tempo
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API for manipulating time series on top of Apache Spark: lagged time values, rolling statistics (mean, avg, sum, count, etc), AS OF joins, downsampling, and interpolation
tempo - Time Series Utilities for Data Teams Using Databricks
Project Description
The purpose of this project is to make time series manipulation with Spark simpler. Operations covered under this package include AS OF joins, rolling statistics with user-specified window lengths, featurization of time series using lagged values, and Delta Lake optimization on time and partition fields.