gtda.time_series: Time series

The module gtda.time_series implements transformers to preprocess time series or embed them in a higher dimensional space for persistent homology.

Preprocessing

time_series.SlidingWindow([width, stride])	Sliding windows onto the data.
time_series.Resampler([period])	Time series resampling at regular intervals.
time_series.Stationarizer([operation])	Methods for stationarizing time series data.

Time-delay embedding

time_series.TakensEmbedding([…])

Representation of a univariate time series as a time series of point clouds.

Target preparation

time_series.Labeller([width, func, …])

Target creation from sliding windows over a time series.

Dynamical systems

time_series.PermutationEntropy([n_jobs])

Entropies from sets of permutations arg-sorting rows in arrays.

Multivariate

time_series.PearsonDissimilarity([…])

Pearson dissimilarities from collections of multivariate time series.