SlidingWindowSegmenter

Sliding window segmenter transformer.

This class is to transform a univariate series into a multivariate one by extracting sets of subsequences. It does this by firstly padding the time series on either end floor(window_length/2) times. Then it performs a sliding window of size window_length and hop size 1.

e.g. if window_length = 3

S = 1,2,3,4,5, floor(3/2) = 1 so S would be padded as

1,1,2,3,4,5,5

then SlidingWindowSegmenter would extract the following:

(1,1,2),(1,2,3),(2,3,4),(3,4,5),(4,5,5)

the time series is now a multivariate one.