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automl.time_series.ts_data

TimeSeriesDataset Objects

@dataclass
class TimeSeriesDataset()

to_univariate

def to_univariate() -> Dict[str, "TimeSeriesDataset"]

Convert a multivariate TrainingData to a dict of univariate ones @param df: @return:

fourier_series

def fourier_series(feature: pd.Series, name: str)

Assume feature goes from 0 to 1 cyclically, transform that into Fourier @param feature: input feature @return: sin(2pifeature), cos(2pifeature)

DataTransformerTS Objects

class DataTransformerTS()

Transform input time series training data.

fit

def fit(X: Union[DataFrame, np.array], y)

Fit transformer.

Arguments:

  • X - A numpy array or a pandas dataframe of training data.
  • y - A numpy array or a pandas series of labels.

Returns:

  • X - Processed numpy array or pandas dataframe of training data.
  • y - Processed numpy array or pandas series of labels.