hengzhe-zhang / EvolutionaryForest

An open source python library for automated feature engineering based on Genetic Programming
GNU Lesser General Public License v3.0
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How to add time series functions #92

Open Ray-0403 opened 3 days ago

Ray-0403 commented 3 days ago

Hi, can u provide a guide to add time series functions like rolling mean, std to it? thank you

hengzhe-zhang commented 3 days ago

Thanks for your interest. A practical approach is to use a sliding window to transform time-series data into a tabular format. This technique is commonly used when applying models like XGBoost to time-series data. Once transformed, you can apply this framework to standardized tabular data.

Ray-0403 commented 2 days ago

Ok, so I got this error when I try to add more primitives, what do I do? I saw there are many primitives available, how can I add all the available primitives to it.image

hengzhe-zhang commented 1 day ago

image

Hi! Primitives are acronymized for ease of use. If you would like to use more predefined operators, please use these acronyms.