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Feature/features on features
PR contains:
- Features on features function
extract_feature_dynamics()
- Generate pdf of feature dynamics function to assist with interpretation
gen_pdf_for_feature_dynamics()
- Engineer input timeseries function by taking differences within a timeseries (i.e. time differences) and by taking differences between different series (i.e. phase differerences)
engineer_input_timeseries()
- Function to get feature time series and feature dynamics dictionaries
derive_features_dictionaries()
- Notebook demonstrating the changes in this PR
06 tsfresh on tsfresh.ipynb
- Tests written in the same framework as the rest of tsfresh (@kempa-liehr will be worth having a chat about this)
@andreas the best place to start will be to run tsfresh/feature_extraction/feature_dynamics_example.py
and also to read the notebook 06 tsfresh on tsfresh.ipynb
Suggested workflow
- Make this PR into tsfresh on tsfresh branch (Nil's original branch)
- @kempa-liehr/@nils-braun to review this PR
- @Scott-Simmons and @Louis-Jarvis to make suggested changes in this PR and merge into Nil's branch
- Make PR from Nils branch to Main
- Merge Nil's branch into main