TimeSeriesScalerMinMax need a transform method about tslearn HOT 5 CLOSED

Hi,

In practice, the reason why we have not implemented this feature in tslearn is exactly so that users do not misunderstand what TimeSeriesScalerMinMax does: it does not scale each feature (across the dataset) to lie in [0, 1]. It scales each time series so that its features lie in [0, 1].

from tslearn.

The classes in preprocessing are not scikit-learn compatible transformers since they don't implement fit and transform as separate methods.

from tslearn.

@GillesVandewiele is there a reason why, in the preprocessing module, some objects have both fit and transform methods even if fit does nothing and others only have fit_transform ?

from tslearn.

I'm not entirely sure, but my tests may skip those classes at this moment (as they do not inherit from Estimator).

from tslearn.

This is done for all transformers in preprocessing now. Waiting for Travis, if things pass, I'll close this issue.

from tslearn.