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[ENH]Fourier transform #1

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Ayush0Chaudhary opened this issue Oct 22, 2022 · 0 comments
Open

[ENH]Fourier transform #1

Ayush0Chaudhary opened this issue Oct 22, 2022 · 0 comments
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enhancement New feature or request

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@Ayush0Chaudhary
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We have Fourier features now (for forecasting), but we should also interface the simple Fourier transform, which transforms a series from time domain to frequency domain.

That would be useful for time series classification, or for seasonality parameter estimation.
@Ayush0Chaudhary Ayush0Chaudhary added the enhancement New feature or request label Oct 22, 2022
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@Ayush0Chaudhary