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adds WindowFeatures class - #398

Merged
solegalli merged 54 commits into
mainfrom
window_features
Mar 28, 2022
Merged

adds WindowFeatures class#398
solegalli merged 54 commits into
mainfrom
window_features

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closes #343
closes #380

@KishManani @Morgan-Sell

Creating a new PR to finish off this class as @Morgan-Sell is on holidays :)

@solegalli
solegalli merged commit d686542 into main Mar 28, 2022
@solegalli
solegalli deleted the window_features branch March 28, 2022 14:52
solegalli added a commit that referenced this pull request Mar 29, 2022
* initial commit

* create init and add params

* started creating fit()

* create init param tests

* fix check bugs

* fix text bugs

* create fit()

* fix fit()

* update fit()

* started coding transform()

* create get_feature_names_out()

* edit fit()

* started creating test_get_feature_names_out

* add to test_get_feature_names_out and fix bug in fit()

* add function to init params

* finish transform()

* create tests for 'function' init param

* delete extra transform() method

* create test_correct_window_when_using_periods. Need to resolve assertion error. dataframes do not reconcile.

* complete test_correct_window_when_using_periods()

* create test_correct_window_when_using_freq

* add np.sum to 'function' param

* create  test_sort_index

* remove checks that are handled by pandas

* initial commit of BaseForecaster class

* move fit() to BaseForecast class

* create transform() in BaseForecast class

* remove redundant code from BaseForecast transform()

* expand docstrings

* clean code

* add WindowFeatures to test_check_estimator_Forecasting

* fix style errors

* fix WindowFeature tests

* move test_error_when_nan_in_index, test_error_when_not_unique_values_in_index, and test_sort_index to test_check_estimator_forecasting.py

* removes base forecaster from init

* modifies base forecasting class

* edit docstrings base forecaster

* migrates common functionaity to base_forecaster, and adjusts lag features class

* shifts more common functionality to base forecaster

* expands docstrings window features, starts modifying functionaity

* expands window features functionality

* final update to windows tests and other touches

* fixes code style

* modified docstrings

* adds docs main files

* renames class and methods

* renamed script

* changes wording in comments and fixes typos

* minor fixes in window features

* adds test for n_features_in_

* allows string input to functions parameter

* finishes tests window features

* fixes codestyle

* finishes user documentation

Co-authored-by: Morgan-Sell <morganpsell@gmail.com>
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time series forecasting: window features

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