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| { | |
| "cells": [ | |
| { | |
| "cell_type": "markdown", | |
| "metadata": {}, | |
| "source": [ | |
| "## tsfresh: benchmarking the run time of individual feature calculators\n", | |
| "\n", | |
| "In this benchmark we will evaluate the run time of individual feature calculators,\n", | |
| "\n", | |
| "Requirements:\n", | |
| "```\n", | |
| "pip install tsfresh pandas neurtu\n", | |
| "```" | |
| ] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "execution_count": 33, | |
| "metadata": {}, | |
| "outputs": [], | |
| "source": [ | |
| "import numpy as np\n", | |
| "import pandas as pd\n", | |
| "\n", | |
| "from tsfresh.feature_extraction.extraction import _do_extraction_on_chunk\n", | |
| "from tsfresh.feature_extraction import feature_calculators\n", | |
| "from tsfresh.feature_extraction.settings import EfficientFCParameters, ComprehensiveFCParameters\n", | |
| "from tsfresh.utilities import dataframe_functions\n", | |
| "\n", | |
| "from neurtu import timeit, delayed" | |
| ] | |
| }, | |
| { | |
| "cell_type": "markdown", | |
| "metadata": {}, | |
| "source": [ | |
| "Here we load a randomly generated dataset," | |
| ] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "execution_count": 2, | |
| "metadata": {}, | |
| "outputs": [], | |
| "source": [ | |
| "df = pd.read_csv('https://github.com/blue-yonder/tsfresh/files/1751897/sample_dataset.csv.gz')\n", | |
| "df['t'] = pd.to_datetime(df.t)" | |
| ] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "execution_count": 3, | |
| "metadata": {}, | |
| "outputs": [ | |
| { | |
| "name": "stdout", | |
| "output_type": "stream", | |
| "text": [ | |
| "Shape: (200000, 3)\n" | |
| ] | |
| }, | |
| { | |
| "data": { | |
| "text/html": [ | |
| "<div>\n", | |
| "<style scoped>\n", | |
| " .dataframe tbody tr th:only-of-type {\n", | |
| " vertical-align: middle;\n", | |
| " }\n", | |
| "\n", | |
| " .dataframe tbody tr th {\n", | |
| " vertical-align: top;\n", | |
| " }\n", | |
| "\n", | |
| " .dataframe thead th {\n", | |
| " text-align: right;\n", | |
| " }\n", | |
| "</style>\n", | |
| "<table border=\"1\" class=\"dataframe\">\n", | |
| " <thead>\n", | |
| " <tr style=\"text-align: right;\">\n", | |
| " <th></th>\n", | |
| " <th>amount</th>\n", | |
| " <th>t</th>\n", | |
| " <th>uid</th>\n", | |
| " </tr>\n", | |
| " </thead>\n", | |
| " <tbody>\n", | |
| " <tr>\n", | |
| " <th>0</th>\n", | |
| " <td>-28.00</td>\n", | |
| " <td>2013-01-01</td>\n", | |
| " <td>5b3ecda7b4f48aa7fad7ceb2ae6b11</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>1</th>\n", | |
| " <td>-7.99</td>\n", | |
| " <td>2013-01-01</td>\n", | |
| " <td>020c7a57c3393ea13d6a0c30eee62e</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>2</th>\n", | |
| " <td>1.79</td>\n", | |
| " <td>2013-01-01</td>\n", | |
| " <td>f8618d79da85a037f52221517e6147</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>3</th>\n", | |
| " <td>0.89</td>\n", | |
| " <td>2013-01-01</td>\n", | |
| " <td>f8618d79da85a037f52221517e6147</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>4</th>\n", | |
| " <td>103.00</td>\n", | |
| " <td>2013-01-01</td>\n", | |
| " <td>5acbd7dac6c86bc773a5689b38489d</td>\n", | |
| " </tr>\n", | |
| " </tbody>\n", | |
| "</table>\n", | |
| "</div>" | |
| ], | |
| "text/plain": [ | |
| " amount t uid\n", | |
| "0 -28.00 2013-01-01 5b3ecda7b4f48aa7fad7ceb2ae6b11\n", | |
| "1 -7.99 2013-01-01 020c7a57c3393ea13d6a0c30eee62e\n", | |
| "2 1.79 2013-01-01 f8618d79da85a037f52221517e6147\n", | |
| "3 0.89 2013-01-01 f8618d79da85a037f52221517e6147\n", | |
| "4 103.00 2013-01-01 5acbd7dac6c86bc773a5689b38489d" | |
| ] | |
| }, | |
| "execution_count": 3, | |
| "metadata": {}, | |
| "output_type": "execute_result" | |
| } | |
| ], | |
| "source": [ | |
| "print('Shape:', df.shape)\n", | |
| "df.head()" | |
| ] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "execution_count": 4, | |
| "metadata": {}, | |
| "outputs": [ | |
| { | |
| "data": { | |
| "text/plain": [ | |
| "amount 24738\n", | |
| "t 601\n", | |
| "uid 250\n", | |
| "dtype: int64" | |
| ] | |
| }, | |
| "execution_count": 4, | |
| "metadata": {}, | |
| "output_type": "execute_result" | |
| } | |
| ], | |
| "source": [ | |
| "df.nunique()" | |
| ] | |
| }, | |
| { | |
| "cell_type": "markdown", | |
| "metadata": {}, | |
| "source": [ | |
| "Pre-compute the relevant quantities from ``extract_features``" | |
| ] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "execution_count": 8, | |
| "metadata": {}, | |
| "outputs": [ | |
| { | |
| "name": "stdout", | |
| "output_type": "stream", | |
| "text": [ | |
| "CPU times: user 60 ms, sys: 0 ns, total: 60 ms\n", | |
| "Wall time: 61.9 ms\n" | |
| ] | |
| } | |
| ], | |
| "source": [ | |
| "%%time\n", | |
| "\n", | |
| "df_melt, column_id, column_kind, column_value = \\\n", | |
| " dataframe_functions._normalize_input_to_internal_representation(timeseries_container=df,\n", | |
| " column_id='uid', column_kind=None,\n", | |
| " column_sort='t',\n", | |
| " column_value='amount')" | |
| ] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "execution_count": 10, | |
| "metadata": {}, | |
| "outputs": [ | |
| { | |
| "data": { | |
| "text/html": [ | |
| "<div>\n", | |
| "<style scoped>\n", | |
| " .dataframe tbody tr th:only-of-type {\n", | |
| " vertical-align: middle;\n", | |
| " }\n", | |
| "\n", | |
| " .dataframe tbody tr th {\n", | |
| " vertical-align: top;\n", | |
| " }\n", | |
| "\n", | |
| " .dataframe thead th {\n", | |
| " text-align: right;\n", | |
| " }\n", | |
| "</style>\n", | |
| "<table border=\"1\" class=\"dataframe\">\n", | |
| " <thead>\n", | |
| " <tr style=\"text-align: right;\">\n", | |
| " <th></th>\n", | |
| " <th>amount</th>\n", | |
| " <th>uid</th>\n", | |
| " <th>_variables</th>\n", | |
| " </tr>\n", | |
| " </thead>\n", | |
| " <tbody>\n", | |
| " <tr>\n", | |
| " <th>0</th>\n", | |
| " <td>-28.00</td>\n", | |
| " <td>5b3ecda7b4f48aa7fad7ceb2ae6b11</td>\n", | |
| " <td>amount</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>376</th>\n", | |
| " <td>-39.99</td>\n", | |
| " <td>1cd8c6c2dbc178430331b2ae2c0051</td>\n", | |
| " <td>amount</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>375</th>\n", | |
| " <td>-262.64</td>\n", | |
| " <td>863e5bd69af58e07318d80d921cae1</td>\n", | |
| " <td>amount</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>374</th>\n", | |
| " <td>21.24</td>\n", | |
| " <td>863e5bd69af58e07318d80d921cae1</td>\n", | |
| " <td>amount</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>373</th>\n", | |
