Expand description
Temporal feature engineering utilities
This module provides comprehensive temporal feature engineering capabilities including:
- Date component extraction (year, month, day, hour, minute, second)
- Cyclical feature encoding (sin/cos transformations for periodic features)
- Lag and rolling window features
- Holiday and business day indicators
- Time-based aggregations and trends
- Seasonal decomposition and analysis
- Trend detection and quantification
- Change point detection
- Fourier-based frequency domain features
All modules have been refactored for better maintainability and comply with the 2000-line refactoring policy.
Re-exports§
pub use changepoint::*;pub use datetime_utils::*;pub use fourier::*;pub use interpolation::*;pub use lag_features::*;pub use seasonal::*;pub use stationarity::*;pub use temporal_features::*;pub use trend::*;
Modules§
- changepoint
- Change point detection for time series
- datetime_
utils - DateTime utilities and date/time component extraction
- fourier
- Fourier-based feature generation for time series
- interpolation
- Time series interpolation and resampling utilities
- lag_
features - Lag feature generation for time series data
- seasonal
- Seasonal decomposition for time series analysis
- stationarity
- Stationarity transformations for time series
- temporal_
features - Temporal feature extraction from datetime data
- trend
- Trend detection and analysis for time series