TSFuse

Python package for automatically constructing features from multi-view time series data.

Description:

TSFuse is a Python package for automatically constructing features from multiple time series. Instead of extracting univariate time series features, TSFuse generates new series by applying time series fusion operations.

More Information:

Originates from the AI-Driven Data Science research challenge (FAIR 2019–2023).
Responsible Research Lead: Jesse Davis
Authors: Arne De Brabandere
Programming Language: Python
Link to the repository
Categories: Time series, supervised learning, anomaly detection

Publications:

Arne De Brabandere, Pieter Robberechts, Tim Op De Beéck and Jesse Davis. Automating Feature Construction for Multi-View Time Series Data. ECML/PKDD Workshop on Automating Data Science 2019.