Welcome to giotto-time’s API reference!¶
gtime.causality
: Causality Tests¶
The gtime.causality
module deals with the causality tests for time
series data.
Test the shifted linear fit coefficients between two or more time series. |
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Class responsible for assessing the shifted Pearson correlations (PPMCC) between two or more series. |
gtime.compose
: Compose¶
The gtime.compose
module contains meta-estimators for building composite models
with transformers.
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Applies transformers to columns of a pandas DataFrame. |
gtime.feature_extraction
: Feature Extraction¶
The gtime.feature_extraction
module deals with the creation of features
starting from a time series.
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Perform a shift of a DataFrame of size equal to |
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For each row in |
For each row in |
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Compute the polynomial feature_extraction, of a degree equal to the input |
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Reindex |
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Constructs a transformer from an arbitrary callable. |
gtime.feature_generation
: Feature Generation¶
The gtime.feature_generation
module deals with the creation of features that do
not depend on the input data, but just on its index.
Create a sinusoid from a given date and with a given period and amplitude. |
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Generate a |
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Create a feature based on the national holidays of a specific country. |
gtime.forecasting
: Forecasting¶
The gtime.forecasting
module contains a collection of machine learning models,
for dealing with time series data.
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Generalized Auto Regression model. |
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Generalized Auto Regression model with feedforward training. |
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Trend forecasting model. |
gtime.regressors
: Regressors¶
The gtime.regressors
module contains regression models.
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Implementation of a LinearRegressor that takes a custom loss function. |
gtime.metrics
: Metrics¶
The gtime.metrics
module contains a collection of different metrics.
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Compute the ‘Symmetric Mean Absolute Percentage Error’ (SMAPE) between two vectors. |
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Compute the maximum error between two vectors. |
gtime.model_selection
: Model Selection¶
The gtime.model_selection
module deals with model selection.
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Splits the feature matrices X and y in X_train, y_train, X_test, y_test. |
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Perform a shift of the original |
gtime.preprocessing
: Preprocessing¶
The gtime.preprocessing
module deals with the preprocessing of time series
data.
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Transforms an array-like sequence in a period-index DataFrame with a single column. |