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Releases: blue-yonder/tsfresh

v0.14.0

04 Feb 21:41
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  • Breaking Change
    • Replace Benjamini-Hochberg implementation with statsmodels implementation (#570)
  • Refactoring and Documentation
    • travis.yml (#605)
    • gitignore (#608)
    • Fix docstring of c3 (#590)
    • Feature/pep8 (#607)
  • Added Features
    • Improve test coverage (#609)
    • Add "autolag" parameter to augmented_dickey_fuller() (#612)
  • Bugfixes
    • Feature/pep8 (#607)
    • Fix filtering on warnings with multiprocessing on Windows (#610)
    • Remove outdated logging config (#621)
    • Replace Benjamini-Hochberg implementation with statsmodels implementation (#570)
    • Fix the kernel and the naming of a notebook (#626)

v0.13.0

24 Nov 14:43
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  • Drop python 2.7 support (#568)
  • Fixed bugs
    • Fix cache in friedrich_coefficients and agg_linear_trend (#593)
    • Added a check for wrong column names and a test for this check (#586)
    • Make sure to not install the tests folder (#599)
    • Make sure there is at least a single column which we can use for data (#589)
    • Avoid division by zero in energy_ratio_by_chunks (#588)
    • Ensure that get_moment() uses float computations (#584)
    • Preserve index when column_value and column_kind not provided (#576)
    • Add @set_property("input", "pd.Series") when needed (#582)
    • Fix off-by-one error in longest strike features (fixes #577) (#578)
    • Add set_property import (#572)
    • Fix typo (#571)
    • Fix indexing of melted normalized input (#563)
    • Fix travis (#569)
  • Remove warnings (#583)
  • Update to newest python version (#594)
  • Optimizations
    • Early return from change_quantiles if ql >= qh (#591)
    • Optimize mean_second_derivative_central (#587)
    • Improve performance with Numpy's sum function (#567)
    • Optimize mean_change (fixes issue #542) and correct documentation (#574)

v0.12.0

24 Nov 14:43
f7b037e
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  • fixed bugs
    • wrong calculation of friedrich coefficients
    • feature selection selected too many features
    • an ignored max_timeshift parameter in roll_time_series
  • add deprecation warning for python 2
  • added support for index based features
  • new feature calculator
    • linear_trend_timewise
  • enable the RelevantFeatureAugmenter to be used in cross validated pipelines
  • increased scipy dependency to 1.2.0

v0.11.1

24 Nov 14:44
58eccff
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  • general performance improvements
  • removed hard pinning of dependencies
  • fixed bugs
    • the stock price forecasting notebook
    • the multi classification notebook

v0.11.0

24 Nov 14:45
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  • new feature calculators:
    • fft_aggregated
    • cid_ce
  • renamed mean_second_derivate_central to mean_second_derivative_central
  • add warning if no relevant features were found in feature selection
  • add columns_to_ignore parameter to from_columns method
  • add distribution module, contains support for distributed feature extraction on Dask