Pytimetk 0.3.0

pytimetk 0.3.0

Correlation Funnel

The R package correlationfunnel has been ported inside pytimetk:

• binarize()
• correlate()
• plot_correlation_funnel()

Core:

• filter_by_time() - Filtering with time-based strings

Feature Engineering:

• augment_diffs() - Can now add differenced columns
• augment_fourier() - Can now add fourier features.

Finance Module:

• augment_cmo(): Chande Momentum Oscillator (CMO)

New Polars Backends:

• augment_diffs()
• augment_fourier()
• augment_cmo()

General

• Make memory reduction optional #275