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Set of new timeseries transforms #475

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Set of new timeseries transforms #475

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@ganik ganik commented Mar 31, 2020

New transforms added:
LagLeadOperator
SimpleRollingWindow
AnalyticalRollingWindow
ShortDrop
ForecastingPivot

nuget.config Outdated
@@ -5,5 +5,7 @@
</config>
<packageSources>
<add key="nuget.org" value="https://api.nuget.org/v3/index.json" />
<add key="MachineLearning" value="https://pkgs.dev.azure.com/dnceng/public/_packaging/MachineLearning/nuget/v3/index.json" />
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Remove these entries

<PackageReference Include="Microsoft.ML.LightGBM" Version="1.5.0-preview2" />
<PackageReference Include="Microsoft.ML.OnnxConverter" Version="0.17.0-preview2" />
<PackageReference Include="Microsoft.ML.OnnxTransformer" Version="1.5.0-preview2" />
<PackageReference Include="Microsoft.ML" Version="1.5.0-preview3*" />
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Remove *

<PackageReference Include="Microsoft.ML.CpuMath" Version="1.5.0-preview3*" />
<PackageReference Include="Microsoft.ML.EntryPoints" Version="0.17.0-preview3*" />
<PackageReference Include="Microsoft.ML.Mkl.Components" Version="1.5.0-preview3*" />
<PackageReference Include="Microsoft.ML.ImageAnalytics" Version="1.5.0-preview3*" />
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Remove *

<Compile Include="nimbusml\internal\core\timeseries\iidchangepointdetector.py" />
<Compile Include="nimbusml\internal\core\timeseries\iidspikedetector.py" />
<Compile Include="nimbusml\internal\core\timeseries\lagleadoperator.py" />
<Compile Include="nimbusml\internal\core\timeseries\shortdrop.py" />
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Better name for ShortDrop

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ganik commented Mar 31, 2020

Unit tests & examples TBD

@ganik ganik requested a review from angryjinyan April 19, 2020 16:05
ganik and others added 10 commits April 19, 2020 09:07
Get dependency on ort-featurizers
* tests completed

* refactor tests

* resolve comments

* resolve comments

* resolve comments
* Add callstack field to BrdigeRuntime exception (#483)

* Add exception stack to the error message

* Add callstack field

Co-authored-by: Gani Nazirov <ganaziro@microsoft.com>

* Add callstack field to BrdigeRuntime exception (#483)

* Add exception stack to the error message

* Add callstack field

Co-authored-by: Gani Nazirov <ganaziro@microsoft.com>

* revert "Add callstack field to BrdigeRuntime exception (#483)"

This reverts commit 569ea7b.

* add in DateTimeSplitter tests for country

* add in big tests for more featurizers

Co-authored-by: Gani Nazirov <ganinz@hotmail.com>
Co-authored-by: Gani Nazirov <ganaziro@microsoft.com>
@ganik ganik closed this May 3, 2020
@ganik ganik reopened this May 3, 2020
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3 participants