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NodeNode / Manipulator

Lag Column

Manipulation Column Transform Streamable
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Copies column values from preceding rows into the current row. The node can be used to

  1. make a copy of the selected column and shift the cells I steps up ( I = lag interval)
  2. make L copies of the selected column and shift the cells of each copy 1, 2, 3, ... L -1 steps up ( L = lag)

The lag option L in this node is useful for time series prediction. If the rows are sorted in time increasing order, to apply a lag L to the selected column means to place L -1 past values of the column and the current value of the column on one row.The data table can then be used for time series prediction.

The lag interval option I (periodicity or seasonality) in this node is useful to compare values from the past to the current values. Again if the rows are sorted in time increasing order, to apply a lag interval I means to set aside on the same row the current value and the value occurring I steps before.

L and I can be combined to obtain L -1 copies of the selected column, each one shifted I , 2* I , 3* I , ... ( L -1)* I steps backwards.

Node details

Input ports
  1. Type: Table
    Input
    Input data
Output ports
  1. Type: Table
    Output
    Input data with additional columns copying the values from preceding rows.

Extension

The Lag Column node is part of this extension:

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