Struct TemporalFeatureExtractor 

pub struct TemporalFeatureExtractor { /* private fields */ }

Temporal Feature Extractor

Extracts temporal features from time series data including lag features, rolling statistics, trend, and seasonality components.

Parameters

• n_lags - Number of lag features to generate
• window_sizes - Window sizes for rolling statistics
• extract_trend - Whether to extract trend features
• extract_seasonality - Whether to extract seasonality features
• seasonal_periods - Periods for seasonality extraction

Examples

use sklears_feature_extraction::temporal_features::TemporalFeatureExtractor;
use scirs2_core::ndarray::{array, Array1, ArrayView1, ArrayView2};

let ts_data = array![1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0];
let extractor = TemporalFeatureExtractor::new()
    .n_lags(3)
    .window_sizes(vec![3, 5])
    .extract_trend(true);

let features = extractor.extract_features(&ts_data.view()).expect("valid time series produces features");

Implementations

impl TemporalFeatureExtractor

pub fn new() -> Self

Create a new TemporalFeatureExtractor

pub fn n_lags(self, n_lags: usize) -> Self

Set the number of lag features

pub fn window_sizes(self, window_sizes: Vec<usize>) -> Self

Set the window sizes for rolling statistics

pub fn extract_trend(self, extract_trend: bool) -> Self

Set whether to extract trend features

pub fn extract_seasonality(self, extract_seasonality: bool) -> Self

Set whether to extract seasonality features

pub fn seasonal_periods(self, seasonal_periods: Vec<usize>) -> Self

Set the seasonal periods

pub fn fill_method(self, fill_method: String) -> Self

Set the fill method for missing values

pub fn extract_features( &self, ts: &ArrayView1<'_, Float>, ) -> SklResult<Array1<Float>>

Extract temporal features from a time series

Trait Implementations

impl Clone for TemporalFeatureExtractor

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TemporalFeatureExtractor

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

Formats the value using the given formatter.

impl Default for TemporalFeatureExtractor

fn default() -> Self

Returns the “default value” for a type.