I need to manage multiple data series (each is like a sequence of values, or a column in a data frame). Associated with each is an automatic transformation of the data in and out of the storage. For example, these can be used to create input vectors for a model, where raw data need to be transformed before being used by the model, such as normalization or applying cosine function on periodic data.
But I want the transformations to happen automatically. In particular, when I assign values to indices of a series, or append values to it, the values will be automatically transformed before being stored. When I extract values from a series, the transformed values are returned. Of course, there should be an option to assign already transformed values to a series (automatic transformation will not be performed in this case). It’ll be great if inverse transformation, if exists, is also supported.
I can certainly implement such a library (I already have such code in Matlab and now want to convert my work to Julia). I just wonder whether such a library / functionality already exists, then I don’t need to create my own.