automl.time_series.sklearn

make_lag_features

def make_lag_features(X: pd.DataFrame, y: pd.Series, lags: int)

Transform input data X, y into autoregressive form - shift them appropriately based on horizon and create lags columns.

Parameters

X : pandas.DataFrame Input features.

y : array_like, (1d) Target vector.

horizon : int length of X for predict method

Returns

pandas.DataFrame shifted dataframe with lags columns