初识tsfresh in Python

• tsfresh

  对时间序列数据进行特征提取这个过程,进行模块化操作的工具.

  tsfresh is a python package. It automatically calculates a large number of time series characteristics, the so called features. Further the package contains methods to evaluate the explaining power and importance of such charateristics for regression or classification tasks.

• Coding paradigms

  1. Keep it simple

     We believe that “Programs should be written for people to read, and only incidentally for machines to execute”

  2. keep it documented

     By at least including a docstring for each method and class. Do not describe what you are doing but why you are doing it.

  3. Ke