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¶
|
Sliding windows onto the data. |
|
Time series resampling at regular intervals. |
|
Methods for stationarizing time series data. |
Time-delay embedding¶
|
Point clouds from collections of time series via independent Takens embeddings. |
Representation of a single univariate time series as a point cloud. |
Compute the “optimal” parameters for a Takens (time-delay) embedding [1]_ of a univariate time series. |
Target preparation¶
|
Target creation from sliding windows over a univariate time series. |
Dynamical systems¶
|
Entropies from sets of permutations arg-sorting rows in arrays. |
Multivariate¶
Pearson dissimilarities from collections of multivariate time series. |