tspreprocess
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Infer feature extraction settings for tsfresh
We could use tspreprocess to infer good settings for kind_to_fc_parameters.
For example
- if all time series have same length, we do not need to calculate the
lengthfeature - for autocorrelation, we could use all lags up to lets say one tenth of the maximal length, so
maxlag = max(len(x))/10 - if the time series are discrete, maybe drop the trend features
- ...
This would allow to use tsfresh more efficiently
Hm yes - you are right in principle - however I do not know if we would save that much time here. I think the main feature of this package would be the denoising or the resampling - this is really where people can get the much out of it.