Periodic transform

[glennmoy]

A transform that applies a periodic function to the data with arguments

• f - the periodic function to apply
• period - the period of the function f
• phase_shift - an optional phase shift to be applied to the function argument

Note that phase_shift is not strictly necessary for this function from a feature engineering perspective but may be required for debugging purposes and/or comparison against our current use of this function.

MWE

x = 1:1000

# period/phase could also just be positional args
periodic = Periodic(cos, period=5, phase_shift=2)

Transforms.apply!(x, periodic)

[bencottier]

Note that phase_shift is not strictly necessary for this function from a feature engineering perspective but may be required for debugging purposes and/or comparison against our current use of this function.

I don't quite understand, do you mean that the phase shift could be a separate transform?

[bencottier]

Any preference for 2π inside or outside period? E.g. sin((2π / P.period) .* x) vs. sin((1 / P.period) .* x)?

Does this depend on whether the periodic function is sinusoidal or something else e.g. triangular wave?

[bencottier]

Not sure if this should be explicitly time-based. Should period::Dates.Period, period::Real, or either?

[glennmoy]

Not sure if this should be explicitly time-based. Should period::Dates.Period, period::Real, or either?

No reason why it should be restricted to just TimeTypes IMO - it might help to keep it flexible.

[glennmoy]

Not sure if this should be explicitly time-based. Should period::Dates.Period, period::Real, or either?

I would say inside - check out our current code in FeatureEngineering for reference.

[glennmoy]

Note that phase_shift is not strictly necessary for this function from a feature engineering perspective but may be required for debugging purposes and/or comparison against our current use of this function.

I don't quite understand, do you mean that the phase shift could be a separate transform?

Check out the first issues in our FeatureEngineering package for more context.