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Super easy Python Automatic extraction of stock price data features (using tsfresh)

Automatic extraction of stock price data features using tsfresh in Python

10mohi6

·Apr 25

1. tool installation

＄ pip install scikit-learn xgboost pandas-datareader tsfresh

2. file creation

3. execution

$ python pred.py

4. reference

tsfresh - tsfresh 0.18.1.dev11+g8ebb236 documentation

tsfresh is a python package. It automatically calculates a large number of time series characteristics, the so called…

tsfresh.readthedocs.io