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Replace per-segment iteration in some transforms
🚀 Feature Request
Replace per-segment iteration in some transforms
Motivation
This might make it a bit faster
Proposal
Rewrite this procedure without a cycle in the following transforms:
-
WindowStatisticsTransform
-
DateFlagsTransform
-
TimeFlagsTransform
-
FourierTransform
(you will find the same piece of code)
Test cases
Make sure that it passes the current tests
Alternatives
No response
Additional context
No response
Checklist
- [ ] I discussed this issue with ETNA Team
This task was closed for WindowStatisticsTransform
in #625
https://github.com/tinkoff-ai/etna/blob/d0ed655013c9ea4b9bc21958ae305dad4da43194/etna/transforms/timestamp/time_flags.py#L152
https://github.com/tinkoff-ai/etna/blob/d0ed655013c9ea4b9bc21958ae305dad4da43194/etna/transforms/timestamp/date_flags.py#L221
https://github.com/tinkoff-ai/etna/blob/d0ed655013c9ea4b9bc21958ae305dad4da43194/etna/transforms/timestamp/fourier.py#L112