SeasonalDummiesOneHot

Seasonal Dummy Features for time series seasonality.

Quickstart

from sktime.transformations.dummies import SeasonalDummiesOneHot

estimator = SeasonalDummiesOneHot(sp: int | None=None, freq: str | None=None, drop: bool | None=True)

Parameters(3)

spint, optional, default = None

Only used if the index of X (or y if X is None) passed to _transform() is a DatetimeIndex. The seasonal periodicity of the time series (e.g. 12 for monthly data). Can be omitted even in this case if freq is provided. (e.g. if index.freq is available, or freq=’M’)

freqstr, optional, default = None

Only used if the index of X (or y if X is None) passed to _transform() is a DatetimeIndex and sp is not provided. The frequency of the time series (e.g. ‘M’ for monthly data). Can be omitted even in this case if index.freq is available.

dropbool, default = True

Drop the first seasonal dummy? (Should be True if model contains an intercept)

Examples

>>> from sktime.transformations.dummies import SeasonalDummiesOneHot
>>> from sktime.datasets import load_airline
>>> y = load_airline ()
>>> transformer = SeasonalDummiesOneHot ()
>>> X = transformer. fit_transform (y = y, X = None)