tsfresh
stable
Introduction
Quick Start
Data Formats
scikit-learn Transformers
Overview on extracted features
Feature extraction settings
Feature filtering
How to add a custom feature
Large Input Data
Parallelization
Rolling/Time series forecasting
FAQ
tsfresh
Authors
License
Changelog
How to contribute
Feature Calculator Naming
tsfresh
Index
Edit on GitHub
Index
A
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B
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C
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D
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E
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F
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G
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H
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I
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K
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L
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M
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N
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O
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P
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Q
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R
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S
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T
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V
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W
A
abs_energy() (in module tsfresh.feature_extraction.feature_calculators)
absolute_maximum() (in module tsfresh.feature_extraction.feature_calculators)
absolute_sum_of_changes() (in module tsfresh.feature_extraction.feature_calculators)
add_sub_time_series_index() (in module tsfresh.utilities.dataframe_functions)
agg_autocorrelation() (in module tsfresh.feature_extraction.feature_calculators)
agg_linear_trend() (in module tsfresh.feature_extraction.feature_calculators)
apply() (tsfresh.feature_extraction.data.DaskTsAdapter method)
ApplyDistributor (class in tsfresh.utilities.distribution)
approximate_entropy() (in module tsfresh.feature_extraction.feature_calculators)
ar_coefficient() (in module tsfresh.feature_extraction.feature_calculators)
augmented_dickey_fuller() (in module tsfresh.feature_extraction.feature_calculators)
autocorrelation() (in module tsfresh.feature_extraction.feature_calculators)
B
benford_correlation() (in module tsfresh.feature_extraction.feature_calculators)
binned_entropy() (in module tsfresh.feature_extraction.feature_calculators)
C
c3() (in module tsfresh.feature_extraction.feature_calculators)
calculate_best_chunk_size() (tsfresh.utilities.distribution.ClusterDaskDistributor method)
(tsfresh.utilities.distribution.IterableDistributorBaseClass method)
(tsfresh.utilities.distribution.MapDistributor method)
calculate_relevance_table() (in module tsfresh.feature_selection.relevance)
change_quantiles() (in module tsfresh.feature_extraction.feature_calculators)
check_for_nans_in_columns() (in module tsfresh.utilities.dataframe_functions)
cid_ce() (in module tsfresh.feature_extraction.feature_calculators)
close() (tsfresh.utilities.distribution.ClusterDaskDistributor method)
(tsfresh.utilities.distribution.IterableDistributorBaseClass method)
(tsfresh.utilities.distribution.LocalDaskDistributor method)
(tsfresh.utilities.distribution.MultiprocessingDistributor method)
ClusterDaskDistributor (class in tsfresh.utilities.distribution)
combine_relevance_tables() (in module tsfresh.feature_selection.relevance)
CombinerTask (class in tsfresh.scripts.measure_execution_time)
complete() (tsfresh.scripts.measure_execution_time.CombinerTask method)
ComprehensiveFCParameters (class in tsfresh.feature_extraction.settings)
convert_to_output_format() (in module tsfresh.utilities.string_manipulation)
count_above() (in module tsfresh.feature_extraction.feature_calculators)
count_above_mean() (in module tsfresh.feature_extraction.feature_calculators)
count_below() (in module tsfresh.feature_extraction.feature_calculators)
count_below_mean() (in module tsfresh.feature_extraction.feature_calculators)
cwt_coefficients() (in module tsfresh.feature_extraction.feature_calculators)
D
dask_feature_extraction_on_chunk() (in module tsfresh.convenience.bindings)
DaskTsAdapter (class in tsfresh.feature_extraction.data)
DataCreationTask (class in tsfresh.scripts.measure_execution_time)
distribute() (tsfresh.utilities.distribution.ClusterDaskDistributor method)
(tsfresh.utilities.distribution.IterableDistributorBaseClass method)
(tsfresh.utilities.distribution.LocalDaskDistributor method)
(tsfresh.utilities.distribution.MapDistributor method)