| " <td>8.40</td>\n", | |
| " <td>0c1a651ab3b683d29b0f888c372d62</td>\n", | |
| " <td>amount</td>\n", | |
| " </tr>\n", | |
| " </tbody>\n", | |
| "</table>\n", | |
| "</div>" | |
| ], | |
| "text/plain": [ | |
| " amount uid _variables\n", | |
| "0 -28.00 5b3ecda7b4f48aa7fad7ceb2ae6b11 amount\n", | |
| "376 -39.99 1cd8c6c2dbc178430331b2ae2c0051 amount\n", | |
| "375 -262.64 863e5bd69af58e07318d80d921cae1 amount\n", | |
| "374 21.24 863e5bd69af58e07318d80d921cae1 amount\n", | |
| "373 8.40 0c1a651ab3b683d29b0f888c372d62 amount" | |
| ] | |
| }, | |
| "execution_count": 10, | |
| "metadata": {}, | |
| "output_type": "execute_result" | |
| } | |
| ], | |
| "source": [ | |
| "df_melt.head()" | |
| ] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "execution_count": 13, | |
| "metadata": {}, | |
| "outputs": [ | |
| { | |
| "name": "stdout", | |
| "output_type": "stream", | |
| "text": [ | |
| "CPU times: user 0 ns, sys: 0 ns, total: 0 ns\n", | |
| "Wall time: 298 µs\n" | |
| ] | |
| } | |
| ], | |
| "source": [ | |
| "%%time\n", | |
| "\n", | |
| "df_g = df_melt.groupby([column_id, column_kind])[column_value]" | |
| ] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "execution_count": 34, | |
| "metadata": {}, | |
| "outputs": [ | |
| { | |
| "data": { | |
| "text/html": [ | |
| "<div>\n", | |
| "<style scoped>\n", | |
| " .dataframe tbody tr th:only-of-type {\n", | |
| " vertical-align: middle;\n", | |
| " }\n", | |
| "\n", | |
| " .dataframe tbody tr th {\n", | |
| " vertical-align: top;\n", | |
| " }\n", | |
| "\n", | |
| " .dataframe thead th {\n", | |
| " text-align: right;\n", | |
| " }\n", | |
| "</style>\n", | |
| "<table border=\"1\" class=\"dataframe\">\n", | |
| " <thead>\n", | |
| " <tr style=\"text-align: right;\">\n", | |
| " <th></th>\n", | |
| " <th>fc_name</th>\n", | |
| " <th>fctype</th>\n", | |
| " <th>high_comp_cost</th>\n", | |
| " <th>params</th>\n", | |
| " <th>wall_time_max</th>\n", | |
| " <th>wall_time_mean</th>\n", | |
| " <th>wall_time_min</th>\n", | |
| " <th>wall_time_std</th>\n", | |
| " </tr>\n", | |
| " </thead>\n", | |
| " <tbody>\n", | |
| " <tr>\n", | |
| " <th>0</th>\n", | |
| " <td>variance_larger_than_standard_deviation</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.017898</td>\n", | |
| " <td>0.016222</td>\n", | |
| " <td>0.014694</td>\n", | |
| " <td>0.001312</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>1</th>\n", | |
| " <td>has_duplicate_max</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015940</td>\n", | |
| " <td>0.015558</td>\n", | |
| " <td>0.014807</td>\n", | |
| " <td>0.000531</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>2</th>\n", | |
| " <td>has_duplicate_min</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015417</td>\n", | |
| " <td>0.014786</td>\n", | |
| " <td>0.014418</td>\n", | |
| " <td>0.000448</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>3</th>\n", | |
| " <td>has_duplicate</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015722</td>\n", | |
| " <td>0.015069</td>\n", | |
| " <td>0.014550</td>\n", | |
| " <td>0.000488</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>4</th>\n", | |
| " <td>sum_values</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015267</td>\n", | |
| " <td>0.014905</td>\n", | |
| " <td>0.014699</td>\n", | |
| " <td>0.000257</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>5</th>\n", | |
| " <td>abs_energy</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014735</td>\n", | |
| " <td>0.014683</td>\n", | |
| " <td>0.014641</td>\n", | |
| " <td>0.000039</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6</th>\n", | |
| " <td>mean_abs_change</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015027</td>\n", | |
| " <td>0.014843</td>\n", | |
| " <td>0.014674</td>\n", | |
| " <td>0.000144</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>7</th>\n", | |
| " <td>mean_change</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014714</td>\n", | |
| " <td>0.014601</td>\n", | |
| " <td>0.014397</td>\n", | |
| " <td>0.000145</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>8</th>\n", | |
| " <td>mean_second_derivate_central</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014619</td>\n", | |
| " <td>0.014506</td>\n", | |
| " <td>0.014411</td>\n", | |
| " <td>0.000086</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>9</th>\n", | |
| " <td>median</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014933</td>\n", | |
| " <td>0.014620</td>\n", | |
| " <td>0.014411</td>\n", | |
| " <td>0.000225</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>10</th>\n", | |
| " <td>mean</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014781</td>\n", | |
| " <td>0.014651</td>\n", | |
| " <td>0.014442</td>\n", | |
| " <td>0.000149</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>11</th>\n", | |
| " <td>length</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014797</td>\n", | |
| " <td>0.014661</td>\n", | |
| " <td>0.014526</td>\n", | |
| " <td>0.000111</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>12</th>\n", | |
| " <td>standard_deviation</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015365</td>\n", | |
| " <td>0.014781</td>\n", | |
| " <td>0.014409</td>\n", | |
| " <td>0.000418</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>13</th>\n", | |
| " <td>variance</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014519</td>\n", | |
| " <td>0.014457</td>\n", | |
| " <td>0.014391</td>\n", | |
| " <td>0.000052</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>14</th>\n", | |
| " <td>skewness</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015350</td>\n", | |
| " <td>0.014815</td>\n", | |
| " <td>0.014542</td>\n", | |
| " <td>0.000378</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>15</th>\n", | |
| " <td>kurtosis</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015259</td>\n", | |
| " <td>0.015062</td>\n", | |
| " <td>0.014709</td>\n", | |
| " <td>0.000250</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>16</th>\n", | |
| " <td>absolute_sum_of_changes</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015807</td>\n", | |
| " <td>0.015169</td>\n", | |
| " <td>0.014538</td>\n", | |
| " <td>0.000518</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>17</th>\n", | |
| " <td>longest_strike_below_mean</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015062</td>\n", | |
| " <td>0.014851</td>\n", | |
| " <td>0.014702</td>\n", | |
| " <td>0.000153</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>18</th>\n", | |
