feature: transformers for time series - Githubissues

aws / sagemaker-scikit-learn-extension

A library of additional estimators and SageMaker tools based on scikit-learn

Apache License 2.0

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feature: transformers for time series #37

Closed ValerioPerrone closed 3 years ago

ValerioPerrone commented 3 years ago

Description of changes:

Add transformers that handle sequential data such as time series. Three main estimators are introduced:

TSFlattener converts a list of input strings containing sequences of varying length into a list of arrays.
TSFreshFeatureExtractor extracts features computed by tsfresh from each input array.
TimeSeriesFeatureExtractor applies the two transformers above sequentially to each sequence column in the input.

Merge Checklist

[x] I have read the CONTRIBUTING doc
[x] I used the commit message format described in CONTRIBUTING
[x] I have added tests that prove my fix is effective or that my feature works (if appropriate)
[x] I have updated any necessary documentation (if appropriate)

By submitting this pull request, I confirm that my contribution is made under the terms of the Apache 2.0 license.

wiltonwu commented 3 years ago

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wiltonwu commented 3 years ago

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wiltonwu commented 3 years ago

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wiltonwu commented 3 years ago

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wiltonwu commented 3 years ago

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wiltonwu commented 3 years ago

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wiltonwu commented 3 years ago

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