diff --git a/README.md b/README.md index 57e9910..a1ca268 100644 --- a/README.md +++ b/README.md @@ -1,7 +1,21 @@ -# TimeSeriesRegressor -A wrapper estimator that transforms any sklearn regressor into a time series predictor or sequence to sequence mapper. -The TSR internally transforms a regular dataset where the rows correspond to terms of a sequence into a sequence prediction dataset and -learns a sequence to sequence predictor. +# tseries + +Classes for working with time series in python using the sklearn ecosystem. Contains: + +- TimeSeriesRegressor: Turn any sklearn estimator into a time series estimator. Eg Linear Regression -> Vector Auto Regression (VAR) +- Delta Transformer: Transform your time series to predict additive changes. When pipelining this one can create "Integrated" time series models like the VARI +- Double Pipeline: Add invertable transformations to your labels so that you can regress in different spaces and pull back to the original +- Functions for proper cross validation of time series. +- Other utilities ive found useful + +Documentation is currently lagging behind development and pull requests are greatly appreciated! + +# Install + +The latest stable release can be installed with: + +`pip install tseries` + ## Requires Numpy, Pandas, SciKit-Learn,pickle