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Utility functions for time series feature extraction
This module contains utility functions that are used across multiple feature extraction algorithms, including mathematical operations, data transformations, pattern detection, and statistical computations.
Structs§
- Bispectrum
Features - Bispectrum analysis features
- Phase
Spectrum Features - Phase spectrum analysis features
- Scale
Spectral Features - Scale-based spectral analysis features
Functions§
- calculate_
entropy - Calculate entropy from class counts
- calculate_
mad - Calculate median absolute deviation
- calculate_
median - Calculate median of a time series
- calculate_
pearson_ correlation - Calculate Pearson correlation coefficient between two arrays
- calculate_
percentile - Calculate percentile from sorted data
- calculate_
std_ dev - Calculate standard deviation of a time series
- calculate_
trimmed_ mean - Calculate trimmed mean
- calculate_
winsorized_ mean - Calculate winsorized mean
- coarse_
grain_ series - Coarse grain time series for multiscale analysis
- compute_
power_ spectrum - Compute power spectrum from autocorrelation
- cubic_
interpolate - Cubic interpolation (fallback to linear for now)
- detect_
turning_ points - Detect turning points in time series
- discretize_
and_ get_ probabilities - Discretize and get probability distribution
- discretize_
value - Discretize a single value into a bin
- downsample_
series - Downsample time series
- downsample_
signal - Downsample signal by taking every nth sample
- euclidean_
distance_ subsequence - Calculate Euclidean distance between two subsequences
- find_
local_ extrema - Find local extrema in a signal
- find_
min_ max - Find minimum and maximum values in a time series
- gaussian_
breakpoints - Get Gaussian breakpoints for SAX conversion
- get_
ordinal_ pattern - Get ordinal pattern from a window
- linear_
fit - Simple linear fit for two variables
- linear_
interpolate - Linear interpolation between points
- refined_
coarse_ grain_ series - Refined coarse grain series with offset
- standard_
normal_ quantile - Standard normal quantile function (inverse CDF)
Type Aliases§
- Cross
Frequency Coupling Result - Type alias for cross frequency coupling analysis results
- Frequency
Feature Result - Type alias for complex frequency feature extraction results
- Multiscale
Spectral Result - Type alias for multiscale spectral analysis results
- Phase
Spectrum Result - Type alias for phase spectrum analysis results
- Spectral
Peak Result - Type alias for spectral peak detection results