Automated Feature Extraction / Engineering

[slavakurilyak]

Goal

As a machine learning (ML) developer, I want to implement automated feature extraction, so that I can achieve automated ML.

Consider

• Consider integrating cesium-ml's cesium library, which extracts 112 features from raw time series data using three categories: Cadence/Error, General, and Lomb-Scargle (Periodic)
• Consider integrating the featuretools library

Related Issues

• Automated Machine Learning (#25)

Completed Work

• At Kryptos, we already integrate many feature engineering techniques, including:

1. ta library by @bukosabino
2. tsfresh library by @blue-yonder
3. prophet library by @facebook