blue-yonder/tsfresh

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tsfresh This repository contains the TSFRESH python package. The abbreviation stands for "Time Series Feature extraction based on scalable hypothesis tests". The package provides systematic time-series feature extraction by combining established algorithms from statistics, time-series analysis, signal processing, and nonlinear dynamics with a robust feature selection algorithm. In this context, the term time-series is interpreted in the broadest possible sense, such that any types of sampled data...