This library replicates tsfeatures, R package.
pip install git+https://github.com/FedericoGarza/tsfeaturesfrom tsfeatures import tsfeaturesThis package receives a panel pandas df with columns unique_id, ds, y.
tsfeatures(panel, freq=7)tsfeatures(panel, freq=7, parallel=True)| feature | diff |
|---|---|
| series_length | 0 |
| trough | 0 |
| peak | 0 |
| nperiods | 0 |
| seasonal_period | 0 |
| crossing_points | 0 |
| spike | 0 |
| arch_lm | 0 |
| stability | 0 |
| seasonal_strength | 0 |
| e_acf1 | 0 |
| trend | 0 |
| e_acf10 | 0 |
| x_pacf5 | 0 |
| seas_pacf | 0 |
| seas_acf1 | 0 |
| x_acf1 | 0 |
| lumpiness | 0 |
| diff1_acf1 | 0 |
| diff1_acf10 | 0 |
| nonlinearity | 0 |
| x_acf10 | 0 |
| diff2_acf1 | 0 |
| diff2_acf10 | 0 |
| diff1x_pacf5 | 0 |
| unitroot_kpss | 0 |
| curvature | 0 |
| linearity | 0 |
| diff2x_pacf5 | 0 |
| unitroot_pp | 0 |
| arch_acf | 0.24 |
| arch_r2 | 0.25 |
| hw_alpha | 1.88 |
| hw_beta | 1.99 |
| flat_spots | 2.00 |
| entropy | 2.33 |
| garch_r2 | 2.51 |
| garch_acf | 3.00 |
| alpha | 3.42 |
| beta | 3.78 |
| hw_gamma | 4.18 |
| hurst | 12.41 |