feature

Documentation

Index

• Constants
• type Changepoint
  • func NewChangepoint(name string, comp ChangepointComp) *Changepoint
  • func (c Changepoint) Decode() map[string]string
  • func (c Changepoint) Get(label string) (string, bool)
  • func (c Changepoint) String() string
  • func (c Changepoint) Type() FeatureType
  • func (c *Changepoint) UnmarshalJSON(data []byte) error
• type ChangepointComp
• type Data
• type Feature
• type FeatureType
• type FourierComp
• type Seasonality
  • func NewSeasonality(name string, fcomp FourierComp, order int) *Seasonality
  • func (s Seasonality) Decode() map[string]string
  • func (s Seasonality) Get(label string) (string, bool)
  • func (s Seasonality) String() string
  • func (s Seasonality) Type() FeatureType
  • func (s *Seasonality) UnmarshalJSON(data []byte) error
• type Set
  • func NewSet() *Set
  • func (s *Set) Del(f Feature)
  • func (s *Set) Get(f Feature) (Data, bool)
  • func (s *Set) Labels() []Feature
  • func (s *Set) Len() int
  • func (s *Set) Matrix(intercept bool) *mat.Dense
  • func (s *Set) MatrixSlice(intercept bool) [][]float64
  • func (s *Set) Set(f Feature, data Data)
  • func (s *Set) Update(other *Set)
• type Time
  • func NewTime(name string) *Time
  • func (t Time) Decode() map[string]string
  • func (t Time) Get(label string) (string, bool)
  • func (t Time) String() string
  • func (t Time) Type() FeatureType
  • func (t *Time) UnmarshalJSON(data []byte) error

Constants

const (
	ChangepointCompBias  = "bias"
	ChangepointCompSlope = "slope"
)

const (
	FourierCompSin = "sin"
	FourierCompCos = "cos"
)

Types

type Changepoint

type Changepoint struct {
	Name            string          `json:"name"`
	ChangepointComp ChangepointComp `json:"changepoint_component"`
}

Changepoint feature representing a point in time that we expect a jump or trend change in the training time series. The component is either of type bias (jump) or slope (trend).

func NewChangepoint

func NewChangepoint(name string, comp ChangepointComp) *Changepoint

NewChangepoint creates a new changepoint instance given a name and changepoint component type

func (Changepoint) Decode

func (c Changepoint) Decode() map[string]string

Decode converts the feature into a map of label values

func (Changepoint) Get

func (c Changepoint) Get(label string) (string, bool)

Get returns the value of an arbitrary label annd returns the value along with whether the label exists

func (Changepoint) String

func (c Changepoint) String() string

String returns the string representation of the changepoint feature

func (Changepoint) Type

func (c Changepoint) Type() FeatureType

Type returns the type of this feature

func (*Changepoint) UnmarshalJSON

func (c *Changepoint) UnmarshalJSON(data []byte) error

UnmarshalJSON is the custom unmarshalling to convert a map[string]string to a changepoint feature

type ChangepointComp

type ChangepointComp string

type Data

type Data struct {
	F    Feature
	Data []float64
}

FeatureData represents a feature type with is associated observed values

type Feature

type Feature interface {
	// String returns the string representation of the feature
	String() string

	// Get returns the value of an arbitrary label annd returns the value along with whether
	// the label exists
	Get(string) (string, bool)

	// Type returns the type of this feature
	Type() FeatureType

	// Decode converts the feature into a map of label values
	Decode() map[string]string

	// UnmarshalJSON is the custom unmarshalling to convert a map[string]string
	// to a feature
	UnmarshalJSON([]byte) error
}

Feature is an interface representing a type of feature e.g. changepoint, seasonality, or time

type FeatureType

type FeatureType string

const (
	FeatureTypeChangepoint FeatureType = "changepoint"
	FeatureTypeSeasonality FeatureType = "seasonality"
	FeatureTypeTime        FeatureType = "time"
)

type FourierComp

type FourierComp string

type Seasonality

type Seasonality struct {
	Name        string      `json:"name"`
	FourierComp FourierComp `json:"fourier_component"`
	Order       int         `json:"order"`
}

Seasonality feature representing a single seasonality component. A seasonality component consists of a name, component (sin or cos), and order (fourier order).

func NewSeasonality

func NewSeasonality(name string, fcomp FourierComp, order int) *Seasonality

NewSeasonality creates a new seasonality feature instance givenn a name, sin/cos component, and Fourier order

func (Seasonality) Decode

func (s Seasonality) Decode() map[string]string

Decode converts the feature innto a map of label values

func (Seasonality) Get

func (s Seasonality) Get(label string) (string, bool)

Get returns the value of an arbitrary label and returns the value along with whether the label exists

func (Seasonality) String

func (s Seasonality) String() string

String returns the string representation of the seasonality feature

func (Seasonality) Type

func (s Seasonality) Type() FeatureType

Type returns the type of this feature

func (*Seasonality) UnmarshalJSON

func (s *Seasonality) UnmarshalJSON(data []byte) error

UnmarshalJSON is the custom unmarshalling to convert a map[string]string to a seasonality feature

type Set

type Set struct {
	// contains filtered or unexported fields
}

Set represents a mapping to each feature data keyed by the string representation of the feature.

func NewSet

func NewSet() *Set

func (*Set) Del

func (s *Set) Del(f Feature)

func (*Set) Get

func (s *Set) Get(f Feature) (Data, bool)

func (*Set) Labels

func (s *Set) Labels() []Feature

Labels returns the sorted slice of all tracked features in the FeatureSet

func (*Set) Len

func (s *Set) Len() int

func (*Set) Matrix

func (s *Set) Matrix(intercept bool) *mat.Dense

Matrix returns a metric representation of the FeatureSet to be used with matrix methods The matrix has m rows representing the number of observations and n columns representing the number of features.

func (*Set) MatrixSlice

func (s *Set) MatrixSlice(intercept bool) [][]float64

MatrixSlice returns the FeatureSet as a matrix but in the form of a slice of slices where each row represent feature. Takes an intercept input if we want to include the intercept term.

func (*Set) Set

func (s *Set) Set(f Feature, data Data)

func (*Set) Update

func (s *Set) Update(other *Set)

type Time

type Time struct {
	Name string `json:"name"`
}

Time feature representing a time based feature e.g. hour of day.

func NewTime

func NewTime(name string) *Time

NewTime creataes aa new time instance given a name

func (Time) Decode

func (t Time) Decode() map[string]string

Decode converts the feature into a map of label values

func (Time) Get

func (t Time) Get(label string) (string, bool)

Get returns the value of an arbitrary label annd returns the value along with whether the label exists

func (Time) String

func (t Time) String() string

String returns the string representationf of the time feature

func (Time) Type

func (t Time) Type() FeatureType

Type returns the type of this feature

func (*Time) UnmarshalJSON

func (t *Time) UnmarshalJSON(data []byte) error

UnmarshalJSON is the custom unmarshalling to convert a map[string]string to a time feature