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predict-idlab / tsflex

Flexible time series feature extraction & processing
https://predict-idlab.github.io/tsflex/
MIT License
400 stars 26 forks source link

Alignment of feature windows when equal stride #59

Open jvdd opened 2 years ago

jvdd commented 2 years ago

There should at least be an option to conveniently align the feature windows when there is an equal stride (or multiples of the minimal stride).

This issue persists when the windows have different length (e.g., "3 min" and "5min") and have an equal stride (e.g., "2min"). The user would want to have the features aligned on the same index (e.g., after 5 min), and not misaligned (as it is right now) after 3min and 5 min.

I guess we could introduce a keyword argument in the FeatureCollection.calculate for this.

Disclaimer: issue was originally highlighted by @emield12

jvdd commented 2 years ago

PR #62 tackles this (partially) by setting the window_idx="begin" default instead of "end"!