add tsfresh

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ÓscarGF
2017-04-21 17:37:30 +02:00
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commit 8cfd3ac782
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@@ -70,6 +70,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [statsmodels](http://statsmodels.sourceforge.net) - Python module that allows users to explore data, estimate statistical models, and perform statistical tests.
- [dynts](https://github.com/quantmind/dynts) - Python package for timeseries analysis and manipulation
- [PyFlux](https://github.com/RJT1990/pyflux) - Python library for timeseries modelling and inference (frequentist and Bayesian) on models
- [tsfresh](https://github.com/blue-yonder/tsfresh) - Automatic extraction of relevant features from time series
### Calendars