Struct FourierFeatures 

pub struct FourierFeatures { /* private fields */ }

Fourier feature extractor for time series

Extracts frequency domain features using Fast Fourier Transform (FFT). Useful for capturing periodic patterns in time series data.

Implementations

impl FourierFeatures

pub fn new(ncomponents: usize) -> Self

Create a new FourierFeatures extractor

Arguments

• n_components - Number of frequency components to extract

pub fn with_phase(self) -> Self

Include phase information in features

pub fn with_sampling_freq(self, freq: f64) -> Self

Set sampling frequency

pub fn transform<S>(&self, x: &ArrayBase<S, Ix2>) -> Result<Array2<f64>>

where S: Data, S::Elem: Float + NumCast,

Transform time series data to Fourier features

Arguments

• x - Time series data, shape (n_samples, n_timesteps)

Returns

• Fourier features, shape (n_samples, n_features)

Trait Implementations

impl Clone for FourierFeatures

fn clone(&self) -> FourierFeatures

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for FourierFeatures

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.