features

package
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Published: Aug 25, 2025 License: Apache-2.0 Imports: 5 Imported by: 0

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Types

type FFTTransformer

type FFTTransformer struct {
	// contains filtered or unexported fields
}

FFTTransformer adds FFT-based features to the dataset.

func NewFFTTransformer

func NewFFTTransformer(window, k int) *FFTTransformer

NewFFTTransformer creates a new FFT features transformer.

func (*FFTTransformer) Transform

func (t *FFTTransformer) Transform(dataset *data.Dataset) error

Transform adds FFT-based features to the dataset.

type LaggedTransformer

type LaggedTransformer struct {
	// contains filtered or unexported fields
}

LaggedTransformer adds lagged features to the dataset.

func NewLaggedTransformer

func NewLaggedTransformer(lags []int) *LaggedTransformer

NewLaggedTransformer creates a new lagged features transformer.

func (*LaggedTransformer) Transform

func (t *LaggedTransformer) Transform(dataset *data.Dataset) error

Transform adds lagged features to the dataset. It assumes the Eras in the dataset are sorted chronologically.

type RollingTransformer

type RollingTransformer struct {
	// contains filtered or unexported fields
}

RollingTransformer adds rolling statistics to the dataset.

func NewRollingTransformer

func NewRollingTransformer(window int) *RollingTransformer

NewRollingTransformer creates a new rolling statistics transformer.

func (*RollingTransformer) Transform

func (t *RollingTransformer) Transform(dataset *data.Dataset) error

Transform adds rolling statistics to the dataset. It calculates the moving average and standard deviation over a given window.

type Transformer

type Transformer interface {
	Transform(dataset *data.Dataset) error
}

Transformer is the interface for feature transformers.

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