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Create a Lead Predictor

Source: R/step_lead.R
step_lead.Rd

step_lead() creates a specification of a recipe step that will create one or more new columns of data that are leading (i.e. future) values of existing columns. This is the target-side companion to [recipes::step_lag()] (which only supports positive lag/past values, not lead/future values) and is intended for building multi-step-ahead forecasting targets, e.g. step_lead(y, lead = 1:6) produces the next six values of y as separate columns, one per row.

Usage

step_lead(
  recipe,
  ...,
  lead = 1,
  prefix = "lead_",
  default = NA,
  role = "outcome",
  trained = FALSE,
  columns = NULL,
  keep_original_cols = TRUE,
  skip = FALSE,
  id = recipes::rand_id("lead")
)

Arguments

recipe

A recipe object. The step will be added to the sequence of operations for this recipe.

...

One or more selector functions to choose which variables are leading. See [selections()] for more details. For the tidy method, these are not currently used.

lead

A vector of nonnegative integers. Each value produces a leading column for each selected variable.

prefix

A prefix added to the leading columns names. The default naming convention is <prefix><lead value>_<original variable name>, e.g. lead_1_value.

default

Value to fill in the trailing rows that don't have a complete future window (analogous to default in [recipes::step_lag()]). Defaults to NA.

role

For model terms created by this step, what analysis role should they be assigned?. By default, the new columns are used as outcomes.

trained

A logical to indicate if the quantities for preprocessing have been estimated.

columns

A character string of the selected variable names. This is NULL until the step is trained by [prep.recipe()].

keep_original_cols

A logical to keep the original variables in the output. Defaults to TRUE.

skip

A logical. Should the step be skipped when the recipe is baked by [bake.recipe()]? While all operations are baked when prep is run, skipping when bake is run may be other times when it is desirable to skip a processing step.

id

A character string that is unique to this step to identify it.

Value

An updated version of recipe with the new step added to the sequence of existing steps (if any). For the tidy method, a tibble with columns terms (the selected column names), value (the name of the resulting leading column), and id (the step identifier).

Details

Combine with [recipes::step_naomit()] (e.g. step_naomit(starts_with(prefix))) to drop the trailing rows that don't have a full future window, mirroring how [step_sequence()]'s padding = "drop" removes rows lacking a full past window.

Examples

library(recipes)

dat <- data.frame(y = 1:10)

rec <- recipe(y ~ ., data = dat) %>%
  step_lead(y, lead = 1:2) %>%
  prep()

bake(rec, new_data = NULL)
#> # A tibble: 10 × 3
#>        y lead_1_y lead_2_y
#>    <int>    <int>    <int>
#>  1     1        2        3
#>  2     2        3        4
#>  3     3        4        5
#>  4     4        5        6
#>  5     5        6        7
#>  6     6        7        8
#>  7     7        8        9
#>  8     8        9       10
#>  9     9       10       NA
#> 10    10       NA       NA