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Transformer

TimeBinAggregate

Bins time series and aggregates by bin.

In transform, applies groupby with aggfunc on the temporal coordinate.

More precisely: bins encodes bins \(B_1, \dots, B_k\) where \(B_i\) are intervals, in the reals or in a temporal (time stamp) range.

In transform, the estimator TimeBinAggregate collects values at time stamps of X falling into \(B_i\) as a sample \(S_i\), and then applies aggfunc to \(S_i\) to obtain an aggregate value \(v_i\). The transformed series are values \(v_i\) at time stamps \(t_i\), determined from \(B_i\) per the rule in return_index.

Schnellstart

python
from sktime.transformations.binning import TimeBinAggregate

estimator = TimeBinAggregate(bins, aggfunc=None, return_index='bin_start')

Parameter(3)

bins1D array-like or pd.IntervalIndex
if 1D array-like, is interpreted as breaks of bins breaks of bins defining intervals considered by aggfunc
aggfunccallable * 1D array-like -> float), optional, default=np.mean
Function used to aggregate the values in intervals. Should have signature 1D -> float and defaults to mean if None
return_indexstr, one of the below; optional, default=”range”

“range” = RangeIndex with bins indexed in same order as in bins “bin_start” = transformed pd.DataFrame will be indexed by bin starts “bin_end” = transformed pd.DataFrame will be indexed by bin starts “bin_mid” = transformed pd.DataFrame will be indexed by bin midpoints “bin” = transformed pd.DataFrame will have bins as IntervalIndex

Beispiele

from sktime.datatypes import get_examples from sktime.transformations.binning import TimeBinAggregate bins = [0, 2, 4] X = get_examples(“pd.DataFrame”)[0] t = TimeBinAggregate([-1, 2, 10])