How can I select top n features of time series using tsfresh? Can I decide the number of top features I want to extract?
Selecting only a certain number of top features using tsfresh
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Based on the above comment from @Chaitra and this answer I give an answer.
You can decide the number of top features by using the
tsfreshrelevance table described in the documentation. You can then sort the table by the p-value and the the topnfeatures.Example code printing top 11 features: