{"repo":"Nixtla/tsfeatures","free":true,"listed":false,"github":"https://github.com/Nixtla/tsfeatures","clone":"git clone https://github.com/Nixtla/tsfeatures.git","description":"Calculates various features from time series data. Python implementation of the R package tsfeatures.","language":"Python","stars":452,"topics":["time-series","features","python","tsfeatures","metrics","errors","m4","fforma","forecasting"],"license":"Apache-2.0","category":"analytics","readme_excerpt":"tsfeatures Calculates various features from time series data. Python implementation of the R package tsfeatures . Installation You can install the released version of tsfeatures from the Python package index with: Usage The tsfeatures main function calculates by default the features used by Montero-Manso, Talagala, Hyndman and Athanasopoulos in their implementation of the FFORMA model. This function receives a panel pandas df with columns unique id , ds , y and optionally the frequency of the data. By default ( freq=None ) the function will try to infer the frequency of each time series (using infer freq from pandas on the ds column) and assign a seasonal period according to the built-in dictionary FREQS : You can use your own dictionary using the dict freqs argument: List of available features Features :-------- :------ :------------- acf features heterogeneity series length arch stat holt parameters sparsity count entropy hurst stability crossing points hw parameters stl features entropy intervals unitroot kpss flat spots lumpiness unitroot pp frequency nonlinearity guerrero pacf features See the docs for a description of the features. To use a particular feature included in the package you need to import it: You can also define your own function and use it together with the included features: tsfeatures can handle functions that receives a numpy array x and a frequency freq (this parameter is needed even if you don't use it) and returns a dictionary with the feature name a","default_branch":null,"files":null,"tree":[],"storefront":"/r/Nixtla","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/Nixtla/tsfeatures/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}