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[ENH] by_level argument for TimeSince transformer #4475

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fkiraly opened this issue Apr 14, 2023 · 1 comment
Open

[ENH] by_level argument for TimeSince transformer #4475

fkiraly opened this issue Apr 14, 2023 · 1 comment
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enhancement Adding new functionality module:transformations transformations module: time series transformation, feature extraction, pre-/post-processing

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@fkiraly
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fkiraly commented Apr 14, 2023

It would be useful to have a "time since earliest index at level x" option for TimeSince.

E.g., for by_level=-1, it would count time since the earliest time stamp in the instance, etc.

A "cheap" way to achieve that would be to set the X_inner_mtype tag to include Panel mtypes or not, depending on the parameter, although that way one could pool only instances, panels, and overall.

Any thoughts, @KishManani?

This is an inspiration from today's meet-up (message link) where we found out that some estimators have strange behaviour if the panel is equal length but unequal index, so a pre-processing step which ensures equal length and equal index would be nice - and as it happens to be, it would be the same as TimeSince with the by_level argument.

@fkiraly fkiraly added module:transformations transformations module: time series transformation, feature extraction, pre-/post-processing enhancement Adding new functionality labels Apr 14, 2023
@fkiraly
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fkiraly commented Apr 15, 2023

addendum: this wrapper can add the functionality generically #4477
but it still might be nice inside TimeSince

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Labels
enhancement Adding new functionality module:transformations transformations module: time series transformation, feature extraction, pre-/post-processing
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