tsfresh
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overlapping in rolling
Hi,
This is a general question. I tried to look into the docs but I could not find this option. Is there an option that the features can be calculated with say 50% overlap between the windows? I believe currently the time step between the windows is one meaning that if I set the max time shift to some value, it only jumps one step after it reaches the max time shift. I don't think either of the max_timeshift or min does this.
Hi! Thanks for the question. The rolling_direction parameter can be used for this. If you set it to e.g. 3, it will produce a window every 3 time steps. If you know the size beforehand, you can use this to calculate 50%. (You might get some problems at the edges, but these can be done manually)
@arashtavakoli Did that solve your problem?