2013/9/25 Peter Prettenhofer <[email protected]>: > Hi Kyle, > > personally, I'd love to see SAX in sklearn or any other python library that > I could easily use with sklearn. We don't have any time-series specific > functionality yet (eg. lagged features transformer). So if we choose to add > time-series functionality we should also consider the basics. > > Lets hear what the others say about this. > > PS: I'd not put it into decomposition but rather feature_extraction.tseries > or something along those lines.
I would start by implementing lagged features transformer as gist or as an example script to experiment how it would (or not) fit with the current scikit-learn API. We might have a problem though: the current Pipeline tool does not support changing the number of samples in a data which would probably be required for TS forecasting stuff. We have a similar issue for resampling transformers (for instance for dealing with class imbalance). We should probably make the Pipeline more flexible first to be able to properly address TS tasks. -- Olivier http://twitter.com/ogrisel - http://github.com/ogrisel ------------------------------------------------------------------------------ October Webinars: Code for Performance Free Intel webinars can help you accelerate application performance. Explore tips for MPI, OpenMP, advanced profiling, and more. Get the most from the latest Intel processors and coprocessors. See abstracts and register > http://pubads.g.doubleclick.net/gampad/clk?id=60133471&iu=/4140/ostg.clktrk _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
