tsfresh

This is the documentation of tsfresh.

tsfresh is a python package that is used to automatically calculate a huge number of time series characteristics, the so called features. Further the package contains methods to evaluate the explaining power and importance of such characteristics for regression or classification tasks.

Contents

The following chapters will explain the tsfresh package in detail:

• Introduction
• Quick Start
• Module Reference
• Data Formats
• scikit-learn Transformers
• Feature Calculation
• Feature Filtering
• How to write custom Feature Calculators
• Parallelization
• How to handle rolling time series
• FAQ
• Authors
• License
• Changelog
• How to contribute

Indices and tables

• Index
• Module Index
• Search Page

Acknowledgements

The research and development of TSFRESH was funded in part by the German Federal Ministry of Education and Research under grant number 01IS14004 (project iPRODICT).