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
. Seesklearn.decomposition.PCA
documentation for a detailed description of all options.