Shift

Shifts a data stream by returning past values.

This can be used to compute statistics over past data. For instance, if you're computing daily averages, then shifting by 7 will be equivalent to computing averages from a week ago.

Shifting values is useful when you're calculating an average over a target value. Indeed, in this case it's important to shift the values in order not to introduce leakage. The recommended way to do this is to feature_extraction.TargetAgg, which already takes care of shifting the target values once.

Parameters

• amount

  Default → 1

  Shift amount. The get method will return the t - amount value, where t is the current moment.

• fill_value

  Default → None

  This value will be returned by the get method if not enough values have been observed.

Attributes

• name

Examples

It is rare to have to use Shift by itself. A more common usage is to compose it with other statistics. This can be done via the | operator.

from river import stats

stat = stats.Shift(1) | stats.Mean()

for i in range(5):
    stat.update(i)
    print(stat.get())

0.0
0.0
0.5
1.0
1.5

A common usecase for using Shift is when computing statistics on shifted data. For instance, say you have a dataset which records the amount of sales for a set of shops. You might then have a shop field and a sales field. Let's say you want to look at the average amount of sales per shop. You can do this by using a feature_extraction.Agg. When you call transform_one, you're expecting it to return the average amount of sales, without including today's sales. You can do this by prepending an instance of stats.Mean with an instance of stats.Shift.

from river import feature_extraction

agg = feature_extraction.Agg(
    on='sales',
    how=stats.Shift(1) | stats.Mean(),
    by='shop'
)

Let's define a little example dataset.

X = iter([
    {'shop': 'Ikea', 'sales': 10},
    {'shop': 'Ikea', 'sales': 15},
    {'shop': 'Ikea', 'sales': 20}
])

Now let's call the learn_one method to update our feature extractor.

x = next(X)
agg.learn_one(x)

At this point, the average defaults to the initial value of stats.Mean, which is 0.

agg.transform_one(x)

{'sales_mean_of_shift_1_by_shop': 0.0}

We can now update our feature extractor with the next data point and check the output.

agg.learn_one(next(X))
agg.transform_one(x)

{'sales_mean_of_shift_1_by_shop': 10.0}

agg.learn_one(next(X))
agg.transform_one(x)

{'sales_mean_of_shift_1_by_shop': 12.5}

Methods

get

Return the current value of the statistic.

update

Update the called instance.

Parameters

• x — 'numbers.Number'