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Transformer

TSInterpolator

API referenceSource
MultivariateUnequal length

Time series interpolator/re-sampler.

Transformer that rescales series for another number of points. For each cell in dataframe transformer fits scipy linear interp1d and samples user defined number of points. Points are generated by numpy.linspace.

After transformation each cell will be a pd.Series of given length. Indices of the pd.Series will be changed to integer indices.

Quickstart

python
from sktime.transformations.interpolate import TSInterpolator

estimator = TSInterpolator(length)

Parameters(1)

lengthinteger, the length of time series to resize to.