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Feature/features on features

Open Scott-Simmons opened this issue 2 years ago • 0 comments

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

  1. Make this PR into tsfresh on tsfresh branch (Nil's original branch)
  2. @kempa-liehr/@nils-braun to review this PR
  3. @Scott-Simmons and @Louis-Jarvis to make suggested changes in this PR and merge into Nil's branch
  4. Make PR from Nils branch to Main
  5. Merge Nil's branch into main

PDF output

image

Scott-Simmons avatar Jun 27 '22 08:06 Scott-Simmons