Time-series transformations
Time-series statistics mixin
- class simba.mixins.timeseries_features_mixin.TimeseriesFeatureMixin[source]
Time-series methods focused on signal complexity in sliding windows. Mainly in time-domain - fft methods (through e.g. scipy) I’ve found so far has not been fast enough for rolling windows in large datasets.
Note
Many method has numba typed signatures to decrease compilation time through reduced type inference. Make sure to pass the correct dtypes as indicated by signature decorators.
Important
See references for mature packages computing more extensive timeseries measurements
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Time-series statistics GPU methods
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