(tsfresh.utilities.distribution.MultiprocessingDistributor method)
DistributorBaseClass (class in tsfresh.utilities.distribution)
download_har_dataset() (in module tsfresh.examples.har_dataset)
download_robot_execution_failures() (in module tsfresh.examples.robot_execution_failures)
E
EfficientFCParameters (class in tsfresh.feature_extraction.settings)
end_profiling() (in module tsfresh.utilities.profiling)
energy_ratio_by_chunks() (in module tsfresh.feature_extraction.feature_calculators)
extract_features() (in module tsfresh.feature_extraction.extraction)
extract_relevant_features() (in module tsfresh.convenience.relevant_extraction)
F
feature_parameter (tsfresh.scripts.measure_execution_time.TimingTask attribute)
FeatureAugmenter (class in tsfresh.transformers.feature_augmenter)
FeatureSelector (class in tsfresh.transformers.feature_selector)
fft_aggregated() (in module tsfresh.feature_extraction.feature_calculators)
fft_coefficient() (in module tsfresh.feature_extraction.feature_calculators)
first_location_of_maximum() (in module tsfresh.feature_extraction.feature_calculators)
first_location_of_minimum() (in module tsfresh.feature_extraction.feature_calculators)
fit() (tsfresh.transformers.feature_augmenter.FeatureAugmenter method)
(tsfresh.transformers.feature_selector.FeatureSelector method)
(tsfresh.transformers.per_column_imputer.PerColumnImputer method)
(tsfresh.transformers.relevant_feature_augmenter.RelevantFeatureAugmenter method)
fit_transform() (tsfresh.transformers.relevant_feature_augmenter.RelevantFeatureAugmenter method)
fourier_entropy() (in module tsfresh.feature_extraction.feature_calculators)
friedrich_coefficients() (in module tsfresh.feature_extraction.feature_calculators)
from_columns() (in module tsfresh.feature_extraction.settings)
FullTimingTask (class in tsfresh.scripts.measure_execution_time)
G
get_config_from_string() (in module tsfresh.utilities.string_manipulation)
get_feature_type() (in module tsfresh.feature_selection.relevance)
get_ids() (in module tsfresh.utilities.dataframe_functions)
get_n_jobs() (in module tsfresh.utilities.profiling)
get_range_values_per_column() (in module tsfresh.utilities.dataframe_functions)
H
has_duplicate() (in module tsfresh.feature_extraction.feature_calculators)
has_duplicate_max() (in module tsfresh.feature_extraction.feature_calculators)
has_duplicate_min() (in module tsfresh.feature_extraction.feature_calculators)
I
impute() (in module tsfresh.utilities.dataframe_functions)
impute_dataframe_range() (in module tsfresh.utilities.dataframe_functions)
impute_dataframe_zero() (in module tsfresh.utilities.dataframe_functions)
include_function() (in module tsfresh.feature_extraction.settings)
index_mass_quantile() (in module tsfresh.feature_extraction.feature_calculators)
IndexBasedFCParameters (class in tsfresh.feature_extraction.settings)
infer_ml_task() (in module tsfresh.feature_selection.relevance)
initialize_warnings_in_workers() (in module tsfresh.utilities.distribution)
IterableDistributorBaseClass (class in tsfresh.utilities.distribution)
K
kurtosis() (in module tsfresh.feature_extraction.feature_calculators)
L
large_standard_deviation() (in module tsfresh.feature_extraction.feature_calculators)
last_location_of_maximum() (in module tsfresh.feature_extraction.feature_calculators)
last_location_of_minimum() (in module tsfresh.feature_extraction.feature_calculators)
lempel_ziv_complexity() (in module tsfresh.feature_extraction.feature_calculators)
length() (in module tsfresh.feature_extraction.feature_calculators)
linear_trend() (in module tsfresh.feature_extraction.feature_calculators)
linear_trend_timewise() (in module tsfresh.feature_extraction.feature_calculators)
load_driftbif() (in module tsfresh.examples.driftbif_simulation)
load_har_classes() (in module tsfresh.examples.har_dataset)
load_har_dataset() (in module tsfresh.examples.har_dataset)
load_robot_execution_failures() (in module tsfresh.examples.robot_execution_failures)
LocalDaskDistributor (class in tsfresh.utilities.distribution)
longest_strike_above_mean() (in module tsfresh.feature_extraction.feature_calculators)
longest_strike_below_mean() (in module tsfresh.feature_extraction.feature_calculators)
LongTsFrameAdapter (class in tsfresh.feature_extraction.data)
M
main() (in module tsfresh.scripts.run_tsfresh)
make_forecasting_frame() (in module tsfresh.utilities.dataframe_functions)
map_reduce() (tsfresh.utilities.distribution.ApplyDistributor method)
(tsfresh.utilities.distribution.DistributorBaseClass method)
(tsfresh.utilities.distribution.IterableDistributorBaseClass method)
MapDistributor (class in tsfresh.utilities.distribution)
matrix_profile() (in module tsfresh.feature_extraction.feature_calculators)
