sktime.transformations.panel.tsfresh

class sktime.transformations.panel.tsfresh.TSFreshFeatureExtractor(default_fc_parameters='efficient', kind_to_fc_parameters=None, chunksize=None, n_jobs=1, show_warnings=True, disable_progressbar=False, impute_function=None, profiling=None, profiling_filename=None, profiling_sorting=None, distributor=None)[source]

Bases: sktime.transformations.panel.tsfresh._TSFreshFeatureExtractor

Transformer for extracting time series features

References

..[1] https://github.com/blue-yonder/tsfresh

transform(X, y=None)[source]

Transform X.

Parameters
  • X (pd.DataFrame) – nested pandas DataFrame of shape [n_samples, n_columns]

  • y (pd.Series, optional (default=None)) –

Returns

Xt – Transformed pandas DataFrame

Return type

pandas DataFrame

class sktime.transformations.panel.tsfresh.TSFreshRelevantFeatureExtractor(default_fc_parameters='efficient', kind_to_fc_parameters=None, chunksize=None, n_jobs=1, show_warnings=True, disable_progressbar=False, impute_function=None, profiling=None, profiling_filename=None, profiling_sorting=None, distributor=None, test_for_binary_target_binary_feature=None, test_for_binary_target_real_feature=None, test_for_real_target_binary_feature=None, test_for_real_target_real_feature=None, fdr_level=None, hypotheses_independent=None, ml_task='auto')[source]

Bases: sktime.transformations.panel.tsfresh._TSFreshFeatureExtractor

Transformer for extracting and selecting features.

References

..[1] https://github.com/blue-yonder/tsfresh

fit(X, y=None)[source]

Fit.

Parameters
  • X (pd.DataFrame) – nested pandas DataFrame of shape [n_samples, n_columns]

  • y (pd.Series or np.array) – Target variable

Returns

self

Return type

an instance of self

transform(X, y=None)[source]

Transform X.

Parameters
  • X (pd.DataFrame) – nested pandas DataFrame of shape [n_samples, n_columns]

  • y (pd.Series or np.array) – Target variable

Returns

Xt – Transformed pandas DataFrame

Return type

pandas DataFrame