Extract Aggregates

Synopsis

This operator calculates a set of aggregated values of one or more time series.

Description

This operator calculates descriptive features (e.g. sum, mean, min, max, ...) of the distribution of the values of one or more time series. The calculated features are provided as an ExampleSet at thefeaturesoutput port of the operator.

Depending on the parameteradd time series namethe ExampleSet will have one example with attributes for all combination of time series and features, or n examples, one example per time series. The features be calculated can be selected individually. In combination with the Process Windows operator, this operator can be used to calculate features of windows of time series as a preparation for a general machine learning problem.

By default invalid values (missing, positive infinity and negative infinity) are included in the calculation of the aggregated values. See the description of the parameters on how the calculation of the individual features handle invalid values. Select the parameterignore invalid valuesto change this and ignore invalid values.

This operator works only on numerical time series.

Input

example set

The ExampleSet which contains the time series data as attributes.

Output

features

The ExampleSet which contains the calculated aggregates as attributes. Depending on the parameteradd time series namethe ExampleSet will have one example with attributes for all combination of time series and features, or n examples, one example per time series.

original

The ExampleSet that was given as input is passed through without changes.

Parameters

This parameter allows you to select the filter for the time series attributes selection filter; the method you want to select the attributes which holds the time series values. Only numeric attributes can be selected as time series attributes. The different filter types are:

all:这个选项选择Exampl的所有属性eSet to be time series attributes. This is the default option.
single: This option allows the selection of a single time series attribute. The required attribute is selected by theattributeparameter.
subset: This option allows the selection of multiple time series attributes through a list (see parameterattributes). If the meta data of the ExampleSet is known all attributes are present in the list and the required ones can easily be selected.
regular_expression:该选项允许您指定一个常规expression for the time series attribute selection. The regular expression filter is configured by the parametersregular expression, use except expression and except expression.
value_type: This option allows selection of all the attributes of a particular type to be time series attributes. It should be noted that types are hierarchical. For example real and integer types both belong to the numeric type. The value type filter is configured by the parametersvalue type, use value type exception, except value type.
block_type: This option allows the selection of all the attributes of a particular block type to be time series attributes. It should be noted that block types may be hierarchical. For example value_series_start and value_series_end block types both belong to the value_series block type. The block type filter is configured by the parametersblock type, use block type exception, except block type.
no_missing_values:这个选项选择Exampl的所有属性eSet as time series attributes which do not contain a missing value in any example. Attributes that have even a single missing value are not selected.
numeric_value_filter: All numeric attributes whose examples all match a given numeric condition are selected as time series attributes. The condition is specified by thenumeric conditionparameter.

Attribute

The required attribute can be selected from this option. The attribute name can be selected from the drop down box of the parameter if the meta data is known.

Attributes

The required attributes can be selected from this option. This opens a new window with two lists. All attributes are present in the left list. They can be shifted to the right list, which is the list of selected time series attributes.

Regular expression

Attributes whose names match this expression will be selected. The expression can be specified through theedit and preview regular expressionmenu. This menu gives a good idea of regular expressions and it also allows you to try different expressions and preview the results simultaneously.

Use except expression

If enabled, an exception to the first regular expression can be specified. This exception is specified by theexcept regular expressionparameter.

Except regular expression

This option allows you to specify a regular expression. Attributes matching this expression will be filtered out even if they match the first expression (expression that was specified inregular expressionparameter).

Value type

This option allows to select a type of attribute. One of the following types can be chosen: numeric, integer, real.

Use value type exception

If enabled, an exception to the selected type can be specified. This exception is specified by theexcept value typeparameter.

Except value type

The attributes matching this type will be removed from the final output even if they matched the before selected type, specified by thevalue typeparameter. One of the following types can be selected here: numeric, integer, real.

Block type

This option allows to select a block type of attribute. One of the following types can be chosen: value_series, value_series_start, value_series_end.

Use block type exception

If enabled, an exception to the selected block type can be specified. This exception is specified by theexcept block typeparameter.

Except block type

The attributes matching this block type will be removed from the final output even if they matched the before selected type by theblock typeparameter. One of the following block types can be selected here: value_series, value_series_start, value_series_end.

Numeric condition

The numeric condition used by the numeric condition filter type. A numeric attribute is selected if all examples match the specified condition for this attribute. For example the numeric condition '>6' will keep all numeric attributes having a value of greater than 6 in every example. A combination of conditions is possible: '>6 &&<11' or '<= 5 ||<0'. But && and || cannot be used together in one numeric condition. Conditions like '(>0 &&<2) || (>10 &&<12)' are not allowed because they use both && and ||.

Invert selection

If this parameter is set to true the selection is reversed. In that case all attributes not matching the specified condition are selected as time series attributes. Special attributes are not selected independent of theinvert selectionparameter as along as theinclude special attributesparameter is not set to true. If so the condition is also applied to the special attributes and the selection is reversed if this parameter is checked.

Include special attributes

Special attributes are attributes with special roles. These are: id, label, prediction, cluster, weight and batch. Also custom roles can be assigned to attributes. By default special attributes are not selected as time series attributes irrespective of the filter conditions. If this parameter is set to true, special attributes are also tested against conditions specified and those attributes are selected that match the conditions.

Add time series name

If this parameter is set to true the name of the time series attribute is added as a prefix to the name of the feature attributes. The resulting ExampleSet will have one example and n attributes, with n =<number of time series>x<number of features>. If this parameter is set to false, an additional attribute namedtime seriesis added with the name of the time series. The resulting ExampleSet will have n examples and m+1 attributes, with n =<number of time series>and m =<number of features>. The role of thetime seriesattribute is set toid.

Sum

If this parameter is set to true, the sum of the values of the time series is calculated. If invalid values aren't ignored, the sum is missing if any time series value is missing. The sum is positive/negative infinity if there is at least one positive/negative infinity values in the time series. If there are positive and negative infinity values in the time series the sum is missing.

Mean

If this parameter is set to true, the mean of the values of the time series is calculated. If invalid values aren't ignored, the mean is missing if any time series value is missing, positive or negative infinity.

Geometric mean

If this parameter is set to true, the geometric mean of the values of the time series is calculated. If invalid values aren't ignored, the geometric mean is missing if any time series value is missing or negative infinity. The geometric mean is positive infinity if there is at least one positive infinity values in the time series.

First quartile

If this parameter is set to true, the first quartile of the values of the time series is calculated. If invalid values aren't ignored, these values are listed in the same way as finite values for the determination of the first quartile.

Median

If this parameter is set to true, the median of the values of the time series is calculated. If invalid values aren't ignored, these values are listed in the same way as finite values for the determination of the median.

Third quartile

If this parameter is set to true, the third quartile of the values of the time series is calculated. If invalid values aren't ignored, these values are listed in the same way as finite values for the determination of the third quartile.

Min

If this parameter is set to true, the minimum of the values of the time series is calculated. If invalid values aren't ignored, negative and positive infinity are taken into account for the determination of the minimum, while missing values are ignored.

Max

If this parameter is set to true, the maximum of the values of the time series is calculated. If invalid values aren't ignored, negative and positive infinity are taken into account for the determination of the maximum, while missing values are ignored.

Std deviation

如果这个参数设置为true,标准的开发iation of the values of the time series is calculated. If invalid values aren't ignored, the standard deviation is missing if any time series value is missing, positive or negative infinity.

Kurtosis

If this parameter is set to true, the kurtosis of the values of the time series is calculated. If invalid values aren't ignored, the kurtosis is missing if any time series value is missing, positive or negative infinity.

Skewness

If this parameter is set to true, the skewness of the values of the time series is calculated. If invalid values aren't ignored, the kurtosis is missing if any time series value is missing, positive or negative infinity.

Ignore invalid values

If this parameter is set to true invalid values (missing, positive and negative infinity) are ignored in the calculation of the features.