invenia / invenia/FeatureTransforms.jl
Add an nth difference transform
Open
- Dominant language
- Julia
- Stars
- 37
- Forks
- 1
- PR merge metrics
- No merged PRs in 30d
Description
Would be nice to have a generic transform for the nth difference of a time series. Something like;
`b = Difference(n, a)` where `b[i] = a[i+n] - a[i]` where `a` is the vector we want the differences for, and `n` is the number of steps we want to take the difference over.
Contributor guide
No contributing guide indexed for this repository
Assessment
This issue has not been assessed yet.