| " <td>longest_strike_above_mean</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015032</td>\n", | |
| " <td>0.014771</td>\n", | |
| " <td>0.014627</td>\n", | |
| " <td>0.000185</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>19</th>\n", | |
| " <td>count_above_mean</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014806</td>\n", | |
| " <td>0.014621</td>\n", | |
| " <td>0.014404</td>\n", | |
| " <td>0.000165</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>20</th>\n", | |
| " <td>count_below_mean</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014599</td>\n", | |
| " <td>0.014534</td>\n", | |
| " <td>0.014492</td>\n", | |
| " <td>0.000047</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>21</th>\n", | |
| " <td>last_location_of_maximum</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015526</td>\n", | |
| " <td>0.015019</td>\n", | |
| " <td>0.014444</td>\n", | |
| " <td>0.000445</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>22</th>\n", | |
| " <td>first_location_of_maximum</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014936</td>\n", | |
| " <td>0.014747</td>\n", | |
| " <td>0.014587</td>\n", | |
| " <td>0.000144</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>23</th>\n", | |
| " <td>last_location_of_minimum</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014953</td>\n", | |
| " <td>0.014735</td>\n", | |
| " <td>0.014345</td>\n", | |
| " <td>0.000277</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>24</th>\n", | |
| " <td>first_location_of_minimum</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.016022</td>\n", | |
| " <td>0.015235</td>\n", | |
| " <td>0.014479</td>\n", | |
| " <td>0.000630</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>25</th>\n", | |
| " <td>percentage_of_reoccurring_datapoints_to_all_da...</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014834</td>\n", | |
| " <td>0.014682</td>\n", | |
| " <td>0.014543</td>\n", | |
| " <td>0.000119</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>26</th>\n", | |
| " <td>percentage_of_reoccurring_values_to_all_values</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014478</td>\n", | |
| " <td>0.014393</td>\n", | |
| " <td>0.014252</td>\n", | |
| " <td>0.000100</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>27</th>\n", | |
| " <td>sum_of_reoccurring_values</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014980</td>\n", | |
| " <td>0.014706</td>\n", | |
| " <td>0.014489</td>\n", | |
| " <td>0.000204</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>28</th>\n", | |
| " <td>sum_of_reoccurring_data_points</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015156</td>\n", | |
| " <td>0.014820</td>\n", | |
| " <td>0.014458</td>\n", | |
| " <td>0.000286</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>29</th>\n", | |
| " <td>ratio_value_number_to_time_series_length</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014908</td>\n", | |
| " <td>0.014618</td>\n", | |
| " <td>0.014378</td>\n", | |
| " <td>0.000219</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>...</th>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>31</th>\n", | |
| " <td>maximum</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014593</td>\n", | |
| " <td>0.014524</td>\n", | |
| " <td>0.014478</td>\n", | |
| " <td>0.000049</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>32</th>\n", | |
| " <td>minimum</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014723</td>\n", | |
| " <td>0.014525</td>\n", | |
| " <td>0.014299</td>\n", | |
| " <td>0.000174</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>33</th>\n", | |
| " <td>time_reversal_asymmetry_statistic</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'lag': 1}, {'lag': 2}, {'lag': 3}]</td>\n", | |
| " <td>0.014715</td>\n", | |
| " <td>0.014587</td>\n", | |
| " <td>0.014463</td>\n", | |
| " <td>0.000103</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>34</th>\n", | |
| " <td>c3</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'lag': 1}, {'lag': 2}, {'lag': 3}]</td>\n", | |
| " <td>0.014619</td>\n", | |
| " <td>0.014557</td>\n", | |
| " <td>0.014520</td>\n", | |
| " <td>0.000044</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>35</th>\n", | |
| " <td>symmetry_looking</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'r': 0.0}, {'r': 0.05}, {'r': 0.1}, {'r': 0....</td>\n", | |
| " <td>0.015020</td>\n", | |
| " <td>0.014721</td>\n", | |
| " <td>0.014543</td>\n", | |
| " <td>0.000212</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>36</th>\n", | |
| " <td>large_standard_deviation</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'r': 0.05}, {'r': 0.1}, {'r': 0.150000000000...</td>\n", | |
| " <td>0.014622</td>\n", | |
| " <td>0.014607</td>\n", | |
| " <td>0.014581</td>\n", | |
| " <td>0.000018</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>37</th>\n", | |
| " <td>quantile</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'q': 0.1}, {'q': 0.2}, {'q': 0.3}, {'q': 0.4...</td>\n", | |
| " <td>0.014569</td>\n", | |
| " <td>0.014434</td>\n", | |
| " <td>0.014314</td>\n", | |
| " <td>0.000105</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>38</th>\n", | |
| " <td>autocorrelation</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'lag': 0}, {'lag': 1}, {'lag': 2}, {'lag': 3...</td>\n", | |
| " <td>0.014661</td>\n", | |
| " <td>0.014594</td>\n", | |
| " <td>0.014517</td>\n", | |
| " <td>0.000059</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>39</th>\n", | |
| " <td>agg_autocorrelation</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'f_agg': 'mean'}, {'f_agg': 'median'}, {'f_a...</td>\n", | |
| " <td>0.014805</td>\n", | |
| " <td>0.014674</td>\n", | |
| " <td>0.014545</td>\n", | |
| " <td>0.000106</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>40</th>\n", | |
| " <td>partial_autocorrelation</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'lag': 0}, {'lag': 1}, {'lag': 2}, {'lag': 3...</td>\n", | |
| " <td>0.015003</td>\n", | |
| " <td>0.014920</td>\n", | |
| " <td>0.014793</td>\n", | |
| " <td>0.000091</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>41</th>\n", | |
| " <td>number_cwt_peaks</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'n': 1}, {'n': 5}]</td>\n", | |
| " <td>0.014722</td>\n", | |
| " <td>0.014587</td>\n", | |
| " <td>0.014449</td>\n", | |
| " <td>0.000111</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>42</th>\n", | |
| " <td>number_peaks</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'n': 1}, {'n': 3}, {'n': 5}, {'n': 10}, {'n'...</td>\n", | |
