flashspys/SlidingWindowGenerator

convert time series data from dataframe to sliding window

SlidingWindowGenerator

• based on tensorflow v2.3.0
  • use timeseries_dataset_from_array function which was introduced in tf v2.3.0
• This module converts time series data from dataframe type to sliding window type
  • to use as input in RNN based layer
• This module was based on tensorflow official docs, just aggregate some functions and add small tuning to use it more efficiently.
  • to make it possible to control batch_size, sequence_stride_size and shuffle more freely.

QuickStart

1) Install this module with pip

pip install slidingwindw_generator

2) How to Import

from slidingwindow_generator.slidingwindow_generator import SlidingWindowGenerator

SlidingWindowGenerator(...)

3) Detailed Example

• you can see detailed example with real data and RNN in ./tests/example.ipynb