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[Feature]: Convolution support in operators

Open sergiynikolaev opened this issue 1 year ago • 3 comments

Feature Request

Hi! I need a possibility in my defined functions to operate over a custom convolution vector with the time series the operator receives as input.

For now, I see that the operator receives just one current value of the input time series - and data points are fed one by one from somewhere in the framework.

I would appreciate it if someone could pinpoint a location where I can tweak feeding not one point but the whole data frame column into the expression tree so my operators receive the whole time series at a time. (if it is possible at all within the current implementation paradigm of SR)

TY!

sergiynikolaev avatar Jul 10 '24 12:07 sergiynikolaev

This is not yet possible but will likely be soon; @gca30 is working on this feature

MilesCranmer avatar Jul 10 '24 12:07 MilesCranmer

what is the expected timeline?

sergiynikolaev avatar Jul 10 '24 13:07 sergiynikolaev

The goal was within the next 6 weeks or so but @gca30 has been pretty fast so might be earlier 🙂

MilesCranmer avatar Jul 10 '24 13:07 MilesCranmer