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Transformers

The cesnet_tszoo package supports various ways of using transformers to transform data. Transformer(s) can be created and fitted (on train set) when initializing dataset with config. Or already fitted transformer(s) can be passed to transform data.

Built-in transformers

The cesnet_tszoo package comes with multiple built-in transformers. Not all of them support partial_fit though. To check built-in transformers refer to transformers.

Custom transformers

It is possible to create and use own transformers. It is recommended to use prepared base class Transformer.

Using transformers on time-based dataset

Related config parameters in TimeBasedConfig:

  • transform_with: Defines the transformer(s) to transform the dataset. Can pass enum TransformerType for built-in transformer, pass a type of custom transformer or instance of already fitted transformer(s).
  • create_transformer_per_time_series: Whether to create a separate transformer for each time series or create one transformer for all time series.
  • partial_fit_initialized_transformers: Whether to partial_fit already fitted transformer(s).

fit vs partial_fit

When create_transformer_per_time_series = True and transformers are not pre-fitted, transformers must implement fit method. Else if you want to fit transformers, partial_fit method must be implemented. Check Transformer for details.

Using transformers on disjoint-time-based dataset

Disjoint-time-based dataset always uses create_transformer_per_time_series = False. Related config parameters in DisjointTimeBasedConfig:

  • transform_with: Defines the transformer to transform the dataset. Can pass enum TransformerType for built-in transformer, pass a type of custom transformer or instance of already fitted transformer.
  • partial_fit_initialized_transformers: Whether to partial_fit already fitted transformer.

partial_fit

Transformer must implement partial_fit method unless using already fitted transformer without fitting it on train data. Check Transformer for details.

Using transformers on series-based dataset

Series-based dataset always uses create_transformer_per_time_series = False. Related config parameters in SeriesBasedConfig:

  • transform_with: Defines the transformer to transform the dataset. Can pass enum TransformerType for built-in transformer, pass a type of custom transformer or instance of already fitted transformer.
  • partial_fit_initialized_transformers: Whether to partial_fit already fitted transformer.

partial_fit

Transformer must implement partial_fit method unless using already fitted transformer without fitting it on train data. Check Transformer for details.