Experimental#

API details#

Change-point utilities:

change_points.get_ruptures_regularization(ts, ...)

Get regularization parameter values for given number of changepoints.

Classification of time-series:

classification.TimeSeriesBinaryClassifier(...)

Class for holding time series binary classification.

classification.PredictabilityAnalyzer(...[, ...])

Class for holding time series predictability prediction.

classification.feature_extraction.TSFreshFeatureExtractor([...])

Class to hold tsfresh features extraction from tsfresh.

classification.feature_extraction.WEASELFeatureExtractor(...)

Class to extract features with WEASEL algorithm.

Prediction Intervals:

prediction_intervals.BasePredictionIntervals(...)

Base class for prediction intervals methods.

prediction_intervals.NaiveVariancePredictionIntervals(...)

Estimate prediction variance based on historical residuals.