Module time_series

Module time_series 

Source
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Time series feature extraction Time series feature extraction

This module provides utilities for extracting features from time series data, including Fourier features, wavelet features, and lag features.

Structsยง

FourierFeatures
Fourier feature extractor for time series
LagFeatures
Lag feature extractor for time series
TimeSeriesFeatures
Combined time series feature extractor
WaveletFeatures
Wavelet feature extractor for time series