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Replace per-segment iteration in some transforms

Open alex-hse-repository opened this issue 2 years ago • 2 comments

🚀 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

alex-hse-repository avatar Dec 29 '21 11:12 alex-hse-repository

This task was closed for WindowStatisticsTransform in #625

iKintosh avatar May 04 '22 14:05 iKintosh

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

iKintosh avatar May 04 '22 14:05 iKintosh