max_langevin_fixed_point() (in module tsfresh.feature_extraction.feature_calculators)
maximum() (in module tsfresh.feature_extraction.feature_calculators)
mean() (in module tsfresh.feature_extraction.feature_calculators)
mean_abs_change() (in module tsfresh.feature_extraction.feature_calculators)
mean_change() (in module tsfresh.feature_extraction.feature_calculators)
mean_n_absolute_max() (in module tsfresh.feature_extraction.feature_calculators)
mean_second_derivative_central() (in module tsfresh.feature_extraction.feature_calculators)
measure_temporal_complexity() (in module tsfresh.scripts.test_timing)
median() (in module tsfresh.feature_extraction.feature_calculators)
MinimalFCParameters (class in tsfresh.feature_extraction.settings)
minimum() (in module tsfresh.feature_extraction.feature_calculators)
module
tsfresh
tsfresh.convenience
tsfresh.convenience.bindings
tsfresh.convenience.relevant_extraction
tsfresh.defaults
tsfresh.examples
tsfresh.examples.driftbif_simulation
tsfresh.examples.har_dataset
tsfresh.examples.robot_execution_failures
tsfresh.feature_extraction
tsfresh.feature_extraction.data
tsfresh.feature_extraction.extraction
tsfresh.feature_extraction.feature_calculators
tsfresh.feature_extraction.settings
tsfresh.feature_selection
tsfresh.feature_selection.relevance
tsfresh.feature_selection.selection
tsfresh.feature_selection.significance_tests
tsfresh.scripts
tsfresh.scripts.measure_execution_time
tsfresh.scripts.run_tsfresh
tsfresh.scripts.test_timing
tsfresh.transformers
tsfresh.transformers.feature_augmenter
tsfresh.transformers.feature_selector
tsfresh.transformers.per_column_imputer
tsfresh.transformers.relevant_feature_augmenter
tsfresh.utilities
tsfresh.utilities.dataframe_functions
tsfresh.utilities.distribution
tsfresh.utilities.profiling
tsfresh.utilities.string_manipulation
MultiprocessingDistributor (class in tsfresh.utilities.distribution)
N
n_jobs (tsfresh.scripts.measure_execution_time.FullTimingTask attribute)
(tsfresh.scripts.measure_execution_time.TimingTask attribute)
num_ids (tsfresh.scripts.measure_execution_time.DataCreationTask attribute)
(tsfresh.scripts.measure_execution_time.FullTimingTask attribute)
(tsfresh.scripts.measure_execution_time.TimingTask attribute)
number_crossing_m() (in module tsfresh.feature_extraction.feature_calculators)
number_cwt_peaks() (in module tsfresh.feature_extraction.feature_calculators)
number_peaks() (in module tsfresh.feature_extraction.feature_calculators)
O
output() (tsfresh.scripts.measure_execution_time.CombinerTask method)
(tsfresh.scripts.measure_execution_time.DataCreationTask method)
(tsfresh.scripts.measure_execution_time.FullTimingTask method)
(tsfresh.scripts.measure_execution_time.TimingTask method)
P
partial_autocorrelation() (in module tsfresh.feature_extraction.feature_calculators)
partition() (tsfresh.utilities.distribution.IterableDistributorBaseClass static method)
PartitionedTsData (class in tsfresh.feature_extraction.data)
percentage_of_reoccurring_datapoints_to_all_datapoints() (in module tsfresh.feature_extraction.feature_calculators)
percentage_of_reoccurring_values_to_all_values() (in module tsfresh.feature_extraction.feature_calculators)
PerColumnImputer (class in tsfresh.transformers.per_column_imputer)
permutation_entropy() (in module tsfresh.feature_extraction.feature_calculators)
PickableSettings (class in tsfresh.feature_extraction.settings)
pivot() (tsfresh.feature_extraction.data.DaskTsAdapter method)
(tsfresh.feature_extraction.data.PartitionedTsData method)
plot_results() (in module tsfresh.scripts.test_timing)
Q
quantile() (in module tsfresh.feature_extraction.feature_calculators)
query_similarity_count() (in module tsfresh.feature_extraction.feature_calculators)
R
random_seed (tsfresh.scripts.measure_execution_time.DataCreationTask attribute)
(tsfresh.scripts.measure_execution_time.FullTimingTask attribute)
(tsfresh.scripts.measure_execution_time.TimingTask attribute)
range_count() (in module tsfresh.feature_extraction.feature_calculators)
ratio_beyond_r_sigma() (in module tsfresh.feature_extraction.feature_calculators)
ratio_value_number_to_time_series_length() (in module tsfresh.feature_extraction.feature_calculators)
RelevantFeatureAugmenter (class in tsfresh.transformers.relevant_feature_augmenter)
requires() (tsfresh.scripts.measure_execution_time.CombinerTask method)
(tsfresh.scripts.measure_execution_time.FullTimingTask method)
(tsfresh.scripts.measure_execution_time.TimingTask method)
restrict_input_to_index() (in module tsfresh.utilities.dataframe_functions)
roll_time_series() (in module tsfresh.utilities.dataframe_functions)
root_mean_square() (in module tsfresh.feature_extraction.feature_calculators)
