Issues with TSFreshClassifier

[TonyBagnall]

TSFreshClassifier crashes on a number of MTSC problems, for example, AtrialFibrilation raises this error.

[MatthewMiddlehurst]

This is TSFresh again so no real easy fix, but worth noting that the TSFreshClassifier default parameters use "efficient" features and performs feature selection, while FreshPRINCE uses "comprehensive" with no feature selection.

[TonyBagnall]

yes thought that, but can we do some internal error catching and at least diagnose what the actual problem is? So print out something like "TSFresh has created a nan feature for variable XYZ and classifier C is not able to handle nans"