特征选择
使用 tsfresh进行特征选择
from tsfresh.utilities.dataframe_functions import impute
from tsfresh import select_features
去除抽取特征中的NaN值
impute(train)
按照特征和数据label之间的相关性进行
train_features_filtered=select_features(train,train_label)
train_features_filtered#100000 rows × 700 columns