[scikit-learn] Moving average transformer

[Jacob Schreiber]

Hi Jeremy!

Thanks for your offer to contribute. We're always looking for people to add
good ideas to the package. Time series data can be tricky to handle
appropriately, and so I think we generally try to pass it off to more
specialized packages that focus on that. Andreas may have a more detailed
perspective on this though.

Jacob

On Thu, Jul 6, 2017 at 12:50 PM, jt cunni <jtcunni at gmail.com> wrote:

> First off, I have never contributed to anything before so please have
> patience with me.  I am a data scientist and I have been working with doing
> some feature engineering on one of my datasets.  In my code, I have a
> pipeline of several transformers and an estimator.  I use my pipeline
> and randomizedsearchcv to tune my hyper-parameters and my transformer
> settings. Pretty standard stuff.  One thing I was doing was creating a
> feature that was a moving average of another feature. In a basic example,
> imagine I want to predict if a team is going to win a baseball game.  I
> create a feature that is the moving average of the last N games of runs
> scored per game (this is the window size of the moving average).  Not
> knowing what the best window size for the moving average, I created a
> custom transformer that could be put in a pipeline to find the window size
> that provides the most lift.  Is there any interest for this type of
> contribution? If so, what unittests or anything else do I need to provide?
>
>
>
> Thanks,
>
> Jeremy
>
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