[PROJECT TRACKER] `tsfresh` time-series features about functime HOT 9 CLOSED

• benfold_correlation
• longest_strike_above_mean
• longest_strike_below_mean
• mean_n_abs_max
• percentage_of_reoccuring_datapoints_to_all
• percentage_of_reoccuring_values_to_all
• sum_of_reoccuring_data_points
• sum_of_reoccuring_values
• number_peaks (not yet implemented)
• number_cwt_peaks (not yet implemented)

from functime.

kurtosis is already in Polars.

• permutation_entropy
• query_similarity_count
• range_count
• ratio_beyond_r_sigma
• ratio_value_number_to_length
• root_mean_square
• sample_entropy
• spkt_welch_density ( Is this fourier related?)

from functime.

• autocorrelation
• count_above
• count_above_mean
• count_below
• count_below_mean
• has_duplicate
• has_duplicate_max
• has_duplicate_min

from functime.

• change_quantiles
• first_location_of_maximum
• last_location_of_minimum
• first_location_of_maximum
• last_location_of_minimum
• mean_abs_change
• mean_change
• number_crossing_m
• var_greater_than_std

from functime.

• binned_entropy
• fourier_entropy
• friedrich_coefficients
• lempel_ziv_complexity
• max_langevin_fixed_point
• partial_autocorr

from functime.

• c3
• cid_ce
• energy_ration_by_chunks
• index_mass_quantile
• large_std
• var_coeff

from functime.

Stable version released with v0.9.0!

from functime.

• abs_energy
• abs_maximum
• absolute_sum_of_energy
• approximate_entropy

from functime.

• spkt_welch_density ( Is this fourier related?)

@abstractqqq Not FFT, but it does use the welch algorithm (from scipy) for computing spectral density: https://github.com/scipy/scipy/blob/v1.11.2/scipy/signal/_spectral_py.py#L297-L460. You can try use using welch for now. We can consider rewriting it in Rust down the line.

from functime.