FAQΒΆ

  1. Does tsfresh support different time series lengths? Yes, it supports different time series lengths. However, some feature calculators can demand a minimal length of the time series. If a shorter time series is passed to the calculator, normally a NaN is returned.
  2. Is it possible to extract features from rolling/shifted time series? Yes, the tsfresh.dataframe_functions.roll_time_series() function allows to conviniently create a rolled time series datframe from your data. You just have to transform your data into one of the supported tsfresh Data Formats. Then, the tsfresh.dataframe_functions.roll_time_series() give you a DataFrame with the rolled time series, that you can pass to tsfresh. On the following page you can find a detailed description: How to handle rolling time series.