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fix in GBMForecaster
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iotfunctions/anomaly.py

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@@ -2474,18 +2474,22 @@ def lag_features(self, df=None, Train=True):
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new_features.append(lagged_feature + '_' + str(lag))
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'''
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# find out proper timescale
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mindelta, df_copy = min_delta(df.droplevel(0))
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# add day of week and month of year as two feature pairs for at least hourly timescales
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'''
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include_day_of_week = False
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include_hour_of_day = False
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'''
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if mindelta >= pd.Timedelta('1h'):
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logger.info(self.whoami + ' adding day_of_week feature')
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include_day_of_week = True
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elif mindelta >= pd.Timedelta('1m'):
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logger.info(self.whoami + ' adding hour_of_day feature')
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include_hour_of_day = True
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'''
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# add day of week or hour of day if appropriate
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