SPOEF is a Python package that lets you easily generate features with signal processing methods from transaction data.
transaction_features_quarterly = feature_generation( data=data[["name", "date", "transaction"]], grouper="name", combine_fill_method="transaction", time_window='quarter', list_featuretypes=["FourierComplete", "WaveletComplete"], observation_length=1 )pip install SPOEFThe documentation can be found here.