Lag (Deprecated)
Synopsis
This operator is deprecated.
Description
It still can be used in processes. To use the extended functionality (for example default lag) please exchange this operator with the new Lag operator.
This operator performs a time series lag transformation on one or more attributes.
Different attributes can be lagged separately with different lag values by the parameter attributes. If the parameter overwrite attributes is selected, the lagged attributes overwrite the original ones. If not selected, new attributes are added to the ExampleSet (the names of the new attributes are in the form <attribute-name> - <lag>).
Lag values can also be negative, which effectively means all other attributes are lagged by this amount. New attributes with a negative lag are named in the form <attribute-name> + <lag>.
If the parameter extend exampleset is selected, the resulting ExampleSet is extended by n examples where n is the sum of the maximum lag and the absolute value of the minimum lag (if there is a negative lag) specified. Attributes that are not selected for lagging are filled with missing values.
This operator works on all attributes (independent of type or role).
Input
example set input
The ExampleSet which contains the time series data as attributes.
Output
example set output
The ExampleSet after applying the lag transformation. If overwrite attributes is true, the original time series attributes are overwritten. Else new attributes with the lagged values are added. The names of the new attributes are in the form <attribute-name> - <lag> or <attribute-name> + <lag> if the lag is negative. If the parameter extend exampleset is selected, the resulting ExampleSet is extended by n examples where n is the sum of the maximum lag and the absolute value of the minimum lag (if there is a negative lag) specified. Attributes that are not selected for lagging are filled with missing values.
original
The ExampleSet that was given as input is passed through without changes.
Parameters
Attributes
The lag attributes can be selected by the drop down menu if the meta data is known. For each attribute an integer lag value has to be specified. If overwrite attributes is not selected, the same attribute can be lagged more than one time with different lag values.
Attribute
The lag attribute can be selected by the drop down menu if the meta data is known. It can also be typed in manually.
Lag
This parameter defines the number of lags for the attribute. Example i will contain the value of Example i-lag. The first lag values will be filled with missing values.
Overwrite attributes
This parameter indicates if the original time series attributes are overwritten by the lagged time series. If this parameter is set to false, the lagged time series are added as new attributes to the ExampleSet. The name of these new attributes will be <attribute-name> - <lag> or <attribute-name> + <lag> if the lag is negative.
Note that selecting this parameter can increase runtime (it required copying the input ExampleSet to ensure that there are no data leaks).
Extend exampleset
This parameter indicates if the ExampleSet should be extended by n Examples (where n is the maximum lag specified). Attributes that are not selected for lagging are filled with missing values.
Note that selecting this parameter can increase runtime (it required copying the input ExampleSet to ensure that there are no data leaks).