mlr3pipelines::Selector that selects rolling-window features created by PipeOpFcstRolling.
Matches features named {target}_roll_{fun}_{size} where {target} is the task's target variable
and {fun} is one of the aggregation functions supported by PipeOpFcstRolling.
Value
function: A mlr3pipelines::Selector function.
See also
Other Selectors:
selector_fcst_lags()
Examples
library(mlr3pipelines)
task = tsk("airpassengers")
pop = po("fcst.rolling", funs = c("mean", "sd"), window_sizes = c(3L, 12L))
new_task = pop$train(list(task))[[1L]]
selector_fcst_rolling()(new_task)
#> [1] "passengers_roll_mean_3" "passengers_roll_mean_12" "passengers_roll_sd_3" "passengers_roll_sd_12"