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Signal PrOcEssing Features for transaction data

Project description

PyPi Version PyPI

SPOEF

Overview

SPOEF is a Python package that lets you easily generate features with signal processing methods from transaction data.

Example Usage - Generating Features

transaction_features_quarterly = feature_generation(
    data=data[["name", "date", "transaction"]],
    grouper="name",
    combine_fill_method="transaction",
    time_window='quarter',
    list_featuretypes=["FourierComplete", "WaveletComplete"],
    observation_length=1
)

Installation

pip install SPOEF

Documentation

The documentation can be found here.

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