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Infer feature extraction settings for tsfresh

Open MaxBenChrist opened this issue 8 years ago • 1 comments

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 length feature
  • 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

MaxBenChrist avatar Aug 08 '17 13:08 MaxBenChrist

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.

nils-braun avatar Aug 08 '17 19:08 nils-braun