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Time Series Data Processing Engine (TSDPE)

Table of Contents

Overview

Time Series Data Processing Engine (TSDPE) is a Python library that offers advanced functionalities for time series data processing and analysis.

Features

Dataset Fusion

Dataset Fusion is a feature that allows you to combine multiple datasets into a single unified dataset. This is particularly useful when dealing with different sources of time-series data that need to be synchronized and resampled to achieve a common timestamp.

How it works

  1. Data Loading: Load multiple datasets with differing timestamps.
  2. Synchronization: Align the datasets to have a common timestamp.
  3. Resampling: Interpolate or decimate data points to conform to a user-defined sampling rate.

Order Domain Normalization (ODN)

Order Domain Normalization (ODN) is designed to normalize and process time-series data in the frequency domain with a focus on the harmonic analysis.

How it works

  1. Fourier Transformation: Convert the time-domain data into frequency-domain data.
  2. Normalization: Normalize the frequency data based on a reference.
  3. Inverse Fourier Transformation: Convert the normalized frequency-domain data back into time-domain.

Getting Started

Prerequisites

  • Python 3.9+
  • Pipenv

Installation

Clone the repository and navigate to the project directory:

git clone https://github.com/yourusername/TSDPE.git
cd TSDPE

Install dependencies using Pipenv:

pipenv install --dev

Usage

  1. To use Dataset Fusion, import and call the relevant function:

    from tsdpe import dataset_fusion
  2. For ODN, use:

    from tsdpe import order_domain_normalization

Testing

Run the tests to ensure everything is set up correctly:

pytest

Code Formatting and Linting

  • This project uses Black for code formatting and pylint for linting.

    black .
    pylint tsdpe/

CI/CD

GitHub Actions is set up for Continuous Integration. It automatically runs tests and linters on every push to the repository.

Acknowledgments

  • Thanks to the Brunel AI Center for providing support and inspiration, and have helped to improve this project.

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Time Series Data Processing Engine

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