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nils-braun committed Mar 11, 2024
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104 changes: 76 additions & 28 deletions AUTHORS.rst
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Expand Up @@ -14,43 +14,91 @@ Core Development Team

Contributions
-------------
- Markus Frey
- Niklas Haas
- earthgecko
- Moritz Gelb
- Thibault de Boissiere

- Alan Larson
- Alex Broekhof
- Alex F
- Alex Kennedy
- Alex Loosley
- Andrew Van Benschoten
- Ben Auffarth
- Brian Sang
- Stephan Müller
- Vin Tang
- Brunno Vanelli
- Chris Chow
- Ezekiel Kruglick
- Timo Klerx
- Gregor Koehler
- Matúš Tomlein
- Florian Aspart
- Sergey Shepelev
- Justin White
- J. Kleint
- Marx
- Delyan
- Justin
- Ricardo Emanuel Vaz Vargas
- Roman Yurchak
- Sergey Shepelev
- Will Koehrsen
- Wojciech Indyk
- Chris Holdgraf
- Christoph Hösler
- cnzero
- meer1992
- supergitacc
- Alex Loosley
- CYHSM
- Chris Holdgraf
- Dan Mazur
- Daniel Azevedo
- Daniel Gomez
- Daniel Naftalovich
- Delyan
- Denis Barbier
- Derrick
- Dhruv Srikanth
- Dimitris Spathis
- Dominic White
- earthgecko
- Emanuele Fumagalli
- Erlend Aune
- Evans Doe Ocansey
- Ezekiel Kruglick
- Filip Malkowski
- filipj8
- Florian Aspart
- flyingdutchman23
- Fujimoto Seiji
- George Wambold
- Brunno Vanelli
- Greg Bodeker
- Gregor Koehler
- Gustavo Bertoli
- Haris Sahovic
- HaveF
- He Kaisheng
- Henry Swaffield
- J. Kleint
- James Myatt
- Jean-Francois Zinque
- Jeroen Van Der Donckt
- Justin White
- kartikey-vyas
- koho
- Lifepillar
- lupupu
- Mal Curtis
- Mario Kahlhofer
- Markus Frey
- Marx
- Matúš Tomlein
- Maximilian Lohmann
- meer1992
- mendel5
- Michele Tonutti
- Moritz Gelb
- Nigel Bosch
- Niklas Haas
- Oli
- Omar Gutiérre
- patrjon
- Paul Fornia
- Paul Voigt
- Quan Gu
- rhysimu
- Ricardo Emanuel Vaz Vargas
- Roman Yurchak
- Roy Wedge
- Sean M. Law
- Sergey Shepelev
- Soledad Galli
- Stephan Müller
- supergitacc
- Tan Tao-Lin
- Teo Bucci
- Thibault Blanc
- Thibault de Boissiere
- Timo Klerx
- Vincent Tang
- Will Koehrsen
- Wojciech Indyk
- yairst
11 changes: 11 additions & 0 deletions CHANGES.rst
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Expand Up @@ -4,6 +4,17 @@ Changelog

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

Version 0.20.2
==============
- Added Features
- Make Dask and Distributed optional dependencies (#1061)
- View and Set N Jobs (#1029)

- Bugfixes/Typos/Documentation:
- Extra notes on parallelization efficiencies (#1046)
- Update doc extraction settings for clarity and formatting (#1033)
- Typos (#1031, #1034, #1049, #1048)

Version 0.20.1
==============

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9 changes: 9 additions & 0 deletions docs/text/quick_start.rst
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Expand Up @@ -13,6 +13,15 @@ As the compiled tsfresh package is hosted on the Python Package Index (PyPI) you
pip install tsfresh
If you need to work with large time series data that may not fit in memory, install tsfresh with
`Dask <https://www.dask.org>`_:

.. code:: shell
pip install tsfresh[dask]
See also :ref:`large-data-label`.


