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Add option to drop rolling window sequences #187

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csala opened this issue Jul 12, 2019 · 0 comments · Fixed by #189
Closed

Add option to drop rolling window sequences #187

csala opened this issue Jul 12, 2019 · 0 comments · Fixed by #189
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approved The issue is approved and someone can start working on it primitive improvement An improvement over an existing primitive
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@csala
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csala commented Jul 12, 2019

Add a new argument to the custom.timeseries_preprocessing.rolling_window_sequences primitive to be able to selectively drop some of the generated sequences.

This should be new produce argument called drop which indicates which values in the timeseries sequence are invalid and have to be dropped. This argument would be required=False, following this specification.

The input can be of several types:

  • numpy.ndarray (or array-like): 1d array-like object of boolean (or binary integer) values that indicate which values are invalid. This references both to X and y indexes.
  • None, str, int, float or bool: Any window that contains this value within X or y will be dropped.

Additionally, a second argument called drop_windows should be added to disable the dropping altogether. This should be set as a fixed hyperparameter with default value False to keep the current behavior by default.

@csala csala added Pending Review The bug is not confirmed or the feature request is being considered primitive improvement An improvement over an existing primitive labels Jul 12, 2019
@csala csala added this to the 0.2.1 milestone Jul 12, 2019
@csala csala closed this as completed in #189 Aug 7, 2019
@csala csala added approved The issue is approved and someone can start working on it and removed Pending Review The bug is not confirmed or the feature request is being considered labels Sep 4, 2019
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Labels
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