Overview on extracted features

tsfresh calculates a comprehensive number of features. All feature calculators are contained in the

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tsfresh.feature_extraction.feature_calculators

submodule.

The following, exhaustive list contains all features that are calculated in the current version of tsfresh:

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failed to import autocorrelation

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failed to import c3

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failed to import count_below_mean

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failed to import cwt_coefficients

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failed to import first_location_of_minimum

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failed to import friedrich_coefficients

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failed to import has_duplicate

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abs_energy
absolute_sum_of_changes
agg_autocorrelation
agg_linear_trend
approximate_entropy
ar_coefficient
augmented_dickey_fuller
autocorrelation
binned_entropy
c3
change_quantiles
count_above_mean
count_below_mean
cwt_coefficients
energy_ratio_by_chunks
fft_coefficient
first_location_of_maximum
first_location_of_minimum
friedrich_coefficients
has_duplicate
has_duplicate_max
has_duplicate_min
index_mass_quantile
kurtosis
large_standard_deviation
last_location_of_maximum
last_location_of_minimum
length
linear_trend
longest_strike_above_mean
longest_strike_below_mean
max_langevin_fixed_point
maximum
mean
mean_abs_change
mean_change
mean_second_derivate_central
median
minimum
number_crossing_m
number_cwt_peaks
number_peaks
partial_autocorrelation
percentage_of_reoccurring_datapoints_to_all_datapoints
percentage_of_reoccurring_values_to_all_values
quantile
range_count
ratio_beyond_r_sigma
ratio_value_number_to_time_series_length
sample_entropy
set_property
skewness
spkt_welch_density
standard_deviation
sum_of_reoccurring_data_points
sum_of_reoccurring_values
sum_values
symmetry_looking
time_reversal_asymmetry_statistic
value_count
variance
variance_larger_than_standard_deviation