A Python package to preprocess time series

Last update: Dec 17, 2022

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Overview

Disclaimer: This package is WIP. Do not take any APIs for granted.

tspreprocess

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.

Installation

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.

Owner

Maximilian Christ

Follow me on twitter: https://twitter.com/MaxBenChrist

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