| " <td>0.014537</td>\n", | |
| " <td>0.014436</td>\n", | |
| " <td>0.014330</td>\n", | |
| " <td>0.000085</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>43</th>\n", | |
| " <td>binned_entropy</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'max_bins': 10}]</td>\n", | |
| " <td>0.015693</td>\n", | |
| " <td>0.015068</td>\n", | |
| " <td>0.014475</td>\n", | |
| " <td>0.000498</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>44</th>\n", | |
| " <td>index_mass_quantile</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'q': 0.1}, {'q': 0.2}, {'q': 0.3}, {'q': 0.4...</td>\n", | |
| " <td>0.014629</td>\n", | |
| " <td>0.014514</td>\n", | |
| " <td>0.014356</td>\n", | |
| " <td>0.000115</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>45</th>\n", | |
| " <td>cwt_coefficients</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'widths': (2, 5, 10, 20), 'coeff': 0, 'w': 2...</td>\n", | |
| " <td>0.014893</td>\n", | |
| " <td>0.014821</td>\n", | |
| " <td>0.014708</td>\n", | |
| " <td>0.000081</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>46</th>\n", | |
| " <td>spkt_welch_density</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'coeff': 2}, {'coeff': 5}, {'coeff': 8}]</td>\n", | |
| " <td>0.015934</td>\n", | |
| " <td>0.015051</td>\n", | |
| " <td>0.014581</td>\n", | |
| " <td>0.000625</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>47</th>\n", | |
| " <td>ar_coefficient</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'coeff': 0, 'k': 10}, {'coeff': 1, 'k': 10},...</td>\n", | |
| " <td>0.015088</td>\n", | |
| " <td>0.014903</td>\n", | |
| " <td>0.014804</td>\n", | |
| " <td>0.000131</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>48</th>\n", | |
| " <td>change_quantiles</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'ql': 0.0, 'qh': 0.2, 'isabs': False, 'f_agg...</td>\n", | |
| " <td>0.016497</td>\n", | |
| " <td>0.015209</td>\n", | |
| " <td>0.014492</td>\n", | |
| " <td>0.000913</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>49</th>\n", | |
| " <td>fft_coefficient</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'coeff': 0, 'attr': 'real'}, {'coeff': 1, 'a...</td>\n", | |
| " <td>0.015092</td>\n", | |
| " <td>0.014682</td>\n", | |
| " <td>0.014449</td>\n", | |
| " <td>0.000291</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>50</th>\n", | |
| " <td>value_count</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'value': 0}, {'value': 1}, {'value': nan}, {...</td>\n", | |
| " <td>0.015676</td>\n", | |
| " <td>0.015116</td>\n", | |
| " <td>0.014636</td>\n", | |
| " <td>0.000428</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>51</th>\n", | |
| " <td>range_count</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'min': -1, 'max': 1}]</td>\n", | |
| " <td>0.015740</td>\n", | |
| " <td>0.015193</td>\n", | |
| " <td>0.014780</td>\n", | |
| " <td>0.000403</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>52</th>\n", | |
| " <td>approximate_entropy</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>True</td>\n", | |
| " <td>[{'m': 2, 'r': 0.1}, {'m': 2, 'r': 0.3}, {'m':...</td>\n", | |
| " <td>0.015153</td>\n", | |
| " <td>0.014735</td>\n", | |
| " <td>0.014477</td>\n", | |
| " <td>0.000298</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>53</th>\n", | |
| " <td>friedrich_coefficients</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'coeff': 0, 'm': 3, 'r': 30}, {'coeff': 1, '...</td>\n", | |
| " <td>0.014929</td>\n", | |
| " <td>0.014746</td>\n", | |
| " <td>0.014605</td>\n", | |
| " <td>0.000136</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>54</th>\n", | |
| " <td>max_langevin_fixed_point</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'m': 3, 'r': 30}]</td>\n", | |
| " <td>0.015038</td>\n", | |
| " <td>0.014873</td>\n", | |
| " <td>0.014550</td>\n", | |
| " <td>0.000228</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>55</th>\n", | |
| " <td>linear_trend</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'attr': 'pvalue'}, {'attr': 'rvalue'}, {'att...</td>\n", | |
| " <td>0.014542</td>\n", | |
| " <td>0.014481</td>\n", | |
| " <td>0.014397</td>\n", | |
| " <td>0.000061</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>56</th>\n", | |
| " <td>agg_linear_trend</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'attr': 'rvalue', 'chunk_len': 5, 'f_agg': '...</td>\n", | |
| " <td>0.014605</td>\n", | |
| " <td>0.014503</td>\n", | |
| " <td>0.014348</td>\n", | |
| " <td>0.000112</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>57</th>\n", | |
| " <td>augmented_dickey_fuller</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'attr': 'teststat'}, {'attr': 'pvalue'}, {'a...</td>\n", | |
| " <td>0.014551</td>\n", | |
| " <td>0.014455</td>\n", | |
| " <td>0.014402</td>\n", | |
| " <td>0.000068</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>58</th>\n", | |
| " <td>number_crossing_m</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'m': 0}, {'m': -1}, {'m': 1}]</td>\n", | |
| " <td>0.015094</td>\n", | |
| " <td>0.014720</td>\n", | |
| " <td>0.014362</td>\n", | |
| " <td>0.000299</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>59</th>\n", | |
| " <td>energy_ratio_by_chunks</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'num_segments': 10, 'segment_focus': 0}, {'n...</td>\n", | |
| " <td>0.014593</td>\n", | |
| " <td>0.014450</td>\n", | |
| " <td>0.014374</td>\n", | |
| " <td>0.000101</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>60</th>\n", | |
| " <td>ratio_beyond_r_sigma</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'r': 0.5}, {'r': 1}, {'r': 1.5}, {'r': 2}, {...</td>\n", | |
| " <td>0.015083</td>\n", | |
| " <td>0.014893</td>\n", | |
| " <td>0.014744</td>\n", | |
| " <td>0.000141</td>\n", | |
| " </tr>\n", | |
| " </tbody>\n", | |
| "</table>\n", | |
| "<p>61 rows × 8 columns</p>\n", | |
| "</div>" | |
| ], | |
| "text/plain": [ | |
| " fc_name fctype \\\n", | |
| "0 variance_larger_than_standard_deviation simple \n", | |
| "1 has_duplicate_max simple \n", | |
| "2 has_duplicate_min simple \n", | |
| "3 has_duplicate simple \n", | |
| "4 sum_values simple \n", | |
| "5 abs_energy simple \n", | |
| "6 mean_abs_change simple \n", | |
| "7 mean_change simple \n", | |
| "8 mean_second_derivate_central simple \n", | |
| "9 median simple \n", | |
| "10 mean simple \n", | |
| "11 length simple \n", | |
| "12 standard_deviation simple \n", | |
| "13 variance simple \n", | |
| "14 skewness simple \n", | |
| "15 kurtosis simple \n", | |
| "16 absolute_sum_of_changes simple \n", | |
