tf.keras.preprocessing.sequence.TimeseriesGenerator

Utility class for generating batches of temporal data.

Inherits From: Sequence

This class takes in a sequence of data-points gathered at equal intervals, along with time series parameters such as stride, length of history, etc., to produce batches for training/validation. Arguments: data: Indexable generator (such as list or Numpy array) containing consecutive data points (timesteps). The data should be at 2D, and axis 0 is expected to be the time dimension. targets: Targets corresponding to timesteps in data. It should have same length as data. length: Length of the output sequences (in number of timesteps). sampling_rate: Period between successive individual timesteps within sequences. For rate r, timesteps data[i], data[i-r], ... data[i - length] are used for create a sample sequence. stride: Period between successive output sequences. For stride s, consecutive output samples would be centered around data[i],