PCA

An implementation of PCA based on using the mean and variance features of the time series based on @andrewm4894 interpretation.

See the docstrings - https://earthgecko-skyline.readthedocs.io/en/latest/skyline.custom_algorithms.html#module-custom_algorithms.pca

See the custom_algorithm source - https://github.com/earthgecko/skyline/blob/master/skyline/custom_algorithms/pca.py