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by StreakyCobra 1824 days ago
There is also "tsfresh" [1] in the same domain that does «Automatic extraction of 100s of features». It filters the most useful features according to the given task, I quote: «This filtering procedure evaluates the explaining power and importance of each characteristic for the regression or classification tasks at hand.»

[1]: https://github.com/blue-yonder/tsfresh