Generate Sliding Window from Time Series Dataset
Project description
SlidingWindowGenerator
- based on tensorflow v2.3.0
- use timeseries_dataset_from_array function which was introduced in tf v2.3.0
- This module converts time series data from dataframe type to sliding window type
- to use as input in RNN based layer
- This module was based on tensorflow official docs, just aggregate some functions and add small tuning to use it more efficiently.
- to make it possible to control batch_size, sequence_stride_size and shuffle more freely.
- Module is in
./src/sliding_window_generator.py
and the example of how to use it is in./src/example.ipynb
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