.. _`Time Series To Features`:

.. _`com.sympathyfordata.timeseriesanalysis.time_series_to_features`:

Time Series To Features
```````````````````````

.. image:: timeseries_features.svg
   :width: 48


Converts time-series of length N into a target signal 'f0' and M features signals 'f1 .. fM' of length (N-M)




Documentation
:::::::::::::

Converts time-series of length N into a target signal 'f0' and
M features signals 'f1 .. fM' of length (N-M) as follows:


f0 = x_{M+1} .. x_{n}

f1 = x_1, ... x_{n-m}

f2 = x_2, ... x_{n-m+1}

...

fM = x_M, ... x_{n-1}


The features 'f1 .. fM' thus capture the last M values of the signal f0.


Definition
::::::::::


Input ports
...........

    **input**  table
        Input signals


Output ports
............

    **x**  table
        Features

    **y**  table
        Target signal




Configuration
.............

    **History length** (M)
        Number of points of history (M) captured at each time point







Examples
........

* :download:`linear time invariant systems.syx </Examples/Time Series/linear time invariant systems.syx>`




Implementation
..............

.. automodule:: node_difference
    :noindex:

.. class:: TimeSeriesToFeatures
    :noindex: