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v0.16.1
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IssueID #3922: v0.16.1

- Readded baseline unit tests
- Readded large_number_of_peaks removed in v0.9.0
- Readded mean_autocorrelation removed in v0.9.0
- Reverted to original augmented_dickey_fuller that was changed in v0.9.0
- Reverted to original fft_coefficient that was changed in v0.9.0
- Readded mean_abs_change_quantiles that was removed in v0.9.0
- Readded the original time_reversal_asymmetry_statistic that was in use pre
  v0.9.0 - blue-yonder#198
- Readded original autocorrelation that was removed in v0.9.0
- Disabled partial_autocorrelation added in v0.10.0
- Disabled cid_ce added in v0.11.1
- Disabled fft_aggregated added in v0.11.0
- Disabled Fix agg change made to agg_autocorrelation added in v0.11.1
blue-yonder@a53fb6a
- Changed to new value_count and range_count method added in v0.11.1
- Configured settings for pre v0.9.0 features
- Hardcoded TSFRESH_BASELINE_VERSION = '0.9.1' in tests
- Disabled linear_trend_timewise added in v0.12.0
- Readded tsfresh/examples/test_tsfresh_baseline_dataset.py which was removed
  in v0.12.0
- Use v0.11.01 value_count and range_count method not as per v0.13.0
- Disabled count_above and count_below features that were added in v0.15.0
- Configured settings for pre v0.9.0 features
- Hardcoded TSFRESH_BASELINE_VERSION = '0.16.1' in tests

Added:
tests/baseline/tsfresh-0.1.2.py2.data.json.features.transposed.csv
tests/baseline/tsfresh-0.3.0.py2.data.json.features.transposed.csv
tests/baseline/tsfresh-0.3.0.py3.data.json.features.transposed.csv
tests/baseline/tsfresh-0.3.1.py2.data.json.features.transposed.csv
tests/baseline/tsfresh-0.3.1.py3.data.json.features.transposed.csv
tests/baseline/tsfresh-0.4.0.py2.data.json.features.transposed.csv
tests/baseline/tsfresh-0.4.0.py3.data.json.features.transposed.csv
tests/baseline/tsfresh-0.5.0.py2.data.json.features.transposed.csv
tests/baseline/tsfresh-0.5.0.py3.data.json.features.transposed.csv
tests/baseline/tsfresh-0.5.1.py3.data.json.features.transposed.csv
tests/baseline/tsfresh-0.6.0.py2.data.json.features.transposed.csv
tests/baseline/tsfresh-0.6.0.py3.data.json.features.transposed.csv
tests/baseline/tsfresh-0.6.1.py3.data.json.features.transposed.csv
tests/baseline/tsfresh-0.7.2.py3.data.json.features.transposed.csv
tests/baseline/tsfresh-0.8.2.py3.data.json.features.transposed.csv
tests/baseline/tsfresh-0.9.1.py3.data.json.features.transposed.csv
tests/baseline/tsfresh-0.10.2.py3.data.json.features.transposed.csv
tests/baseline/tsfresh-0.11.3.py3.data.json.features.transposed.csv
tests/baseline/tsfresh-0.12.1.py3.data.json.features.transposed.csv
tests/baseline/tsfresh-0.13.1.py3.data.json.features.transposed.csv
tests/baseline/tsfresh-0.14.1.py3.data.json.features.transposed.csv
tests/baseline/tsfresh-0.15.2.py3.data.json.features.transposed.csv
tests/baseline/tsfresh-0.16.1.py3.data.json.features.transposed.csv
tests/baseline/tsfresh_features_test.py
Modified:
CHANGES.rst
README.md
tsfresh/feature_extraction/feature_calculators.py
tsfresh/feature_extraction/settings.py
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earthgecko committed Dec 31, 2020
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31 changes: 31 additions & 0 deletions CHANGES.rst
Original file line number Diff line number Diff line change
Expand Up @@ -4,6 +4,12 @@ Changelog

tsfresh uses `Semantic Versioning <http://semver.org/>`_

Version 0.16.1
==============

- Disabled count_above and count_below features that were added in v0.15.0
- Merged previous v0.15.2 changes

Version 0.16.0
==============

Expand Down Expand Up @@ -32,6 +38,11 @@ Version 0.16.0
But your results will change!


Version 0.15.2
==============

- Disabled new features count_above and count_below

Version 0.15.1
==============

Expand All @@ -50,6 +61,11 @@ Version 0.15.0
- Add missing distributor keyword (#648)
- Fix tuple input for cwt (#645)

Version 0.14.1 (2)
==============

- Merged 0.14.0 changes

Version 0.14.1
==============

Expand All @@ -75,6 +91,10 @@ Version 0.14.0
- Replace Benjamini-Hochberg implementation with statsmodels implementation (#570)
- Fix the kernel and the naming of a notebook (#626)

Version 0.13.1
==============

- Reverted to the v0.11.1 value_count setting

Version 0.13.0
==============
Expand Down Expand Up @@ -102,6 +122,11 @@ Version 0.13.0
- Improve performance with Numpy's sum function (#567)
- Optimize mean_change (fixes issue #542) and correct documentation (#574)

Version 0.12.1
==============

- Disabled linear_trend_timewise added in v0.12.0
- Readded tsfresh/examples/test_tsfresh_baseline_dataset.py which was removed in v0.12.0

Version 0.12.0
==============
Expand All @@ -117,6 +142,12 @@ Version 0.12.0
- enable the RelevantFeatureAugmenter to be used in cross validated pipelines
- increased scipy dependency to 1.2.0

Version 0.11.3
==============
- Disabled new feature calculators:
- fft_aggregated
- cid_ce
- reverted to the original mean_second_derivate_central from mean_second_derivative_central

Version 0.11.2
==============
Expand Down
15 changes: 15 additions & 0 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,21 @@
[![Binder](https://mybinder.org/badge.svg)](https://mybinder.org/v2/gh/blue-yonder/tsfresh/master?filepath=notebooks)
[![Downloads](https://pepy.tech/badge/tsfresh)](https://pepy.tech/project/tsfresh)

# MODIFIED FORK

This repository contains a *MODIFIED FORK* of the tsfresh python package for use with Skyline.
This modified fork maintains the features extracted at v0.4.0 but moves this tsfresh version forward in line with blue-yonder/tsfresh in terms of tsfresh internals and dependencies, etc.

- New features added to blue-yonder/tsfresh are disabled in this version
- Original methods for features are maintained even if they are changed in blue-yonder/tsfresh

*NOTE*: these branches/versions are tested against the tests/baseline/tsfresh_features_test.py, which was
removed from blue-yonder/tsfresh in v0.7.0 but has been readded to this fork. These branches/versions are
only tested via the Skyline build tests, they *are not* tested against the tsfresh tests. Seeing as this
fork follows the blue-yonder/tsfresh versions and retrospectively makes backwards compatible changes to the
settings and feature_calculators.py which work with the Skyline tests. Therefore these changes are not
currently backported to the tsfresh tests themselves and the tsfresh tests will fail if run against any
of theses branches.

# tsfresh

Expand Down
207 changes: 207 additions & 0 deletions tests/baseline/tsfresh-0.1.2.py2.data.json.features.transposed.csv
Original file line number Diff line number Diff line change
@@ -0,0 +1,207 @@
,tsfresh_features_test
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value__mean_change,2.38983050847
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value__mean_autocorrelation,1.1720475294
value__autocorrelation__lag_5,0.464639525765
value__median,9981.0
value__symmetry_looking__r_0.85,1.0
value__mean_abs_change_quantiles__qh_0.8__ql_0.4,20.0
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value__mean_abs_change_quantiles__qh_0.8__ql_0.6,13.0
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value__autocorrelation__lag_9,0.217484000968
value__variance_larger_than_standard_deviation,1.0
value__variance,3196.67638889
value__mean,9986.08333333
value__mean_abs_change_quantiles__qh_0.6__ql_0.8,0.0
value__mean_abs_change_quantiles__qh_0.6__ql_0.6,0.0
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value__mean_second_derivate_central,0.706896551724
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value__range_count__max_1__min_-1,0.0
value__kurtosis,-0.0289015217515
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value__binned_entropy__max_bins_10,2.11974362674
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value__longest_strike_below_mean,9.0
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