A time series featurizer.
Project description
Time-Series Featurizer
This module helps with the time series featurization, providing many tools and a simple interface for custom tools creation.
-
Time-Domain Featurization
- Mean
- Min / Max
- Standard deviation
- Kurtosis
- Skewness
- ...
-
Frequency-Domain Featurization
- Peak detection
- Energy
- ...
-
Auto-regression
- AR
- ARMA
- ARIMA
- VAR
- ...
-
Wavelet transform
-
Hilbert's transform
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