mizarlabs.transformers.sampling package¶
Submodules¶
mizarlabs.transformers.sampling.average_uniqueness module¶
mizarlabs.transformers.sampling.down_sampling module¶
- class mizarlabs.transformers.sampling.down_sampling.CUSUMFilter(threshold: float)[source]¶
Bases:
sklearn.base.BaseEstimator,sklearn.base.TransformerMixinDownsamples a timeseries to filter out non significant value changing samples.
- Parameters
threshold (float) – Sets the threshold to trigger a sample, setting the threshold higher will result in less samples being selected.
- transform(X: pandas.core.series.Series) → pandas.core.indexes.datetimes.DatetimeIndex[source]¶
Returns a pandas DatetimeIndex indicating which samples have been selected by the CUSUM filter.
- Parameters
X (pd.Series) – Time series with time indices.
- Returns
DatetimeIndex indicating which samples have been selected.
- Return type
pd.DatetimeIndex