aggregations

This module contains all possible aggregations to be used with Multirel, FastProp, Mapping.

Refer to the feature learning section in the user guide for details about how these aggregations are used in the context of feature learning.

Functions

namedtuple(typename, field_names, *[, …])

Returns a new subclass of tuple with named fields.

Attributes

Avg

Average value of a given numerical column.

Count

Number of rows in a given column.

CountAboveMean

Counts the number of values strictly greater than the mean.

CountBelowMean

Counts the number of values strictly smaller than the mean.

CountDistinct

Count function with distinct clause.

CountDistinctOverCount

COUNT DISTINCT divided by COUNT.

CountMinusCountDistinct

Counts minus counts distinct.

EWMA_1s

Exponentially weighted moving average with an half-life of 1 second.

EWMA_1m

Exponentially weighted moving average with an half-life of 1 minute.

EWMA_1h

Exponentially weighted moving average with an half-life of 1 hour.

EWMA_1d

Exponentially weighted moving average with an half-life of 1 day.

EWMA_7d

Exponentially weighted moving average with an half-life of 7 days.

EWMA_30d

Exponentially weighted moving average with an half-life of 30 days.

EWMA_90d

Exponentially weighted moving average with an half-life of 90 days.

EWMA_365d

Exponentially weighted moving average with an half-life of 365 days.

First

First value of a given column, when ordered by the time stamp.

Kurtosis

The kurtosis of a given column.

Last

Last value of a given column, when ordered by the time stamp.

Max

Largest value of a given column.

Median

Median of a given column

Min

Smallest value of a given column.

Mode

Most frequent value of a given column.

NumMax

The number of times we observe the maximum value.

NumMin

The number of times we observe the minimum value.

Q1

The 1%-quantile.

Q5

The 5%-quantile.

Q10

The 10%-quantile.

Q25

The 25%-quantile.

Q75

The 75%-quantile.

Q90

The 90%-quantile.

Q95

The 95%-quantile.

Q99

The 99%-quantile.

Skew

Skewness of a given column.

Stddev

Standard deviation of a given column.

Sum

Total sum of a given numerical column.

TimeSinceFirstMaximum

The time difference between the first time we see the maximum value and the time stamp in the population table.

TimeSinceFirstMinimum

The time difference between the first time we see the minimum value and the time stamp in the population table.

TimeSinceLastMaximum

The time difference between the last time we see the maximum value and the time stamp in the population table.

TimeSinceLastMinimum

The time difference between the last time we see the minimum value and the time stamp in the population table.

Trend

Extracts a linear trend from a variable over time and extrapolates this trend to the current time stamp.

Var

Statistical variance of a given numerical column.

VariationCoefficient

VAR divided by MEAN.

fastprop

Set of default aggregations for FastProp and FastPropTimeseries.

mapping

Set of default aggregations for Mapping.

multirel

Set of default aggregations for Multirel.