functime-org / functime

Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.
https://docs.functime.ai
Apache License 2.0
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fix(206): Fix `ValueError` in `cwt_coefficients` #208

Closed khrapovs closed 5 months ago

khrapovs commented 5 months ago

Reference Issues/PRs

Closes #206

What does this implement/fix? Explain your changes.

Any other comments?

I am not 100% sure in the fix myself. I have compared with https://github.com/scipy/scipy/blob/v1.13.0/scipy/signal/_wavelets.py#L543 and with https://tsfresh.readthedocs.io/en/latest/_modules/tsfresh/feature_extraction/feature_calculators.html#cwt_coefficients. But I do not have time to validate the math with the code. I will need a very thorough review.

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