Struct LagFeatures 

pub struct LagFeatures { /* private fields */ }

Lag feature extractor for time series

Creates lagged versions of time series as features. Useful for autoregressive modeling and capturing temporal dependencies.

Implementations

impl LagFeatures

pub fn new(lags: Vec<usize>) -> Self

Create a new LagFeatures extractor

Arguments

• lags - List of lag values (e.g., vec![1, 2, 3] for lags 1, 2, and 3)

pub fn with_range(start: usize, end: usize) -> Self

Create with a range of lags

pub fn with_drop_na(self, dropna: bool) -> Self

Set whether to drop NaN values

pub fn transform_1d<S>(&self, x: &ArrayBase<S, Ix1>) -> Result<Array2<f64>>

where S: Data, S::Elem: Float + NumCast,

Transform time series data to lag features

Arguments

• x - Time series data, shape (n_timesteps,) or (n_samples, n_timesteps)

Returns

• Lag features

pub fn transform<S>(&self, x: &ArrayBase<S, Ix2>) -> Result<Vec<Array2<f64>>>

where S: Data, S::Elem: Float + NumCast,

Transform multiple time series

Trait Implementations

impl Clone for LagFeatures

fn clone(&self) -> LagFeatures

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for LagFeatures

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.