machine-learningtime-seriesfeature-extractionfeature-engineeringmultivariate-time-series

Feature extraction package for time-sereis

What are the different packages available for feature extraction when dealing with time-series data ? I am aware about TSFRESH package. Any other package which is better than the mentioned one.

I have searched different blogs but not sure which one is the best if someone who has does some work on this please provide reference.

Solution

  • Good feature libraries implemented in Python include:

    Which is "best" probably depends on the problem.