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Questions tagged [tsfresh]

28 questions
3
votes
1 answer

Selecting only a certain number of top features using tsfresh

How can I select top n features of time series using tsfresh? Can I decide the number of top features I want to extract?
Chaitra
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3
votes
1 answer

TSFRESH: Get N most relevant features

Is there any way to get the N most relevant features in TSFRESH? Currently, the method extract_relevant_features has a parameter fdr_level, but for a big amount of time series (>1000), the function with a very low fdr_level parameter (< 0.01)…
Víctor Julio Ramírez
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2
votes
0 answers

How to set chunk size in tsfresh to increase processing speed

I have a time dataset of 43680 columns and 2205 rows. I am trying to use tsfresh to extract relevant features through default_fc_parameters = EfficientFCParameters(). I have set the n_jobs to 4. I am having trouble with the chunk size. Does…
Shyamala Rajasekar
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2
votes
0 answers

Normalizing timeseries before using tsfresh transformer in sklearn pipeline

I'm using the sklearn transformer for tsfresh in a pipeline, and want to normalize my timeseries before extracting features. My dataset consists of multiple samples containing multiple timeseries. def build_timeseries_pipeline(): regressor =…
August Solvang
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2
votes
1 answer

how to use tsfresh python package to extract features from time series data?

I have a list of lists where each list represents a time series…
user13505457
1
vote
2 answers

How to add a custom feature calculator to the tsfresh.feature_extraction.feature_calculators submodule?

import pandas as pd,numpy as np import tsfresh from tsfresh.feature_extraction.feature_calculators import set_property @set_property("fctype", "simple") def zero_value_percentage(x): ratio = (x==0).sum()/x.shape[0] return…
PDL
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1
vote
0 answers

Dask .categorize very slow

I am trying to use Dask in an effort to perform feature extraction on a very large dataset (feature extraction using tsfresh), however I am having trouble with very long processing times. My data looks as follows. I have it all stored in Parquet…
Oskar
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1
vote
0 answers

tsfresh rolling window fails with IndexError

I am trying to extract the rolling (sliding window) features using tsfresh 1.19 in python 3.8.13 on Mac M1, locally and it doesn't work producing this error: IndexError: cannot do a non-empty take from an empty axes. Even replicating the example…
Meisam H
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1
vote
0 answers

No relevant features with tsfresh

I would like to use tsfresh to extract features from a time series, but I am having trouble already with a very basic example. I generate a time series with 100 data points, each of length 100, of synthetic data simulating the function f(x)=x^2 with…
Aitor Pérez
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1
vote
1 answer

tsfresh package for feature extraction

I have a dataframe. I would like to extract features based on a time window. df = pd.DataFrame({'time':[1,2,3,4,5,6,7,8,9,10,2,3,5,6,8,10,12], 'id':[793,793,793,793,793,793,793,793,793,793,942,942,942,942,942,942,942], …
pythonhater
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1
vote
1 answer

Finite-valued target vector for select_features in tsfresh

I am using tsfresh in Python for a classification problem. The variable to predict can have 5 values (from 0 to 4). I am trying to use select_features to reduce the relevant features in the input. In the documentation I find that "Target…
sqrt2sqrt2
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1
vote
1 answer

tsfresh timeseries missing values

I am confused about tsfresh input format. Can I give a dataframe with missing values for different ids? For example, timeseries 1 {t0: 1, t2: 4, t5: 1} and timeseries 2 {t1: 5, t2: 2}. Should I fill missing values(t1, t3 etc.) with 0? thanks in…
ZPB
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1
vote
0 answers

Ignoring message

I'm using the package tsfresh and keep getting the following message: whenever I call the function extract_features with the following…
Hagbard
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1
vote
1 answer

tsFresh - The given column for the id is not present in the data

How do I solve the attribute error: The given column for the id is not present in the data when the column_id is 'ID' in the pandas dataframe used as input for the tsfresh "extract_features" function?
Beaty
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0
votes
1 answer

Resolution of "ValueError: The following ids are in the time series container but are missing in y" in tsfresh

When using extract_relevant_features of tsfresh, I am getting this error message: features_filtered_direct = extract_relevant_features(df.notnull(), File…
Rebel
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