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Generate Sliding Window from Time Series Dataset

Project description

SlidingWindowGenerator

  • based on tensorflow 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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