StdTransform

class StdTransform(in_column: str, window: int, seasonality: int = 1, min_periods: int = 1, fillna: float = 0, out_column: Optional[str] = None, ddof: int = 1)

Bases: etna.transforms.math.statistics.WindowStatisticsTransform

StdTransform computes std value for given window.

Notes

Note that pd.Series([1]).std() is np.nan.

Init StdTransform.

Parameters

• in_column (str) – name of processed column

• window (int) – size of window to aggregate

• seasonality (int) – seasonality of lags to compute window’s aggregation with

• min_periods (int) – min number of targets in window to compute aggregation; if there is less than min_periods number of targets return None

• fillna (float) – value to fill results NaNs with

• out_column (str, optional) – result column name. If not given use self.__repr__()

• ddof (int) – delta degrees of freedom; the divisor used in calculations is N - ddof, where N is the number of elements

Inherited-members

Methods

fit(ts)	Fit the transform.
fit_transform(ts)	Fit and transform TSDataset.
get_regressors_info()	Return the list with regressors created by the transform.
inverse_transform(ts)	Inverse transform TSDataset.
load(path)	Load an object.
params_to_tune()	Get default grid for tuning hyperparameters.
save(path)	Save the object.
set_params(**params)	Return new object instance with modified parameters.
to_dict()	Collect all information about etna object in dict.
transform(ts)	Transform TSDataset inplace.