utils module

class utils.LagFeatureProcessor(data, order, delay)[source]

Bases: object

generate_lag_features(data_new=None)[source]
update(data_new=None)[source]
class utils.MetaLagFeatureProcessor(data, orders, delays)[source]

Bases: object

generate_lag_features()[source]
update(data_new)[source]
utils.shift(darray, k, axis=0)[source]

Utility function to shift a numpy array

darray: a numpy array
the array to be shifted.
k: integer
number of shift
axis: non-negative integer
axis to perform shift operation

shifted numpy array, fill the unknown values with nan