cyclic

Extracts cyclic features as SIN and COS.

Usage

This calculator allows you to do cyclic encoding, i.e. to introduce the periodicity components of a feature (such as month, day, week, etc.).

This calculator can be used with the following method:

cyclic

Examples:

• Extract the cos and sin components of the month of the year. This will enable the model to understand that the month feature takes values that repeat cyclically over time (month 1 comes after month 12).

• Same for weekday or week.

---

Main Parameters

The bold options represent the default values when the parameters are optional.

• input_columns list of columns used as input of the calculators: The list of columns that will be used to fill the output column.

• output_columns list of columns added by the calculators : Name of the filled column added to the dataset.

• global (true, false) Should this calculator be performed before data splitting during training for cross-validation

• steps [optionnal] (training, prediction, postprocessing) List of steps in a pipeline where columns from this calculator are added to the data. Note that when the training option is listed, the calculator is actually added during preprocessing.

• store_in_model [optionnal] (true, false) Please indicate whether the "calculated" columns by the calculator should be stored in the model or not to avoid recalculating them during prediction. This is only relevant if the calculated columns are added to both training and prediction. Without this parameter, the values will not be stored in the model. The following parameters only make sense if this parameter is set to true.

• stored_columns [required if store_in_model is true] List indicating the columns to be stored among the output_columns.

• stored_keys [required if store_in_model is true] List indicating the columns to use for identifying the correct values to join on the data for prediction among the stored values (logically, they are to be chosen from the input_columns).

---

Specific Parameters

• uniques_values Number of unique values in the serie (eg. 7 for weekdays, 12 for months etc…).

---

Examples

1. The user wants to extract the cyclic features (sin and cos) of the column weekday.

   calculated_cols:
     cyclic_days:
       method: cyclic
       params:
           unique_values: 7
       input_columns:
       - weekday
       output_columns:
       - weekday_sin
       - weekday_cos

2. The user wants to extract the cyclic features (sin and cos) of the column month.

   calculated_cols:
     cyclic_months:
       method: cyclic
       params:
           unique_values: 12
       input_columns:
       - month
       output_columns:
       - month_sin
       - month_cos