run() (tsfresh.scripts.measure_execution_time.CombinerTask method)
(tsfresh.scripts.measure_execution_time.DataCreationTask method)
(tsfresh.scripts.measure_execution_time.FullTimingTask method)
(tsfresh.scripts.measure_execution_time.TimingTask method)
S
sample_entropy() (in module tsfresh.feature_extraction.feature_calculators)
sample_tau() (in module tsfresh.examples.driftbif_simulation)
select_features() (in module tsfresh.feature_selection.selection)
set_n_jobs() (in module tsfresh.utilities.profiling)
set_property() (in module tsfresh.feature_extraction.feature_calculators)
set_timeseries_container() (tsfresh.transformers.feature_augmenter.FeatureAugmenter method)
(tsfresh.transformers.relevant_feature_augmenter.RelevantFeatureAugmenter method)
simulate() (tsfresh.examples.driftbif_simulation.velocity method)
simulate_with_length() (in module tsfresh.scripts.test_timing)
skewness() (in module tsfresh.feature_extraction.feature_calculators)
spark_feature_extraction_on_chunk() (in module tsfresh.convenience.bindings)
spkt_welch_density() (in module tsfresh.feature_extraction.feature_calculators)
standard_deviation() (in module tsfresh.feature_extraction.feature_calculators)
start_profiling() (in module tsfresh.utilities.profiling)
sum_of_reoccurring_data_points() (in module tsfresh.feature_extraction.feature_calculators)
sum_of_reoccurring_values() (in module tsfresh.feature_extraction.feature_calculators)
sum_values() (in module tsfresh.feature_extraction.feature_calculators)
symmetry_looking() (in module tsfresh.feature_extraction.feature_calculators)
T
target_binary_feature_binary_test() (in module tsfresh.feature_selection.significance_tests)
target_binary_feature_real_test() (in module tsfresh.feature_selection.significance_tests)
target_real_feature_binary_test() (in module tsfresh.feature_selection.significance_tests)
target_real_feature_real_test() (in module tsfresh.feature_selection.significance_tests)
time_reversal_asymmetry_statistic() (in module tsfresh.feature_extraction.feature_calculators)
time_series_length (tsfresh.scripts.measure_execution_time.DataCreationTask attribute)
(tsfresh.scripts.measure_execution_time.FullTimingTask attribute)
(tsfresh.scripts.measure_execution_time.TimingTask attribute)
TimeBasedFCParameters (class in tsfresh.feature_extraction.settings)
Timeseries (class in tsfresh.feature_extraction.data)
TimingTask (class in tsfresh.scripts.measure_execution_time)
to_tsdata() (in module tsfresh.feature_extraction.data)
transform() (tsfresh.transformers.feature_augmenter.FeatureAugmenter method)
(tsfresh.transformers.feature_selector.FeatureSelector method)
(tsfresh.transformers.per_column_imputer.PerColumnImputer method)
(tsfresh.transformers.relevant_feature_augmenter.RelevantFeatureAugmenter method)
try_number (tsfresh.scripts.measure_execution_time.TimingTask attribute)
TsData (class in tsfresh.feature_extraction.data)
TsDictAdapter (class in tsfresh.feature_extraction.data)
tsfresh
module
tsfresh.convenience
module
tsfresh.convenience.bindings
module
tsfresh.convenience.relevant_extraction
module
tsfresh.defaults
module
tsfresh.examples
module
tsfresh.examples.driftbif_simulation
module
tsfresh.examples.har_dataset
module
tsfresh.examples.robot_execution_failures
module
tsfresh.feature_extraction
module
tsfresh.feature_extraction.data
module
tsfresh.feature_extraction.extraction
module
tsfresh.feature_extraction.feature_calculators
module
tsfresh.feature_extraction.settings
module
tsfresh.feature_selection
module
tsfresh.feature_selection.relevance
module
tsfresh.feature_selection.selection
module
tsfresh.feature_selection.significance_tests
module
tsfresh.scripts
module
tsfresh.scripts.measure_execution_time
module
tsfresh.scripts.run_tsfresh
module
tsfresh.scripts.test_timing
module
tsfresh.transformers
module
tsfresh.transformers.feature_augmenter
module
tsfresh.transformers.feature_selector
module
tsfresh.transformers.per_column_imputer
module
tsfresh.transformers.relevant_feature_augmenter
module
tsfresh.utilities
module
tsfresh.utilities.dataframe_functions
module
tsfresh.utilities.distribution
module
tsfresh.utilities.profiling
module
tsfresh.utilities.string_manipulation
module
V
value_count() (in module tsfresh.feature_extraction.feature_calculators)
variance() (in module tsfresh.feature_extraction.feature_calculators)
variance_larger_than_standard_deviation() (in module tsfresh.feature_extraction.feature_calculators)
variation_coefficient() (in module tsfresh.feature_extraction.feature_calculators)
velocity (class in tsfresh.examples.driftbif_simulation)
W
WideTsFrameAdapter (class in tsfresh.feature_extraction.data)