Dive in
-------
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18 changes: 9 additions & 9 deletions notebooks/05 Timeseries Forecasting.ipynb
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Expand Up @@ -215,7 +215,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"we now have 1252 unique windows (identified by stock symbol and ending date):"
"we now have 1253 unique windows (identified by stock symbol and ending date):"
]
},
{
Expand Down Expand Up @@ -342,7 +342,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"Just to repeat: the features in this row were only calculated using the time series values of `AAPL` up to and including `2015-07-14` and the last 20 days."
"Just to repeat: the features in this row were only calculated using the time series values of `AAPL` up to and including `2020-07-14` and the last 20 days."
]
},
{
Expand Down Expand Up @@ -418,7 +418,7 @@
"source": [
"We can now train normal AdaBoostRegressors to predict the next time step .\n",
"Let's split the data into a training and testing sample (but make sure to keep temporal consistency).\n",
"We take everything until 2019 as train data an the rest as test:"
"We take everything until 2020 as train data an the rest as test:"
]
},
{
Expand All @@ -427,7 +427,7 @@
"metadata": {},
"outputs": [],
"source": [
"X[:\"2018\"]"
"X[:\"2020\"]"
]
},
{
Expand All @@ -436,11 +436,11 @@
"metadata": {},
"outputs": [],
"source": [
"X_train = X[:\"2018\"]\n",
"X_test = X[\"2019\":]\n",
"X_train = X[:\"2020\"]\n",
"X_test = X[\"2021\":]\n",
"\n",
"y_train = y[:\"2018\"]\n",
"y_test = y[\"2019\":]"
"y_train = y[:\"2020\"]\n",
"y_test = y[\"2021\":]"
]
},
{
Expand Down Expand Up @@ -535,7 +535,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.10.9"
"version": "3.10.13"
}
},
"nbformat": 4,
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19 changes: 13 additions & 6 deletions notebooks/advanced/05 Timeseries Forecasting (multiple ids).ipynb
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Expand Up @@ -197,7 +197,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"Just to repeat: the features in this row were only calculated using the time series values of `AAPL` up to and including `2015-07-15` and the last 20 days."
"Just to repeat: the features in this row were only calculated using the time series values of `AAPL` up to and including `2020-07-14` and the last 20 days."
]
},
{
Expand Down Expand Up @@ -268,11 +268,11 @@
"metadata": {},
"outputs": [],
"source": [
"X_train = X.loc[(slice(None), slice(None, \"2018\")), :]\n",
"X_test = X.loc[(slice(None), slice(\"2019\", \"2020\")), :]\n",
"X_train = X.loc[(slice(None), slice(None, \"2020\")), :]\n",
"X_test = X.loc[(slice(None), slice(\"2021\", \"2022\")), :]\n",
"\n",
"y_train = y.loc[(slice(None), slice(None, \"2018\"))]\n",
"y_test = y.loc[(slice(None), slice(\"2019\", \"2020\"))]"
"y_train = y.loc[(slice(None), slice(None, \"2020\"))]\n",
"y_test = y.loc[(slice(None), slice(\"2021\", \"2022\"))]"
]
},
{
Expand Down Expand Up @@ -336,6 +336,13 @@
"y.unstack(\"Symbols\").plot(ax=plt.gca())\n",
"y_pred.unstack(\"Symbols\").plot(ax=plt.gca(), legend=None, marker=\".\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
Expand All @@ -354,7 +361,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.7.7"
"version": "3.10.13"
}
},
"nbformat": 4,
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Expand Up @@ -38,8 +38,7 @@
"from tsfresh.feature_extraction import ComprehensiveFCParameters\n",
"\n",
"matplotlib.rcParams[\"figure.figsize\"] = [16, 6]\n",
"matplotlib.rcParams[\"font.size\"] = 14\n",
"matplotlib.style.use('seaborn-darkgrid')"
"matplotlib.rcParams[\"font.size\"] = 14"
]
},
{
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6 changes: 4 additions & 2 deletions setup.cfg
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Expand Up @@ -42,8 +42,6 @@ install_requires =
patsy>=0.4.1
scikit-learn>=0.22.0
tqdm>=4.10.0
dask[dataframe]>=2.9.0
distributed>=2.11.0
stumpy>=1.7.2
cloudpickle

Expand All @@ -56,6 +54,9 @@ exclude =
tests*

[options.extras_require]
dask =
dask[dataframe]>=2.9.0
distributed>=2.11.0
matrixprofile =
matrixprofile>=1.1.10,<2.0.0

Expand All @@ -67,6 +68,7 @@ docs =

# Add here test requirements (semicolon/line-separated)
testing =
%(dask)s
pytest>=4.4.0
pytest-cov>=2.6.1
pytest-xdist>=1.26.1
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