| "17 longest_strike_below_mean simple \n", | |
| "18 longest_strike_above_mean simple \n", | |
| "19 count_above_mean simple \n", | |
| "20 count_below_mean simple \n", | |
| "21 last_location_of_maximum simple \n", | |
| "22 first_location_of_maximum simple \n", | |
| "23 last_location_of_minimum simple \n", | |
| "24 first_location_of_minimum simple \n", | |
| "25 percentage_of_reoccurring_datapoints_to_all_da... simple \n", | |
| "26 percentage_of_reoccurring_values_to_all_values simple \n", | |
| "27 sum_of_reoccurring_values simple \n", | |
| "28 sum_of_reoccurring_data_points simple \n", | |
| "29 ratio_value_number_to_time_series_length simple \n", | |
| ".. ... ... \n", | |
| "31 maximum simple \n", | |
| "32 minimum simple \n", | |
| "33 time_reversal_asymmetry_statistic simple \n", | |
| "34 c3 simple \n", | |
| "35 symmetry_looking combiner \n", | |
| "36 large_standard_deviation simple \n", | |
| "37 quantile simple \n", | |
| "38 autocorrelation simple \n", | |
| "39 agg_autocorrelation combiner \n", | |
| "40 partial_autocorrelation combiner \n", | |
| "41 number_cwt_peaks simple \n", | |
| "42 number_peaks simple \n", | |
| "43 binned_entropy simple \n", | |
| "44 index_mass_quantile combiner \n", | |
| "45 cwt_coefficients combiner \n", | |
| "46 spkt_welch_density combiner \n", | |
| "47 ar_coefficient combiner \n", | |
| "48 change_quantiles simple \n", | |
| "49 fft_coefficient combiner \n", | |
| "50 value_count simple \n", | |
| "51 range_count simple \n", | |
| "52 approximate_entropy simple \n", | |
| "53 friedrich_coefficients combiner \n", | |
| "54 max_langevin_fixed_point simple \n", | |
| "55 linear_trend combiner \n", | |
| "56 agg_linear_trend combiner \n", | |
| "57 augmented_dickey_fuller combiner \n", | |
| "58 number_crossing_m simple \n", | |
| "59 energy_ratio_by_chunks combiner \n", | |
| "60 ratio_beyond_r_sigma simple \n", | |
| "\n", | |
| " high_comp_cost params \\\n", | |
| "0 False None \n", | |
| "1 False None \n", | |
| "2 False None \n", | |
| "3 False None \n", | |
| "4 False None \n", | |
| "5 False None \n", | |
| "6 False None \n", | |
| "7 False None \n", | |
| "8 False None \n", | |
| "9 False None \n", | |
| "10 False None \n", | |
| "11 False None \n", | |
| "12 False None \n", | |
| "13 False None \n", | |
| "14 False None \n", | |
| "15 False None \n", | |
| "16 False None \n", | |
| "17 False None \n", | |
| "18 False None \n", | |
| "19 False None \n", | |
| "20 False None \n", | |
| "21 False None \n", | |
| "22 False None \n", | |
| "23 False None \n", | |
| "24 False None \n", | |
| "25 False None \n", | |
| "26 False None \n", | |
| "27 False None \n", | |
| "28 False None \n", | |
| "29 False None \n", | |
| ".. ... ... \n", | |
| "31 False None \n", | |
| "32 False None \n", | |
| "33 False [{'lag': 1}, {'lag': 2}, {'lag': 3}] \n", | |
| "34 False [{'lag': 1}, {'lag': 2}, {'lag': 3}] \n", | |
| "35 False [{'r': 0.0}, {'r': 0.05}, {'r': 0.1}, {'r': 0.... \n", | |
| "36 False [{'r': 0.05}, {'r': 0.1}, {'r': 0.150000000000... \n", | |
| "37 False [{'q': 0.1}, {'q': 0.2}, {'q': 0.3}, {'q': 0.4... \n", | |
| "38 False [{'lag': 0}, {'lag': 1}, {'lag': 2}, {'lag': 3... \n", | |
| "39 False [{'f_agg': 'mean'}, {'f_agg': 'median'}, {'f_a... \n", | |
| "40 False [{'lag': 0}, {'lag': 1}, {'lag': 2}, {'lag': 3... \n", | |
| "41 False [{'n': 1}, {'n': 5}] \n", | |
| "42 False [{'n': 1}, {'n': 3}, {'n': 5}, {'n': 10}, {'n'... \n", | |
| "43 False [{'max_bins': 10}] \n", | |
| "44 False [{'q': 0.1}, {'q': 0.2}, {'q': 0.3}, {'q': 0.4... \n", | |
| "45 False [{'widths': (2, 5, 10, 20), 'coeff': 0, 'w': 2... \n", | |
| "46 False [{'coeff': 2}, {'coeff': 5}, {'coeff': 8}] \n", | |
| "47 False [{'coeff': 0, 'k': 10}, {'coeff': 1, 'k': 10},... \n", | |
| "48 False [{'ql': 0.0, 'qh': 0.2, 'isabs': False, 'f_agg... \n", | |
| "49 False [{'coeff': 0, 'attr': 'real'}, {'coeff': 1, 'a... \n", | |
| "50 False [{'value': 0}, {'value': 1}, {'value': nan}, {... \n", | |
| "51 False [{'min': -1, 'max': 1}] \n", | |
| "52 True [{'m': 2, 'r': 0.1}, {'m': 2, 'r': 0.3}, {'m':... \n", | |
| "53 False [{'coeff': 0, 'm': 3, 'r': 30}, {'coeff': 1, '... \n", | |
| "54 False [{'m': 3, 'r': 30}] \n", | |
| "55 False [{'attr': 'pvalue'}, {'attr': 'rvalue'}, {'att... \n", | |
| "56 False [{'attr': 'rvalue', 'chunk_len': 5, 'f_agg': '... \n", | |
| "57 False [{'attr': 'teststat'}, {'attr': 'pvalue'}, {'a... \n", | |
| "58 False [{'m': 0}, {'m': -1}, {'m': 1}] \n", | |
| "59 False [{'num_segments': 10, 'segment_focus': 0}, {'n... \n", | |
| "60 False [{'r': 0.5}, {'r': 1}, {'r': 1.5}, {'r': 2}, {... \n", | |
| "\n", | |
| " wall_time_max wall_time_mean wall_time_min wall_time_std \n", | |
| "0 0.017898 0.016222 0.014694 0.001312 \n", | |
| "1 0.015940 0.015558 0.014807 0.000531 \n", | |
| "2 0.015417 0.014786 0.014418 0.000448 \n", | |
| "3 0.015722 0.015069 0.014550 0.000488 \n", | |
| "4 0.015267 0.014905 0.014699 0.000257 \n", | |
| "5 0.014735 0.014683 0.014641 0.000039 \n", | |
| "6 0.015027 0.014843 0.014674 0.000144 \n", | |
| "7 0.014714 0.014601 0.014397 0.000145 \n", | |
| "8 0.014619 0.014506 0.014411 0.000086 \n", | |
| "9 0.014933 0.014620 0.014411 0.000225 \n", | |
| "10 0.014781 0.014651 0.014442 0.000149 \n", | |
| "11 0.014797 0.014661 0.014526 0.000111 \n", | |
| "12 0.015365 0.014781 0.014409 0.000418 \n", | |
| "13 0.014519 0.014457 0.014391 0.000052 \n", | |
| "14 0.015350 0.014815 0.014542 0.000378 \n", | |
| "15 0.015259 0.015062 0.014709 0.000250 \n", | |
| "16 0.015807 0.015169 0.014538 0.000518 \n", | |
| "17 0.015062 0.014851 0.014702 0.000153 \n", | |
| "18 0.015032 0.014771 0.014627 0.000185 \n", | |
| "19 0.014806 0.014621 0.014404 0.000165 \n", | |
| "20 0.014599 0.014534 0.014492 0.000047 \n", | |
| "21 0.015526 0.015019 0.014444 0.000445 \n", | |
| "22 0.014936 0.014747 0.014587 0.000144 \n", | |
| "23 0.014953 0.014735 0.014345 0.000277 \n", | |
| "24 0.016022 0.015235 0.014479 0.000630 \n", | |
| "25 0.014834 0.014682 0.014543 0.000119 \n", | |
| "26 0.014478 0.014393 0.014252 0.000100 \n", | |
| "27 0.014980 0.014706 0.014489 0.000204 \n", | |
| "28 0.015156 0.014820 0.014458 0.000286 \n", | |
| "29 0.014908 0.014618 0.014378 0.000219 \n", | |
| ".. ... ... ... ... \n", | |
| "31 0.014593 0.014524 0.014478 0.000049 \n", | |
| "32 0.014723 0.014525 0.014299 0.000174 \n", | |
| "33 0.014715 0.014587 0.014463 0.000103 \n", | |
| "34 0.014619 0.014557 0.014520 0.000044 \n", | |
| "35 0.015020 0.014721 0.014543 0.000212 \n", | |
| "36 0.014622 0.014607 0.014581 0.000018 \n", | |
| "37 0.014569 0.014434 0.014314 0.000105 \n", | |
