2021-03-20

目标

学习时间序列数据的特征预处理方法
学习时间序列特征处理工具 Tsfresh（TimeSeries Fresh）的使用

数据预处理

时间序列数据格式处理
加入时间步特征time

特征工程

时间序列特征构造
特征筛选
使用 tsfresh 进行时间序列特征处理

# 包导入
import pandas as pd
import numpy as np
import tsfresh as tsf
from tsfresh import extract_features, select_features
from tsfresh.utilities.dataframe_functions import impute
from tsfresh import select_features
from tsfresh.utilities.dataframe_functions import impute
from tsfresh import extract_features
# 数据读取
data_train = pd.read_csv("train.csv")
data_test_A = pd.read_csv("testA.csv")
# 对心电特征进行行转列处理，同时为每个心电信号加入时间步特征time
train_heartbeat_df = data_train["heartbeat_signals"].str.split(",", expand=True).stack()
train_heartbeat_df = train_heartbeat_df.reset_index()
train_heartbeat_df = train_heartbeat_df.set_index("level_0")
train_heartbeat_df.index.name = None
train_heartbeat_df.rename(columns={"level_1":"time", 0:"heartbeat_signals"}, inplace=True)
train_heartbeat_df["heartbeat_signals"] = train_heartbeat_df["heartbeat_signals"].astype(float)
# 将处理后的心电特征加入到训练数据中，同时将训练数据label列单独存储
data_train_label = data_train["label"]
data_train = data_train.drop("label", axis=1)
data_train = data_train.drop("heartbeat_signals", axis=1)
data_train = data_train.join(train_heartbeat_df)
# 特征提取
train_features = extract_features(data_train, column_id='id', column_sort='time')
# 去除抽取特征中的NaN值
impute(train_features)
# 按照特征和数据label之间的相关性进行特征选择
train_features_filtered = select_features(train_features, data_train_label)

由于运行环境的原因，故采用他人已经提取的特征进行训练
特征链接如下
oq5c 筛选后707个特征