FeatureExtractor

Struct FeatureExtractor 

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pub struct FeatureExtractor;
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Feature extractor for time series data

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impl FeatureExtractor

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pub fn create_lag_features( ts: &TimeSeries, lags: &[usize], ) -> Result<Vec<Vec<f64>>>

Create lag features

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pub fn rolling_statistics( ts: &TimeSeries, window: usize, ) -> Result<RollingStats>

Calculate rolling statistics (mean, std, min, max)

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pub fn trend_features(ts: &TimeSeries, window: usize) -> Result<Vec<f64>>

Extract trend features using linear regression

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pub fn rate_of_change(ts: &TimeSeries, periods: usize) -> Result<Vec<f64>>

Extract rate of change features

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