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 SPOEF
The documentation can be found here.