MLblog / jads_kaggle

Contains our group's work in various kaggle competitions
MIT License
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Add features to the FeatureComputer #130

Closed Christiannewisse closed 5 years ago

Christiannewisse commented 5 years ago

This PR adds the following features to the FeatureComputer:

STALTA and exp_mov_ave are calculated for multiple time windows. Note that this time windows needs to be shorter than the total array. We are also calculating these features for subsequences, which are relatively short arrays. Therefore, some changes in the code were necessary to take the correct time window for each array.