixin]) – model with sklearn interface to use for interval processing

fit(features: numpy.ndarray, target: numpy.ndarray, *args, **kwargs) → etna.transforms.decomposition.change_points_based.per_interval_models.sklearn_based.SklearnRegressionPerIntervalModel[source]¶

Fit model with given features and targets.

Parameters

features (numpy.ndarray) – features to fit model with
target (numpy.ndarray) – targets to fit model

Returns

fitted SklearnRegressionPerIntervalModel

Return type

self

predict(features: numpy.ndarray, *args, **kwargs) → numpy.ndarray[source]¶

Make prediction for given features.

Parameters: features (numpy.ndarray) – features to make prediction for
Returns: model’s prediction for given features
Return type: prediction

set_params(**params: dict) → etna.core.mixins.TMixin¶

Return new object instance with modified parameters.

Method also allows to change parameters of nested objects within the current object. For example, it is possible to change parameters of a model in a Pipeline.

Nested parameters are expected to be in a <component_1>.<...>.<parameter> form, where components are separated by a dot.

Parameters

**params – Estimator parameters
self (etna.core.mixins.TMixin) –
params (dict) –

Returns

New instance with changed parameters

Return type

etna.core.mixins.TMixin

Examples

>>> from etna.pipeline import Pipeline
>>> from etna.models import NaiveModel
>>> from etna.transforms import AddConstTransform
>>> model = model=NaiveModel(lag=1)
>>> transforms = [AddConstTransform(in_column="target", value=1)]
>>> pipeline = Pipeline(model, transforms=transforms, horizon=3)
>>> pipeline.set_params(**{"model.lag": 3, "transforms.0.value": 2})
Pipeline(model = NaiveModel(lag = 3, ), transforms = [AddConstTransform(in_column = 'target', value = 2, inplace = True, out_column = None, )], horizon = 3, )

to_dict()¶: Collect all information about etna object in dict.