This transformer seems pretty basic to me so I think that using joblib to cache the transform step would be nice.
Joblibing intermediate step is useful when you are in a parameter exploration step : if you want to clean your signal properly and do not want to smooth your data at each try, you may want to cache the call to smooth. Once your parameter are set, you want this step to be executed in no time.

My concern of the moment is : does it work if I give it a loads of huge files ? ;)