Create Lags of Target Variable

Creates lagged versions of the target variable as new feature columns.

Parameters

The parameters are the parameters inherited from mlr3pipelines::PipeOpTaskPreproc, as well as the following parameters:

• lags :: integer()
  The lags to create.

Super classes

mlr3pipelines::PipeOp -> mlr3pipelines::PipeOpTaskPreproc -> PipeOpFcstLags

Methods

Public methods

• PipeOpFcstLags$new()

• PipeOpFcstLags$clone()

Inherited methods

• mlr3pipelines::PipeOp$help()
• mlr3pipelines::PipeOp$predict()
• mlr3pipelines::PipeOp$print()
• mlr3pipelines::PipeOp$train()

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PipeOpFcstLags$new()

Initializes a new instance of this Class.

Usage

PipeOpFcstLags$new(id = "fcst.lags", param_vals = list())

Arguments

id

(character(1))
Identifier of resulting object, default "fcst.lags".

param_vals

(named list())
List of hyperparameter settings, overwriting the hyperparameter settings that would otherwise be set during construction. Default list().

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PipeOpFcstLags$clone()

The objects of this class are cloneable with this method.

Usage

PipeOpFcstLags$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

library(mlr3pipelines)
task = tsk("airpassengers")
po = po("fcst.lags", lags = 1:3)
new_task = po$train(list(task))[[1L]]
new_task$head()
#>    passengers      month passengers_lag_1 passengers_lag_2 passengers_lag_3
#>         <num>     <Date>            <num>            <num>            <num>
#> 1:        112 1949-01-01               NA               NA               NA
#> 2:        118 1949-02-01              112               NA               NA
#> 3:        132 1949-03-01              118              112               NA
#> 4:        129 1949-04-01              132              118              112
#> 5:        121 1949-05-01              129              132              118
#> 6:        135 1949-06-01              121              129              132