Open notbanker opened 3 years ago
Many of these .... https://github.com/blue-yonder/tsfresh/blob/main/tsfresh/feature_extraction/feature_calculators.py could easily be made incremental.
For good use of features in timemachines, we probably need a separate library for online regression (or use river).
Many of these .... https://github.com/blue-yonder/tsfresh/blob/main/tsfresh/feature_extraction/feature_calculators.py could easily be made incremental.