feature_extraction

add_calendar_effects(attrs, as_dummies=False)

Extract calendar effects from time column, returns calendar effects as categorical columns.

Parameters:

Name	Type	Description	Default
attrs	list of str	List of calendar effects to be applied to the time column: "minute" "hour" "day" "weekday" "week" "month" "quarter" "year"	required
as_dummies	bool	Returns calendar effects as columns of one-hot-encoded dummies.	False

add_fourier_terms(sp, K)

Fourier features for time series seasonality.

Fourier Series terms can be used as explanatory variables for the cases of multiple seasonal periods and or complex / long seasonal periods.

The implementation is based on the Fourier function from the R forecast package.

Parameters:

Name	Type	Description	Default
sp	int	Seasonal period.	required
K	int	Maximum order(s) of Fourier terms. Must be less than sp.	required

add_holiday_effects(country_codes, as_dummies=False)

Extract holiday effects from time column for specified ISO-2 country codes and frequency.

Parameters:

Name	Type	Description	Default
country_codes	List[str]	A list of ISO-2 country codes.	required
as_dummies	bool	Returns calendar effects as columns of one-hot-encoded dummies.	False