With an intuitive interface, support for multiple data formats, and customizable parameters, InterpreTS facilitates time series analysis and feature engineering, enhancing model interpretability.
Key Features:
- Rich Set of Statistical Features: Extract essential statistics like mean, variance, length, seasonality, and more, offering valuable insights into time series characteristics.
- Flexible Windowing Capabilities: Support for parameters like window size and stride allows targeted analysis within chosen segments of data.
- Support for Multiple Data Formats: Compatible with both pandas.DataFrame and numpy.array for seamless integration with popular analytical tools.
- Time Series Processing: Built-in support for resampling, grouping by identifiers, and sorting enables comprehensive analysis at subgroup and varying interval levels.