Notice: This page requires JavaScript to function properly.
Please enable JavaScript in your browser settings or update your browser.Feature Extraction from Time Series | Feature Engineering
Data Preprocessing
course content

Зміст курсу

Data Preprocessing

Data Preprocessing

1. Brief Introduction
Data TypesData Processing MethodsDataset: Test and TrainingDeleting an "Extra" DataChanging the Data Type
2. Processing Quantitative Data
Data ScalingData Scaling vs Data NormalizationRemoving OutliersRemoving Missing ValuesData Augmentation: Synthetic Data
3. Processing Categorical Data
Methods for Encoding the Categorical DataOne-Hot EncodingOrdinal EncodingLabel Encoding of the Target VariableChallenge
4. Time Series Data Processing
Data Type ConversionData CleaningStationarityDenoisingTrain/Test Split & Cross ValidationChallenge
5. Feature Engineering
Technique IdeaRealizationFeature Extraction from TextFeature Extraction from ImagesFeature Extraction from Time SeriesChallenge
6. Moving on to Tasks
Challenge 1Challenge 2Challenge 3

bookFeature Extraction from Time Series

The last data type for which we will look at the feature extraction process is time series data.

What data can we extract from such datasets? Feature extraction from time series refers to the process of identifying and extracting important patterns, trends, and features from a time series dataset. This is important for various applications such as forecasting, anomaly detection, and classification. Feature extraction techniques can help reduce the dimensionality of time series data and extract meaningful information that can be used in machine learning models for predictive analysis.

There are several methods for feature extraction from time series data. Here are four common methods:

  1. Statistical features: this involves computing various statistical properties of the time series, such as mean, variance, skewness, kurtosis, and so on. These features are useful for detecting trends and patterns in the data.
  2. Fourier transforms involve transforming the time series into the frequency domain using a Fourier transform. This allows us to identify periodic patterns and cyclical trends in the data.
  3. Wavelet transforms involves transforming the time series into the time-frequency domain using a wavelet transform. This allows for the identification of localized features and trends in the data.
  4. Autoregression: this involves modeling the time series as a linear combination of its past values. This allows for the identification of patterns and trends in the data over time.

Let's move on to an example. In plasmonics research, Fourier transforms analysis is used to study the behavior of plasmons, which are electromagnetic waves that propagate on metal surfaces. Plasmons have applications in various fields, including biomedical imaging, sensing, and optical communication.

In plasmon behavior analysis, Fourier transforms can be used to extract the frequencies of interest from a time series of plasmon resonance data.

We can use the numpy library to perform a Fourier transform on plasmon resonance data. The code will read in a csv file of plasmon resonance data and perform a Fourier transform to extract the amplitudes and phases of the frequencies of interest:


              
1234567891011121314151617

            
import numpy as np
import pandas as pd

# Read the dataset
plasmon_data = pd.read_csv('https://codefinity-content-media.s3.eu-west-1.amazonaws.com/9c23bf60-276c-4989-a9d7-3091716b4507/datasets/plasmon_data.csv')

# Extract the time series data from the csv file
time_series = plasmon_data['plasmon_resonance']

# Apply a Fourier transform to the time series data
freq_domain = np.fft.fft(time_series)
freq_amp = np.abs(freq_domain)
freq_phase = np.angle(freq_domain)

# Print the Fourier transform amplitudes and phases
print('Fourier Transform Amplitudes: ', freq_amp[:10])
print('Fourier Transform Phases: ', freq_phase[:10])
copy
What are some common methods used for feature extraction from time series data?

What are some common methods used for feature extraction from time series data?

Виберіть правильну відповідь

Все було зрозуміло?

Як ми можемо покращити це?

Дякуємо за ваш відгук!

Секція 5. Розділ 5
some-alt