TimeWindow

Summary

This class describes a TimeWindow that is applied in an Aggregation within a Batch or Stream Feature View.

Time Windows are useful for expressing a feature like "user transaction average in the last 7 days."

For an overview of Aggregation Windows, check out Aggregation Windows.

Description

Tecton aggregations are applied over a specified time window using the time_window parameter. Use the TimeWindow class to create an aggregation over a fixed window size as shown in the example below:

from tecton import batch_feature_view, FilteredSource, Aggregation, TimeWindow


@batch_feature_view(
    sources=[FilteredSource(transactions)],
    mode="spark_sql",
    entities=[user],
    aggregation_interval=timedelta(days=1),
    aggregations=[Aggregation(column="amount", function="mean", time_window=TimeWindow(window_size=timedelta(days=7)))],
)
def user_average_transaction_amount(transactions):
    return f"""
        SELECT user_id, timestamp, amt
        FROM {transactions}
        """

note

If you directly pass a datetime.timedelta object to the time_window parameter, as in time_window=datetime.timedelta(days=7), it will be inferred as time_window=TimeWindow(window_size=datetime.timedelta(days=7))

The end time of this window will be the most recent aggregation interval relative to the online request time or offline events dataframe timestamp.

Offset Time Windows

The end time of the time window can be adjusted via an offset parameter in the TimeWindow class as shown in the example below. In this example, the window will be from -10 days to -3 days:

from tecton import batch_feature_view, FilteredSource, Aggregation, TimeWindow
from datetime import timedelta


@batch_feature_view(
    sources=[FilteredSource(transactions)],
    mode="spark_sql",
    entities=[user],
    aggregation_interval=timedelta(days=1),
    aggregations=[
        Aggregation(
            column="amount",
            function="mean",
            time_window=TimeWindow(window_size=timedelta(days=7), offset=timedelta(days=-3)),
        )
    ],
)
def user_average_transaction_amount(transactions):
    return f"""
        SELECT user_id, timestamp, amt
        FROM {transactions}
        """

note

The offset parameter must always be negative.

Example

Consider the following example mock data:

	user_id	timestamp	value
0	user_1	2022-05-14 00:00:00	1
1	user_1	2022-05-15 00:00:00	3
2	user_1	2022-05-16 00:00:00	6
3	user_1	2022-05-17 00:00:00	11
4	user_1	2022-05-18 00:00:00	23

A Feature View can have aggregations with and without an offset.

from tecton import Entity, batch_feature_view, Aggregation, TimeWindow

user_entity = Entity(name="user", join_keys=["user_id"])


@batch_feature_view(
    mode="spark_sql",
    sources=[ds],
    entities=[user_entity],
    aggregation_interval=timedelta(days=1),
    timestamp_field="timestamp",
    offline=True,
    online=True,
    feature_start_time=datetime(2022, 5, 1),
    aggregations=[
        Aggregation(column="value", function="sum", time_window=TimeWindow(window_size=timedelta(days=2))),
        Aggregation(
            column="value",
            function="sum",
            time_window=TimeWindow(window_size=timedelta(days=2), offset=timedelta(days=-2)),
        ),
    ],
)
def user_transaction_sums(input_table):
    return f"""
        SELECT user_id, timestamp, value
        FROM {input_table}
        """

During Offline Retrieval, when you pass in an events dataframe to join against, the aggregation will be computed over the time window with an offset relative to the timestamps in the input events dataframe. We give examples of how the aggregation is computed for different timestamps in the events dataframe below.

import pandas as pd
import datetime

training_events = pd.DataFrame(
    {
        "user_id": ["user_1", "user_1", "user_1", "user_1"],
        "timestamp": [datetime(2022, 5, 15), datetime(2022, 5, 18), datetime(2022, 5, 19), datetime(2022, 5, 20)],
    }
)

df = user_transaction_sums.get_features_for_events(training_events).to_pandas()
display(df)

	user_id	timestamp	user_transaction_sums__value_sum_2d_1d	user_transaction_sums__value_sum_2d_1d_offset_2d
0	user_1	2022-05-15 00:00:00	1	None
1	user_1	2022-05-18 00:00:00	17	4
2	user_1	2022-05-19 00:00:00	34	9
3	user_1	2022-05-20 00:00:00	23	17

Attributes

The attributes are the same as the __init__ method parameters. See below.

Methods

__init__(...)

Parameters

Name	Required?	Description
window_size	Yes	The size of the window, expressed as a positive timedelta.
offset	No. Defaults to 0.	The relative end time of the window, expressed as a negative timedelta.