Data Policies#

Data-policy axes live in Layer 1 and Layer 2.

Layer 1 policies decide what the recipe means before preprocessing:

Axis

Valid values

missing_availability

require_complete_rows, keep_available_rows, impute_predictors_only, zero_fill_leading_predictor_gaps

raw_missing_policy

preserve_raw_missing, zero_fill_leading_predictor_missing_before_tcode, impute_raw_predictors, drop_raw_missing_rows

raw_outlier_policy

preserve_raw_outliers, winsorize_raw, iqr_clip_raw, mad_clip_raw, zscore_clip_raw, set_raw_outliers_to_missing

release_lag_rule

ignore_release_lag, fixed_lag_all_series, series_specific_lag

contemporaneous_x_rule

allow_same_period_predictors, forbid_same_period_predictors

official_transform_policy

apply_official_tcode, keep_official_raw_scale

official_transform_scope

target_only, predictors_only, target_and_predictors, none

The current default for same-period predictors is allow_same_period_predictors.

Layer 2 applies cleaning after L1: transform, outlier handling, imputation, and frame-edge trimming.