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
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
Relation to tsfresh
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.