p-Value TransformΒΆ

The documentation is generated based on the sources available at dotnet/machinelearning and released under MIT License.

Type: datatransform Aliases: PValueTransform, PVal Namespace: Microsoft.ML.Runtime.TimeSeriesProcessing Assembly: Microsoft.ML.TimeSeries.dll Microsoft Documentation: p-Value Transform

Description

This P-Value transform calculates the p-value of the current input in the sequence with regard to the values in the sliding window.

Parameters

Name Short name Default Description
initialWindowSize initwnd 0 The size of the initial window for computing the p-value. The default value is set to 0, which means there is no initial window considered.
name     The name of the new column
positiveSide pos True The flag that determines whether the p-values are calculated on the positive side
seed   0 The seed value of the random generator
source src   The name of the source column
windowSize wnd 1 The size of the sliding window for computing the p-value