How to use the tsfresh.feature_extraction.feature_calculators.change_quantiles function in tsfresh

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github pdkit / pdkit / pdkit / tremor_processor.py View on Github external
:type ql: float
            :param qh: the higher quantile of the corridor
            :type qh: float
            :param isabs: should the absolute differences be taken?
            :type isabs: bool
            :param f_agg: the aggregator function that is applied to the differences in the bin
            :type f_agg: str, name of a numpy function (e.g. mean, var, std, median)
            :return: the value of this feature
            :rtype: float
        """
        if ql is None or qh is None or isabs is None or f_agg is None:
            f_agg = 'mean'
            isabs = True
            qh = 0.2
            ql = 0.0
        quantile = feature_calculators.change_quantiles(x, ql, qh, isabs, f_agg)
        logging.debug("change_quantiles by tsfresh calculated")
        return quantile
github FeatureLabs / featuretools-tsfresh-primitives / featuretools_tsfresh_primitives / primitives / change_quantiles.py View on Github external
def function(x):
            return change_quantiles(x,
                                    ql=self.ql,
                                    qh=self.qh,
                                    isabs=self.isabs,
                                    f_agg=self.f_agg)