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Extract Data Pipeline processors #13

Description

@Hugo-W

Extract Data Pipeline processors

Description

Data transformation logic is currently scattered across models.py and utils.py. Need to unify preprocessing into a composable pipeline system.

Tasks

  • Create DataProcessor base class
  • Implement concrete processor classes:
    • LagProcessor (consolidate lag_matrix, lag_span, lag_sparse logic)
    • InterceptProcessor (add/remove intercept column)
    • ValidSamplesProcessor (track and apply valid sample masks)
    • NormalizationProcessor (zscore, whitening, etc.)
  • Create Pipeline class to compose multiple processors in sequence
  • Update TRFEstimator and other models to use the pipeline system
  • Add validation and logging at each processing step

Acceptance Criteria

  • Clear data transformation flow
  • Reusable processors for multiple models
  • Easy to add validation/logging
  • Better testability of individual transformations
  • Improved reproducibility

Priority

Medium

Dependencies

Epic

Refactoring for Modularity

Related

Addresses architecture improvements from analysis

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