Built a micro-temporal transaction velocity baseline filter (Python)

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GitHub - damariushayes/time-series-velocity-baseline · GitHub

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damariushayes

time-series-velocity-baseline

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Localized Time-Series Velocity Baseline Utilities

A clean, high-performance mathematical toolkit engineered to perform time-series decomposition, outlier mitigation, and variance profiling on sparse multi-index point-of-sale datasets.

Core Features

Micro-Horizon Capacity Valuation: Pinpoints localized time windows where system velocities experience standard deviations below historical trends.

Stochastic Outlier Control: Robust preprocessing modules to isolate network latency drops from structural operational freezes.

Macro-Temporal Structural Decomposition: Uses additive multi-layered time-series filters to parse trend, cycle, and structural day-of-week closures.

Installation

pip install .

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MIT license

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