search

tinkoff-ai / etna

ETNA – Time-Series Library
https://etna.tinkoff.ru
Apache License 2.0
856 stars 81 forks source link

Replace per-segment iteration in some transforms #424

Open alex-hse-repository opened 2 years ago

alex-hse-repository commented 2 years ago

🚀 Feature Request

Replace per-segment iteration in some transforms

Motivation

This might make it a bit faster

Proposal

Rewrite this procedure without a cycle in the following transforms:

Make sure that it passes the current tests

Alternatives

No response

Additional context

No response

Checklist

iKintosh commented 2 years ago

This task was closed for WindowStatisticsTransform in #625

iKintosh commented 2 years ago

https://github.com/tinkoff-ai/etna/blob/d0ed655013c9ea4b9bc21958ae305dad4da43194/etna/transforms/timestamp/time_flags.py#L152

https://github.com/tinkoff-ai/etna/blob/d0ed655013c9ea4b9bc21958ae305dad4da43194/etna/transforms/timestamp/date_flags.py#L221

https://github.com/tinkoff-ai/etna/blob/d0ed655013c9ea4b9bc21958ae305dad4da43194/etna/transforms/timestamp/fourier.py#L112