Transformer
FourierTransform
Simple Fourier transform for time series.
The implementation is based on the real fast fourier transform from numpy.fft.rfft Returns pd.Series of amplitudes of integer range frequencies. Even-Sampling of data is assumed and frequency range converted to integer.
Quickstart
python
from sktime.transformations.fourier import FourierTransform
estimator = FourierTransformExamples
>>> from sktime.transformations.fourier import FourierTransform
>>> from sktime.datasets import load_airline
>>> X = load_airline ()
>>> transformer = FourierTransform ()
>>> X_ft = transformer. fit_transform (X)