Difference the Target Variable

Differences the target variable with lag lag, producing the new target y'_t = y_t - y_{t - lag}. The first lag rows are dropped during training. Predictions are inverted via stride-lag cumulative sums anchored at the last lag training values, yielding original-scale predictions.

Use lag = 1 to remove a trend and lag = 12 (or the seasonal period) to remove seasonality.

Parameters

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

• lag :: integer(1)
  Lag to difference at. Default 1L.

Super classes

mlr3pipelines::PipeOp -> mlr3pipelines::PipeOpTargetTrafo -> PipeOpTargetTrafoDifference

Methods

Public methods

• PipeOpTargetTrafoDifference$new()

• PipeOpTargetTrafoDifference$clone()

Inherited methods

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

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Method new()

Initializes a new instance of this Class.

Usage

PipeOpTargetTrafoDifference$new(id = "fcst.targetdiff", param_vals = list())

Arguments

id

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

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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Method clone()

The objects of this class are cloneable with this method.

Usage

PipeOpTargetTrafoDifference$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.