Getting started with timeseries data augmentation

Data augmentation is a critical component in modern machine learning practice due to its benefits for model accuracy, generalizability, and robustness to adversarial examples. Elucidating the precise mechanisms by which this occurs is a currently active area of research, but a simplified explanation of the current proposals might look like …

A faster way to generate lagged values

At Novi Labs, we spend a lot of time working with timeseries data. Generically speaking, these data are formatted something like this:

id  time  value
a     0      1
a     1      2
a     2      3
b     0      4
b     1      5
c     0      6

where we have individual sensors represented by …