calculate_window_based_features

scirs2_series::features::window_based

Function calculate_window_based_features 

Source 
pub fn calculate_window_based_features<F>(
    ts: &Array1<F>,
    config: &WindowConfig,
) -> Result<WindowBasedFeatures<F>>
where
    F: Float + FromPrimitive + Debug + Clone + ScalarOperand + Sum,
Expand description

Calculate comprehensive window-based features

This function performs extensive sliding window analysis including multi-scale statistical features, cross-window correlations, change detection, and technical indicators commonly used in financial analysis.

§Arguments

  • ts - Input time series data
  • config - Window analysis configuration

§Returns

WindowBasedFeatures containing comprehensive windowed analysis