From 8cfd3ac7825fbb17edad53305c0bf761705f4df8 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=C3=93scarGF?= Date: Fri, 21 Apr 2017 17:37:30 +0200 Subject: [PATCH] add tsfresh --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 3ae9a3f..1c457fd 100644 --- a/README.md +++ b/README.md @@ -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