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[ENH] remove unneccesary conversion in TSFreshFeatureExtractor #4571

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merged 7 commits into from May 17, 2023
Merged

[ENH] remove unneccesary conversion in TSFreshFeatureExtractor #4571

merged 7 commits into from May 17, 2023

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fkiraly
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@fkiraly fkiraly commented May 11, 2023 •
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This PR:

  • removes an unneccesary conversion in TSFreshFeatureExtractor, it would convert first to nested_univ then to pd-long. This is unnecessary, it should convert directly to pd-long.
  • adds a direct converter from pd-multiindex to pd-long, removing the need to rely on the dodgy nested_univ data format.

Depends on #4573

@fkiraly fkiraly added module:transformations transformations module: time series transformation, feature extraction, pre-/post-processing enhancement Adding new functionality labels May 11, 2023
@fkiraly fkiraly merged commit 89abb93 into main May 17, 2023
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@fkiraly fkiraly deleted the faster-tsfresh branch May 17, 2023 18:39
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enhancement Adding new functionality module:transformations transformations module: time series transformation, feature extraction, pre-/post-processing
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