Created
February 23, 2018 11:45
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Blogpost-Heineken5
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class LagCreator(object): | |
def __init__(self, groupby_keys, lagdict, drop_cols=True, suffix=''): | |
self.groupby_keys = groupby_keys | |
self.lagdict = lagdict | |
self.drop_cols = drop_cols | |
self.suffix = suffix | |
def transform(self, X): | |
cols_to_drop = list(set([item for sublist in | |
self.lagdict.values() for item in sublist])) | |
for week in self.lagdict: | |
df_add = X.groupby(self.groupby_keys)[self.lagdict[week]].shift(-week) | |
new_colnames = [col + str(week).replace('-', '_') + self.suffix for col in df_add.columns] | |
X[new_colnames] = df_add | |
if self.drop_cols: | |
X = X.drop(cols_to_drop, axis=1) | |
return X | |
static_cols = ['cpi', 'unemployment', 'fuel_price', 'markdown1', 'markdown2', 'markdown3','markdown4', 'markdown5'] | |
lagdict = { | |
-2: ['weekly_sales'], | |
-1: ['weekly_sales', 'weekly_sales_sm1', 'weekly_sales_sm3'], | |
0: ['weekly_sales', 'isholiday', 'temperature'] + static_cols, | |
1: ['weekly_sales', 'isholiday', 'temperature', 'weekly_sales_1ly'], | |
2: ['weekly_sales', 'isholiday', 'temperature', 'weekly_sales_1ly'] | |
} | |
lagdict_yearly = { | |
-1: ['weekly_sales'] | |
} |
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