Transforms the time series data based on the provided function. Note this transformation
        must not change the number of samples in the data.

        Parameters
        ----------
        X : array-like, shape [n_samples, ...]
            time series data and (optionally) contextual data

        Returns
        -------
        Xt : array-like, shape [n_samples, ...]
            transformed time series data

def transform(self, X):
        '''
        Transforms the time series data based on the provided function. Note this transformation
        must not change the number of samples in the data.

        Parameters
        ----------
        X : array-like, shape [n_samples, ...]
            time series data and (optionally) contextual data

        Returns
        -------
        Xt : array-like, shape [n_samples, ...]
            transformed time series data

        '''
        if self.func is None:
            return X
        else:
            Xt, Xc = get_ts_data_parts(X)
            n_samples = len(Xt)
            Xt = self.func(Xt, **self.func_kwargs)
            if len(Xt) != n_samples:
                raise ValueError("FunctionTransformer changes sample number (not supported).")
            if Xc is not None:
                Xt = TS_Data(Xt, Xc)
            return Xt