A time series featurizer.

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License: MIT License

Author: Joanes Plazaola

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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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License: MIT License

Author: Joanes Plazaola

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This version

0.5

0.4

0.3

0.2

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