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timeseries-data

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The purpose of this project is to provide an API for manipulating time series on top of Apache Spark. Functionality includes featurization using lagged time values, rolling statistics (mean, avg, sum, count, etc), AS OF joins, and downsampling & interpolation. This has been tested on TB-scale of historical data and is unit tested for quality purposes.
  • Updated Aug 20, 2021
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