| "38 0.014661 0.014594 0.014517 0.000059 \n", | |
| "39 0.014805 0.014674 0.014545 0.000106 \n", | |
| "40 0.015003 0.014920 0.014793 0.000091 \n", | |
| "41 0.014722 0.014587 0.014449 0.000111 \n", | |
| "42 0.014537 0.014436 0.014330 0.000085 \n", | |
| "43 0.015693 0.015068 0.014475 0.000498 \n", | |
| "44 0.014629 0.014514 0.014356 0.000115 \n", | |
| "45 0.014893 0.014821 0.014708 0.000081 \n", | |
| "46 0.015934 0.015051 0.014581 0.000625 \n", | |
| "47 0.015088 0.014903 0.014804 0.000131 \n", | |
| "48 0.016497 0.015209 0.014492 0.000913 \n", | |
| "49 0.015092 0.014682 0.014449 0.000291 \n", | |
| "50 0.015676 0.015116 0.014636 0.000428 \n", | |
| "51 0.015740 0.015193 0.014780 0.000403 \n", | |
| "52 0.015153 0.014735 0.014477 0.000298 \n", | |
| "53 0.014929 0.014746 0.014605 0.000136 \n", | |
| "54 0.015038 0.014873 0.014550 0.000228 \n", | |
| "55 0.014542 0.014481 0.014397 0.000061 \n", | |
| "56 0.014605 0.014503 0.014348 0.000112 \n", | |
| "57 0.014551 0.014455 0.014402 0.000068 \n", | |
| "58 0.015094 0.014720 0.014362 0.000299 \n", | |
| "59 0.014593 0.014450 0.014374 0.000101 \n", | |
| "60 0.015083 0.014893 0.014744 0.000141 \n", | |
| "\n", | |
| "[61 rows x 8 columns]" | |
| ] | |
| }, | |
| "execution_count": 34, | |
| "metadata": {}, | |
| "output_type": "execute_result" | |
| } | |
| ], | |
| "source": [ | |
| "def _extract_features(df_g, params):\n", | |
| " for x, y in df_g:\n", | |
| " delayed(_do_extraction_on_chunk)(x + (y,), params, None)\n", | |
| "\n", | |
| "def benchmark_gen():\n", | |
| " fc_params = ComprehensiveFCParameters()\n", | |
| " \n", | |
| " for key, params in fc_params.items():\n", | |
| " fc = getattr(feature_calculators, key) \n", | |
| " tags = {'params': params, 'fc_name': key,\n", | |
| " 'fctype': fc.fctype, 'high_comp_cost': hasattr(fc, \"high_comp_cost\")}\n", | |
| " yield delayed(_extract_features, tags=tags)(df_g, {key: params})\n", | |
| " \n", | |
| "\n", | |
| "res = timeit(benchmark_gen())\n", | |
| "res" | |
| ] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "execution_count": 35, | |
| "metadata": {}, | |
| "outputs": [ | |
| { | |
| "data": { | |
| "text/html": [ | |
| "<div>\n", | |
| "<style scoped>\n", | |
| " .dataframe tbody tr th:only-of-type {\n", | |
| " vertical-align: middle;\n", | |
| " }\n", | |
| "\n", | |
| " .dataframe tbody tr th {\n", | |
| " vertical-align: top;\n", | |
| " }\n", | |
| "\n", | |
| " .dataframe thead th {\n", | |
| " text-align: right;\n", | |
| " }\n", | |
| "</style>\n", | |
| "<table border=\"1\" class=\"dataframe\">\n", | |
| " <thead>\n", | |
| " <tr style=\"text-align: right;\">\n", | |
| " <th></th>\n", | |
| " <th>fc_name</th>\n", | |
| " <th>fctype</th>\n", | |
| " <th>high_comp_cost</th>\n", | |
| " <th>params</th>\n", | |
| " <th>wall_time_max</th>\n", | |
| " <th>wall_time_mean</th>\n", | |
| " <th>wall_time_min</th>\n", | |
| " <th>wall_time_std</th>\n", | |
| " </tr>\n", | |
| " </thead>\n", | |
| " <tbody>\n", | |
| " <tr>\n", | |
| " <th>0</th>\n", | |
| " <td>variance_larger_than_standard_deviation</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.017898</td>\n", | |
| " <td>0.016222</td>\n", | |
| " <td>0.014694</td>\n", | |
| " <td>0.001312</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>1</th>\n", | |
| " <td>has_duplicate_max</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015940</td>\n", | |
| " <td>0.015558</td>\n", | |
| " <td>0.014807</td>\n", | |
| " <td>0.000531</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>24</th>\n", | |
| " <td>first_location_of_minimum</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.016022</td>\n", | |
| " <td>0.015235</td>\n", | |
| " <td>0.014479</td>\n", | |
| " <td>0.000630</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>48</th>\n", | |
| " <td>change_quantiles</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'ql': 0.0, 'qh': 0.2, 'isabs': False, 'f_agg...</td>\n", | |
| " <td>0.016497</td>\n", | |
| " <td>0.015209</td>\n", | |
| " <td>0.014492</td>\n", | |
| " <td>0.000913</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>51</th>\n", | |
| " <td>range_count</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'min': -1, 'max': 1}]</td>\n", | |
| " <td>0.015740</td>\n", | |
| " <td>0.015193</td>\n", | |
| " <td>0.014780</td>\n", | |
| " <td>0.000403</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>16</th>\n", | |
| " <td>absolute_sum_of_changes</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015807</td>\n", | |
| " <td>0.015169</td>\n", | |
| " <td>0.014538</td>\n", | |
| " <td>0.000518</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>50</th>\n", | |
| " <td>value_count</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'value': 0}, {'value': 1}, {'value': nan}, {...</td>\n", | |
| " <td>0.015676</td>\n", | |
| " <td>0.015116</td>\n", | |
| " <td>0.014636</td>\n", | |
| " <td>0.000428</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>3</th>\n", | |
| " <td>has_duplicate</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015722</td>\n", | |
| " <td>0.015069</td>\n", | |
| " <td>0.014550</td>\n", | |
| " <td>0.000488</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>43</th>\n", | |
| " <td>binned_entropy</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'max_bins': 10}]</td>\n", | |
| " <td>0.015693</td>\n", | |
| " <td>0.015068</td>\n", | |
| " <td>0.014475</td>\n", | |
| " <td>0.000498</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>15</th>\n", | |
| " <td>kurtosis</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015259</td>\n", | |
| " <td>0.015062</td>\n", | |
| " <td>0.014709</td>\n", | |
| " <td>0.000250</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>46</th>\n", | |
| " <td>spkt_welch_density</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'coeff': 2}, {'coeff': 5}, {'coeff': 8}]</td>\n", | |
| " <td>0.015934</td>\n", | |
| " <td>0.015051</td>\n", | |
| " <td>0.014581</td>\n", | |
| " <td>0.000625</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>21</th>\n", | |
| " <td>last_location_of_maximum</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015526</td>\n", | |
| " <td>0.015019</td>\n", | |
| " <td>0.014444</td>\n", | |
| " <td>0.000445</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>40</th>\n", | |
| " <td>partial_autocorrelation</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'lag': 0}, {'lag': 1}, {'lag': 2}, {'lag': 3...</td>\n", | |
| " <td>0.015003</td>\n", | |
| " <td>0.014920</td>\n", | |
| " <td>0.014793</td>\n", | |
