To be able to support an sklearn style Pipeline (or sklearn's Pipeline itself) in which all steps can be integrated, all the fits/transformations done to the input data need to be classes with a fit & transform method.
All individual steps:
resampler = Resample(calendar)
data = resample.fit(data) # or .transform()?
detrender = Detrend(method='linear')
data = detrender.fit(data)
reducer = RGDR(series=timeseries, lag=10)
data = reducer.fit(data)
model = LinearSVC()
fit_model = model.fit(data)
To be able to support an sklearn style Pipeline (or sklearn's Pipeline itself) in which all steps can be integrated, all the fits/transformations done to the input data need to be classes with a fit & transform method.
All individual steps:
These steps in a pipeline: