Process Windows

Synopsis

This operator creates windows from the input time series ExampleSet and loops over its inner subprocess for each of the windows.

Description

A window, with the size defined by thewindow sizeparameter is created from the input time series and provided at the innerwindowed example setport of the operator. Any operators can be inserted into the subprocess and work with the windowed ExampleSet. The results can than be provided to theoutputport. Theseoutputport is a port extender, which means, that a newoutputport is created every time you connect one of the ports.

If the parametercreate horizon(labels) is set to true, additional attributes are added to ExampleSets provided at the output ports. See the description of the parameter for more details. For the next iteration the window is shifted bykvalues, defined by thestep sizeparameter.

The described behavior is the default example based windowing. It can be changed to time based windowing or custom windowing by changing theunitparameter. For time based windowing, the windowing parameter are specified in time durations/periods. For the "custom" windowing an additional ExampleSet has to be provided to the new "custom windows" input port. It holds the start (and optional the stop values) of the windows. For more details see theunitparameter and the description of the corresponding parameters.

Expert settings (for exampleno overlapping windows, a value for thehorizon offset,empty window handling,add last index in window attributeparameter ...) can be enabled by selecting the correspondingexpert settingsparameter.

This operator works on all time series (numerical, nominal and time series with date time values).

Input

example set

The ExampleSet which contains the time series data as attributes.

custom windows

The example set which contains the start (and stop) values of the custom windows. Only needs to be connected if the parameterunitis set tocustom.

input

This is port is a port extender, which means if a port is connected a newinputport is created. Any IOObject can be connected to the port and is passed to the corresponding innerinputport for each iteration.

Output

output

This is port is a port extender, which means if a port is connected a newoutputport is created. The port collects every result that is provided by the inner process and returns a collections of all iterations. If the parameterscreate horizon(labels) oradd last index in window attributeis set to true and the connected IOObject is an ExampleSet, additional attributes are added to the ExampleSets. See the description of the corresponding parameters for details.

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. The different filter types are:

all: This option selects all attributes of the ExampleSet 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specify a regular 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: This option selects all attributes of the ExampleSet 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

可以选择所需的属性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.

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.

Block type

This option allows to select a block type of attribute.

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.

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. Sspecial attributes are 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 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.

Has indices

This parameter indicates if there is an index attribute associated with the time series. If this parameter is set to true, the index attribute has to be selected.

Indices attribute

If the parameterhas indicesis set to true, this parameter defines the associated index attribute. It can be either a date, date_time or numeric value type attribute. The attribute name can be selected from the drop down box of the parameter if the meta data is known.

Expert settings

This parameter can be selected to show expert settings for a more detailed configuration of the operator. The expert settings are:windows defined,custom start point,custom end point,date format,no overlapping windows,horizon offset,empty window handlingandadd last index in window attribute.

Unit

The mode on how windows are defined. It defines the unit of the window parameters (window size,step size,horizon sizeandhorizon offset).

example based: The window parameters are specified in number of examples. This is the default option.
time based: The window parameter are specified in time durations/periods (units ranging from milliseconds to years).
custom: An additional example set has to be provided to the new "custom windows" input port. It holds the start (and optional the stop values) of the windows.

Windows defined

This parameter defines the point from which the windows are defined of. It is an expert setting and hence it is only shown if the parameterexpert settings被选中。

from start: The first window will start at the first example of the input data set. The following windows are set up according to the window parameters.
from end: The last window will end at the last example of the input data set. The previous windows are set up according to the window parameters.
custom start: The first window will start at the custom start point provided by the parametercustom start point/custom start time. The following windows are set up according to the window parameters.
custom end: The last window will end at the custom end point provided by the parametercustom end point/custom end time. The previous windows are set up according to the window parameters.

Custom start point

If the parameterwindows definedis set tocustom startand theunitis set toexample based从whi,该参数定义了自定义的点ch the windows start. It is an expert setting and hence it is only shown if the parameterexpert settings被选中。

Custom end point

If the parameterwindows definedis set tocustom endand theunitis set toexample based, this parameter defines the custom point where the windows end. It is an expert setting and hence it is only shown if the parameterexpert settings被选中。

Custom start time

If the parameterwindows definedis set tocustom startand theunitis set totime based, this parameter defines the custom date time point from which the windows start.

The date time format used to interpret the string provided in this parameter is defined by the parameterdate format. It is an expert setting and hence it is only shown if the parameterexpert settings被选中。

Custom end time

If the parameterwindows definedis set tocustom endand theunitis set totime based, this parameter defines the custom date time point where the windows end.

Date format

Date format used for thecustom start timeandcustom end timeparameters. It is an expert setting and hence it is only shown if the parameterexpert settings被选中。

Window size

The number of values in one window. The ExampleSet provided at thewindowed example setport of the inner subprocess will havewindow sizenumber of examples. Thewindow sizehas to be smaller or equal to the length of the time series.

Window size time

The time duration/period of one window. The example set provided at thewindowed example setport of the inner subprocess will have all examples which are in the corresponding window. Thewindow size timehas to be smaller or equal to the time duration of the time series.

