Automatically extract hundreds of relevant features to solve your time series problem with ease
from tsfresh import extract_relevant_features
from tsfresh.examples.robot_execution_failures import load_robot_execution_failures
timeseries, y = load_robot_execution_failures()
features = extract_relevant_features(timeseries, y, column_id="id", column_sort="time")
Classification
Use the extracted relevant features to train your usual ML model to distinguish between different time series classes.
Forecasting
No need for complicated methods! With tsfresh
your time series forecasting problem becomes a usual regression problem.
Outlier Detection
Detect interesting patterns and outliers in your time series data by clustering the extracted features or training an ML method on them.
tsfresh
is the basis for your next time series project!
tsfresh extracts features on your time series data simple and fast, so you can spend more time on using these features.
The feature library in tsfresh contains features calculators from multiple domains, so you can get the best out of your data
FEATURE EXTRACTION
Follow our QuickStart tutorial and set up your first feature extraction project on time series.
FEATURE SELECTION
Read through the documentation on how the feature selection and all the other algorithms work.
LARGE DATA
Find out, how to apply tsfresh on large data samples using multiprocessing, dask or spark.
pip
or conda
.$ pip install -U tsfresh
# or
$ conda install -c conda-forge tsfresh