tsfresh_features.py

import pandas as pd
import h5py
import numpy as np
from tsfresh import extract_features
from tsfresh.feature_extraction.settings import MinimalFCParameters
import h5py
import os

if __name__ == "__main__":

    savefile = "tsfresh_features.h5"
    datafile = "simSeriesData.h5"
    chunckLength = 100


    with h5py.File(datafile,"r") as f:
        n = f["deltas"].shape[0]//chunckLength

        for i in range(n):
            print(f"Chunck: {i}")
            ts = np.tile(f["t"],chunckLength)
            deltas = np.reshape(f["deltas"][i*chunckLength:(i+1)*chunckLength],(-1,))
            ids = np.repeat(range(i*chunckLength,(i+1)*chunckLength),f["deltas"].shape[1])

            data = pd.DataFrame({'id':ids,'time':ts,'y':deltas})


            features = extract_features(data,column_id="id", column_sort="time", default_fc_parameters=MinimalFCParameters(),n_jobs=15)

            
            features.to_hdf(savefile, 'table', mode='a',complevel=9, complib='zlib',format='table',append=True)