No overlapping windows

If this parameter is set to true, the parameterstepsizeis determined automatically, so that windows and horizons don't overlap. The stepsize is set towindow size+horizon size+horizon offset. It is an expert setting and hence it is only shown if the parameterexpert settings被选中。

Step size

The step size between the first values of two consecutive windows. E.g. with a window size of 10 and a step size of 2, the first window has the values from 0, ..., 9, the second window the values from 2, ..., 11 and so on. Ifno overlapping windowsis set to true thestep sizeis automatically determined depending onwindow size,horizon sizeandhorizon offset.

Step size time

The step size (in units of time) between the start points of two consecutive windows. E.g. with a window size of 1 week and a step size of 2 days, the first window has the days from 0, ..., 6, the second window the days from 2, ..., 8 and so on. Ifno overlapping windowsis set to true thestep size timeis automatically determined depending onwindow size time,horizon size timeandhorizon offset time.

Create horizon (labels)

If this parameter is set to true, one or more attributes are added to all ExampleSets which are provided at theoutput港口内部的子流程。它们包含的瓦尔ues of the horizon window which is defined by the parametershorizon attribute,horizon sizeandhorizon offset. Objects provided at theoutputports, which aren't ExampleSet are not changed.

Horizon attribute

If the parametercreate horizon(labels) is set to true, this parameter defines the attribute holding the horizon. The attribute name can be selected from the drop down box of the parameter if the meta data is known.

Horizon size

The number of values taken as the horizon. For each value in the horizon, an attribute is created, named<time series attribute name>+i(horizon) with i running from 1, ...,horizon size. If thehorizon sizeis one, the role of the created attribute is set tolabel. If the size is larger (and thus more than one attribute is created), the role of the attributes are set toHorizon+i, with i running from 1, ...,horizon size.

Horizon size time

The time duration/period taken as the horizon. An attribute per example in the horizon window is created and added to the result example sets. Hence, the horizon window with the most examples (maximum number of horizon values) will define how many attributes are added. For windows with less examples, the other attributes are filled with missing values.

The name of the new attributes are<time series attribute name>+i(horizon) with i running from 1, ...,maximum number of horizon values. If the maximum number of horizon values is one, the role of the created attribute is set tolabel. If it is larger the role of the attributes are set toHorizon+i, with i running from 1, ...,horizon size.

Horizon offset

The offset between the windows and their corresponding horizons. If the offset is 0 the horizon is taken from the consecutive values behind the window. Otherwise the horizon ishorizon offsetvalues behind the end of the window. It is an expert setting and hence it is only shown if the parameterexpert settings被选中。

Horizon offset time

The offset (in time units) between the windows and their corresponding horizons. If the offset is 0 the horizon is set directly behind the window. Otherwise the horizon starts the time duration provided by this parameter behind the end of the window. It is an expert setting and hence it is only shown if the parameterexpert settings被选中。

Windows stop definition

Defines if the end of the custom windows are either defined by the start of the next window (windows are spanning over the whole index range) or from an additional attribute.

from next window start: The end of the windows are defined by the start of the next window (windows are spanning over the whole index range) Training windows end at the start of the next horizon window (or the next training window, if there aren't horizon windows). Horizon windows end at the start of the next training window. Be aware that the last value of the start definition values (the last value of thehorizon start attributeor the last value of thewindow start attribute, if there aren't horizon windows) is only used as the end of the final window.
from attribute: The end of the windows are defined by additional attribute(s) in the custom window example set. The attribute names have to be provided by the parameterswindow stop attributeandhorizon stop attribute.

Window start attribute

This parameter defines the attribute in the custom window example set (the example set provided at thecustom windowsinput port) which contains the start values for the custom training windows.

Thewindow start attribute,window stop attribute,horizon start attributeandhorizon stop attributehave to be of the same data type. If the data type is integer, the windowing is example based (see parameterunit) otherwise the attributes needs to be the same data type as the indices attribute.

Window stop attribute

This parameter defines the attribute in the custom window example set (the example set provided at thecustom windowsinput port) which contains the end values for the custom training windows.

Horizon start attribute

This parameter defines the attribute in the custom window example set (the example set provided at thecustom windowsinput port) which contains the start values for the custom horizon windows.

Horizon stop attribute

This parameter defines the attribute in the custom window example set (the example set provided at thecustom windowsinput port) which contains the stop values for the custom horizon windows.

Empty window handling

This parameter defines how empty windows (windows which do not contain an Example) will be handled. It is an expert setting and hence it is only shown if the parameterexpert settings被选中。

add empty exampleset: Empty windows will be added as an empty ExampleSet, or a row with missing values.
skip: Empty windows will be skipped completely in the processing. If horizon windows are created as well and either the training or the horizon window is empty, the processing for both windows is skipped
fail: A user error is thrown, if an empty window occurs.

Add last index in window attribute

If this parameter is set to true, an additional attribute is added to all ExampleSets which are provided at theoutput港口内部的子流程。If the parameterhas indicesis true, the additional attribute is named:Last<indices attribute>in windowand contains the last index value in the corresponding window. Ifhas indicesis false the additional attribute is calledWindow idand contains the number of the corresponding window (starting form 0). Objects provided at theoutputports, which aren't ExampleSet are not changed. It is an expert setting and hence it is only shown if the parameterexpert settings被选中。

Enable parallel execution

This parameter enables the parallel execution of the subprocess. Please disable the parallel execution if you run into memory problems.