`cumsum` – Cumulative sum of a series.#

Back to op axis | Back to L3 | Browse all options

Operational op under axis op, sub-layer L3_A_step_op, layer l3. Standalone callable: mf.functions.cumsum_transform.

Function signature#

mf.functions.cumsum_transform(
    panel: pd.DataFrame,
) -> pd.DataFrame

Parameters#

name	type	default	constraint	description
`panel`	`pd.DataFrame`	—	—	Input panel. Each column is a variable; rows are time periods. Series is promoted to a single-column DataFrame internally.

Returns#

pd.DataFrame — scalar result.

Behavior#

Running total Σ_{s ≤ t} y_s. Inverts diff (modulo an initial constant). Used to recover level forecasts from differenced predictions or to build cumulative-shock features.

When to use

Building cumulative-impact features; recovering levels from differenced forecasts.

In recipe context#

Set params.op = "cumsum" in the relevant layer to activate this op within a recipe:

# Layer L3 recipe fragment
params:
  op: cumsum

References#

macroforecast design Part 2, L3: ‘feature engineering is a DAG of typed transforms; cascade-depth bounds the longest chain at cascade_max_depth.’

cumsum – Cumulative sum of a series.#