Module window_based 

Window-based aggregation features for time series analysis

This module provides comprehensive sliding window analysis including multi-scale statistical features, cross-window correlations, change detection, rolling statistics, technical indicators, and normalized features for financial and statistical analysis.

Structs

BollingerBandFeatures

Bollinger band features

ChangeDetectionFeatures

Change detection features from window analysis

CrossWindowFeatures

Cross-window analysis features

MACDFeatures

MACD (Moving Average Convergence Divergence) features

NormalizedRollingFeatures

Normalized rolling features

RollingStatistics

Rolling aggregation statistics

WindowBasedFeatures

Window-based aggregation features for time series analysis

WindowFeatures

Features computed over a specific window size

WindowSummaryStats

Summary statistics of rolling window features

Functions

calculate_window_based_features

Calculate comprehensive window-based features