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microprediction / timemachines

Predict time-series with one line of code.
https://www.microprediction.com/blog/popular-timeseries-packages
MIT License
405 stars 51 forks source link

tsfresh features #24

Open notbanker opened 3 years ago

notbanker commented 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.

microprediction commented 2 years ago

For good use of features in timemachines, we probably need a separate library for online regression (or use river).