Time series feature engineering: momenta and curvatures

Time series feature engineering: momenta and curvatures | BigML.com

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Created	Thu, 8 Oct 2026 15:01:15 +0000
Published	Thu, 8 Oct 2026 17:26:19 +0000

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Created using BigMLer

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BigMLer BigMLer_ThuOct0826_170114

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https://bigml.com/user/whizzml/gallery/script/6ac7b03bd323e2051d10e3b0

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Source code

;; Adds momentum and curvature for the user-given list of fields
(define (momentum-curvature-new-fields fields-mom-curv)
  (flatten
    (for (field fields-mom-curv)
      [{"names" [(str field "-mom-1")]
        "field" (flatline "(- (f {{field}} -1) (f {{field}} -2))")}
       {"names" [(str field "-curv-1")]
        "field" (flatline "(+ (- (f {{field}} -3) (* 2 (f {{field}} -2))) (f {{field}} -1))")}]  )))


(define (ts-feature-engineering ds-id fields-mom-curv)
  (let (new_fields (momentum-curvature-new-fields fields-mom-curv))
    (create-dataset {"origin_dataset" ds-id
                     "new_fields" new_fields})))

;; Expanding features by adding momentum and curvature
(define expanded-ts-ds (ts-feature-engineering ds-id fields-mom-curv))

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License: Creative Commons Zero V1.0
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Time series feature engineering: momenta and curvatures | BigML.com

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