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Transformer

FourierTransform

API referenceSource
Unequal-length series

Simple Fourier transform for time series.

The implementation is based on the real fast fourier transform from numpy.fft.rfft Returns pd.Series of amplitudes of integer range frequencies. Even-Sampling of data is assumed and frequency range converted to integer.

Quickstart

python
from sktime.transformations.fourier import FourierTransform

estimator = FourierTransform

Tags

Capabilities

  • Unequal-length series
  • Multivariate: Not supported
  • Inverse transform: Not supported
  • Missing values: Not supported
  • Removes missing values: Not supported
  • Equalizes series length: Not supported

Properties

Input typescitype:transform-input
Series
Output typescitype:transform-output
Series
Label typescitype:transform-labels
None
Fit is emptyfit_is_empty
Yes
Keeps the time indextransform-returns-same-time-index
No
Requires Xrequires_X
Yes
Requires yrequires_y
No
X and y need the same indexX-y-must-have-same-index
No

Examples

>>> from sktime.transformations.fourier import FourierTransform
>>> from sktime.datasets import load_airline
>>> X = load_airline ()
>>> transformer = FourierTransform ()
>>> X_ft = transformer. fit_transform (X)