This is the documentation of tsfresh.
tsfresh is a python package. It automatically calculates a large number of time series characteristics, the so called features. Further the package contains methods to evaluate the explaining power and importance of such characteristics for regression or classification tasks.
You can jump right into the package by looking into our quick-start-label.
The following chapters will explain the tsfresh package in detail:
text/introduction text/quick_start text/data_formats text/sklearn_transformers text/list_of_features text/feature_extraction_settings text/feature_filtering text/how_to_add_custom_feature text/large_data text/tsfresh_on_a_cluster text/forecasting text/faq api/modules authors license changes text/how_to_contribute text/feature_calculation
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The research and development of TSFRESH was funded in part by the German Federal Ministry of Education and Research under grant number 01IS14004 (project iPRODICT).