| " <td>0.000091</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>4</th>\n", | |
| " <td>sum_values</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015267</td>\n", | |
| " <td>0.014905</td>\n", | |
| " <td>0.014699</td>\n", | |
| " <td>0.000257</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>47</th>\n", | |
| " <td>ar_coefficient</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'coeff': 0, 'k': 10}, {'coeff': 1, 'k': 10},...</td>\n", | |
| " <td>0.015088</td>\n", | |
| " <td>0.014903</td>\n", | |
| " <td>0.014804</td>\n", | |
| " <td>0.000131</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>60</th>\n", | |
| " <td>ratio_beyond_r_sigma</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'r': 0.5}, {'r': 1}, {'r': 1.5}, {'r': 2}, {...</td>\n", | |
| " <td>0.015083</td>\n", | |
| " <td>0.014893</td>\n", | |
| " <td>0.014744</td>\n", | |
| " <td>0.000141</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>54</th>\n", | |
| " <td>max_langevin_fixed_point</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'m': 3, 'r': 30}]</td>\n", | |
| " <td>0.015038</td>\n", | |
| " <td>0.014873</td>\n", | |
| " <td>0.014550</td>\n", | |
| " <td>0.000228</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>17</th>\n", | |
| " <td>longest_strike_below_mean</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015062</td>\n", | |
| " <td>0.014851</td>\n", | |
| " <td>0.014702</td>\n", | |
| " <td>0.000153</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6</th>\n", | |
| " <td>mean_abs_change</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015027</td>\n", | |
| " <td>0.014843</td>\n", | |
| " <td>0.014674</td>\n", | |
| " <td>0.000144</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>45</th>\n", | |
| " <td>cwt_coefficients</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'widths': (2, 5, 10, 20), 'coeff': 0, 'w': 2...</td>\n", | |
| " <td>0.014893</td>\n", | |
| " <td>0.014821</td>\n", | |
| " <td>0.014708</td>\n", | |
| " <td>0.000081</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>28</th>\n", | |
| " <td>sum_of_reoccurring_data_points</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015156</td>\n", | |
| " <td>0.014820</td>\n", | |
| " <td>0.014458</td>\n", | |
| " <td>0.000286</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>14</th>\n", | |
| " <td>skewness</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015350</td>\n", | |
| " <td>0.014815</td>\n", | |
| " <td>0.014542</td>\n", | |
| " <td>0.000378</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>2</th>\n", | |
| " <td>has_duplicate_min</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015417</td>\n", | |
| " <td>0.014786</td>\n", | |
| " <td>0.014418</td>\n", | |
| " <td>0.000448</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>12</th>\n", | |
| " <td>standard_deviation</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015365</td>\n", | |
| " <td>0.014781</td>\n", | |
| " <td>0.014409</td>\n", | |
| " <td>0.000418</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>18</th>\n", | |
| " <td>longest_strike_above_mean</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.015032</td>\n", | |
| " <td>0.014771</td>\n", | |
| " <td>0.014627</td>\n", | |
| " <td>0.000185</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>22</th>\n", | |
| " <td>first_location_of_maximum</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014936</td>\n", | |
| " <td>0.014747</td>\n", | |
| " <td>0.014587</td>\n", | |
| " <td>0.000144</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>53</th>\n", | |
| " <td>friedrich_coefficients</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'coeff': 0, 'm': 3, 'r': 30}, {'coeff': 1, '...</td>\n", | |
| " <td>0.014929</td>\n", | |
| " <td>0.014746</td>\n", | |
| " <td>0.014605</td>\n", | |
| " <td>0.000136</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>23</th>\n", | |
| " <td>last_location_of_minimum</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014953</td>\n", | |
| " <td>0.014735</td>\n", | |
| " <td>0.014345</td>\n", | |
| " <td>0.000277</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>52</th>\n", | |
| " <td>approximate_entropy</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>True</td>\n", | |
| " <td>[{'m': 2, 'r': 0.1}, {'m': 2, 'r': 0.3}, {'m':...</td>\n", | |
| " <td>0.015153</td>\n", | |
| " <td>0.014735</td>\n", | |
| " <td>0.014477</td>\n", | |
| " <td>0.000298</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>35</th>\n", | |
| " <td>symmetry_looking</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'r': 0.0}, {'r': 0.05}, {'r': 0.1}, {'r': 0....</td>\n", | |
| " <td>0.015020</td>\n", | |
| " <td>0.014721</td>\n", | |
| " <td>0.014543</td>\n", | |
| " <td>0.000212</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>...</th>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>27</th>\n", | |
| " <td>sum_of_reoccurring_values</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014980</td>\n", | |
| " <td>0.014706</td>\n", | |
| " <td>0.014489</td>\n", | |
| " <td>0.000204</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>5</th>\n", | |
| " <td>abs_energy</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014735</td>\n", | |
| " <td>0.014683</td>\n", | |
| " <td>0.014641</td>\n", | |
| " <td>0.000039</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>49</th>\n", | |
| " <td>fft_coefficient</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'coeff': 0, 'attr': 'real'}, {'coeff': 1, 'a...</td>\n", | |
| " <td>0.015092</td>\n", | |
| " <td>0.014682</td>\n", | |
| " <td>0.014449</td>\n", | |
| " <td>0.000291</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>25</th>\n", | |
| " <td>percentage_of_reoccurring_datapoints_to_all_da...</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014834</td>\n", | |
| " <td>0.014682</td>\n", | |
| " <td>0.014543</td>\n", | |
| " <td>0.000119</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>39</th>\n", | |
| " <td>agg_autocorrelation</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'f_agg': 'mean'}, {'f_agg': 'median'}, {'f_a...</td>\n", | |
| " <td>0.014805</td>\n", | |
| " <td>0.014674</td>\n", | |
| " <td>0.014545</td>\n", | |
| " <td>0.000106</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>11</th>\n", | |
| " <td>length</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014797</td>\n", | |
| " <td>0.014661</td>\n", | |
| " <td>0.014526</td>\n", | |
| " <td>0.000111</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>10</th>\n", | |
| " <td>mean</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014781</td>\n", | |
