Disclaimer: This package is WIP. Do not take any APIs for granted.
Time series can contain noise, may be sampled under a non fitting rate or just need to be compressed. tspreprocess is a library for such preprocessing tasks. It contains tools to transform and clean time series data for better analyses.
In detail, we are planning to add methods to do
- Denoising
- Compression
- Resampling
- ...
Our goal is to make this the most comprehensive time series preprocessing library.
Clone the repo, cd into it and install it with pip locally
git clone https://github.com/MaxBenChrist/tspreprocess
cd tspreprocess
pip install -e .
You can run the test suite by
python setup.py test
This package will based on the data formats from the python feature extraction pacakge tsfresh (https://github.com/blue-yonder/tsfresh), allowing a seamless integration between both packages.