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Transformer

TSInterpolator

Time series interpolator/re-sampler.

Transformer that rescales series for another number of points. For each cell in dataframe transformer fits scipy linear interp1d and samples user defined number of points. Points are generated by numpy.linspace.

After transformation each cell will be a pd.Series of given length. Indices of the pd.Series will be changed to integer indices.

Quickstart

python
from sktime.transformations.interpolate import TSInterpolator

estimator = TSInterpolator(length)

Tags

Capabilities

  • Multivariate
  • Unequal-length series
  • 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

Parameters(1)

lengthinteger, the length of time series to resize to.