PCATransformer

class sktime.transformations.panel.pca.PCATransformer(n_components=None, **kwargs)[source]

Transformer that applies Principle Components Analysis to a univariate time series.

Provides a simple wrapper around sklearn.decomposition.PCA.

Parameters
  • n_components (int, float, str or None (default None)) – Number of principle components to retain. By default, all components are retained. See sklearn.decomposition.PCA documentation for a detailed description of all options.

  • **kwargs – Additional parameters passed on to sklearn.decomposition.PCA. See sklearn.decomposition.PCA documentation for a detailed description of all options.

__init__(n_components=None, **kwargs)[source]

Initialize self. See help(type(self)) for accurate signature.