__init__.py 文件源码

def create_window_based_features(data, window_size):
    central_fn = np.mean
    ma1 = calcuate_window_operation(data, window_size, central_fn)
    ma2 = calcuate_window_operation(data, 2 * window_size, central_fn)
    ma4 = calcuate_window_operation(data, 4 * window_size, central_fn)
    ma8 = calcuate_window_operation(data, 8 * window_size, central_fn)


    entropy = calcuate_window_operation(data, window_size, stats.entropy)
    stddev = calcuate_window_operation(data, window_size, np.std)
    medain_weeksbefore = value_before_period(data, 7)

    return np.column_stack((ma1, ma2, ma4, ma8, entropy, stddev, medain_weeksbefore))

# do cross volidation http://stackoverflow.com/questions/533905/get-the-cartesian-product-of-a-series-of-lists-in-python