Fourier

polars_ts.features.fourier

Fourier (sin/cos harmonic) feature generation for time series data.

fourier_features(df, period, n_harmonics=1, time_col='ds', id_col='unique_id')

Generate Fourier sin/cos pairs for seasonal modelling.

Creates 2 * n_harmonics columns using a within-group time index (0, 1, 2, ...) to construct harmonics of the given period.

Parameters

df Input DataFrame with time series data. period Seasonal period length (e.g. 7 for weekly, 365.25 for yearly). n_harmonics Number of harmonic pairs (sin + cos) to generate. time_col Column with timestamps for ordering. id_col Column identifying each time series.

Returns

pl.DataFrame Original DataFrame with Fourier feature columns appended.