AutoFITS: Automatic Feature Engineering for Irregular Time Series. (arXiv:2112.14806v1 [cs.LG])

A time series represents a set of observations collected over time.
Typically, these observations are captured with a uniform sampling frequency
(e.g. daily). When data points are observed in uneven time intervals the time
series is referred to as irregular or intermittent. In such scenarios, the most
common solution is to reconstruct the time series to make it regular, thus
removing its intermittency. We hypothesise that, in irregular time series, the
time at which each observation is collected may be …

arxiv engineering feature engineering time time series