gluonts.time_feature.lag module

gluonts.time_feature.lag.get_lags_for_frequency(freq_str: str, lag_ub: int = 1200, num_lags: Optional[int] = None, num_default_lags: int = 7) → List[int]

Generates a list of lags that that are appropriate for the given frequency string.

By default all frequencies have the following lags: [1, 2, 3, 4, 5, 6, 7]. Remaining lags correspond to the same season (+/- delta) in previous k cycles. Here delta and k are chosen according to the existing code.

Parameters

• freq_str – Frequency string of the form [multiple][granularity] such as “12H”, “5min”, “1D” etc.

• lag_ub – The maximum value for a lag.

• num_lags – Maximum number of lags; by default all generated lags are returned.

• num_default_lags – The number of default lags; by default it is 7.