| " <td>0.014651</td>\n", | |
| " <td>0.014442</td>\n", | |
| " <td>0.000149</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>19</th>\n", | |
| " <td>count_above_mean</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014806</td>\n", | |
| " <td>0.014621</td>\n", | |
| " <td>0.014404</td>\n", | |
| " <td>0.000165</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>9</th>\n", | |
| " <td>median</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014933</td>\n", | |
| " <td>0.014620</td>\n", | |
| " <td>0.014411</td>\n", | |
| " <td>0.000225</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>29</th>\n", | |
| " <td>ratio_value_number_to_time_series_length</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014908</td>\n", | |
| " <td>0.014618</td>\n", | |
| " <td>0.014378</td>\n", | |
| " <td>0.000219</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>36</th>\n", | |
| " <td>large_standard_deviation</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'r': 0.05}, {'r': 0.1}, {'r': 0.150000000000...</td>\n", | |
| " <td>0.014622</td>\n", | |
| " <td>0.014607</td>\n", | |
| " <td>0.014581</td>\n", | |
| " <td>0.000018</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>7</th>\n", | |
| " <td>mean_change</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014714</td>\n", | |
| " <td>0.014601</td>\n", | |
| " <td>0.014397</td>\n", | |
| " <td>0.000145</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>38</th>\n", | |
| " <td>autocorrelation</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'lag': 0}, {'lag': 1}, {'lag': 2}, {'lag': 3...</td>\n", | |
| " <td>0.014661</td>\n", | |
| " <td>0.014594</td>\n", | |
| " <td>0.014517</td>\n", | |
| " <td>0.000059</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>41</th>\n", | |
| " <td>number_cwt_peaks</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'n': 1}, {'n': 5}]</td>\n", | |
| " <td>0.014722</td>\n", | |
| " <td>0.014587</td>\n", | |
| " <td>0.014449</td>\n", | |
| " <td>0.000111</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>33</th>\n", | |
| " <td>time_reversal_asymmetry_statistic</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'lag': 1}, {'lag': 2}, {'lag': 3}]</td>\n", | |
| " <td>0.014715</td>\n", | |
| " <td>0.014587</td>\n", | |
| " <td>0.014463</td>\n", | |
| " <td>0.000103</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>34</th>\n", | |
| " <td>c3</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'lag': 1}, {'lag': 2}, {'lag': 3}]</td>\n", | |
| " <td>0.014619</td>\n", | |
| " <td>0.014557</td>\n", | |
| " <td>0.014520</td>\n", | |
| " <td>0.000044</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>20</th>\n", | |
| " <td>count_below_mean</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014599</td>\n", | |
| " <td>0.014534</td>\n", | |
| " <td>0.014492</td>\n", | |
| " <td>0.000047</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>32</th>\n", | |
| " <td>minimum</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014723</td>\n", | |
| " <td>0.014525</td>\n", | |
| " <td>0.014299</td>\n", | |
| " <td>0.000174</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>31</th>\n", | |
| " <td>maximum</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014593</td>\n", | |
| " <td>0.014524</td>\n", | |
| " <td>0.014478</td>\n", | |
| " <td>0.000049</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>44</th>\n", | |
| " <td>index_mass_quantile</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'q': 0.1}, {'q': 0.2}, {'q': 0.3}, {'q': 0.4...</td>\n", | |
| " <td>0.014629</td>\n", | |
| " <td>0.014514</td>\n", | |
| " <td>0.014356</td>\n", | |
| " <td>0.000115</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>8</th>\n", | |
| " <td>mean_second_derivate_central</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014619</td>\n", | |
| " <td>0.014506</td>\n", | |
| " <td>0.014411</td>\n", | |
| " <td>0.000086</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>56</th>\n", | |
| " <td>agg_linear_trend</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'attr': 'rvalue', 'chunk_len': 5, 'f_agg': '...</td>\n", | |
| " <td>0.014605</td>\n", | |
| " <td>0.014503</td>\n", | |
| " <td>0.014348</td>\n", | |
| " <td>0.000112</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>55</th>\n", | |
| " <td>linear_trend</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'attr': 'pvalue'}, {'attr': 'rvalue'}, {'att...</td>\n", | |
| " <td>0.014542</td>\n", | |
| " <td>0.014481</td>\n", | |
| " <td>0.014397</td>\n", | |
| " <td>0.000061</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>30</th>\n", | |
| " <td>sample_entropy</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>True</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014525</td>\n", | |
| " <td>0.014481</td>\n", | |
| " <td>0.014402</td>\n", | |
| " <td>0.000056</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>13</th>\n", | |
| " <td>variance</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014519</td>\n", | |
| " <td>0.014457</td>\n", | |
| " <td>0.014391</td>\n", | |
| " <td>0.000052</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>57</th>\n", | |
| " <td>augmented_dickey_fuller</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'attr': 'teststat'}, {'attr': 'pvalue'}, {'a...</td>\n", | |
| " <td>0.014551</td>\n", | |
| " <td>0.014455</td>\n", | |
| " <td>0.014402</td>\n", | |
| " <td>0.000068</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>59</th>\n", | |
| " <td>energy_ratio_by_chunks</td>\n", | |
| " <td>combiner</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'num_segments': 10, 'segment_focus': 0}, {'n...</td>\n", | |
| " <td>0.014593</td>\n", | |
| " <td>0.014450</td>\n", | |
| " <td>0.014374</td>\n", | |
| " <td>0.000101</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>42</th>\n", | |
| " <td>number_peaks</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'n': 1}, {'n': 3}, {'n': 5}, {'n': 10}, {'n'...</td>\n", | |
| " <td>0.014537</td>\n", | |
| " <td>0.014436</td>\n", | |
| " <td>0.014330</td>\n", | |
| " <td>0.000085</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>37</th>\n", | |
| " <td>quantile</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>[{'q': 0.1}, {'q': 0.2}, {'q': 0.3}, {'q': 0.4...</td>\n", | |
| " <td>0.014569</td>\n", | |
| " <td>0.014434</td>\n", | |
| " <td>0.014314</td>\n", | |
| " <td>0.000105</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>26</th>\n", | |
| " <td>percentage_of_reoccurring_values_to_all_values</td>\n", | |
| " <td>simple</td>\n", | |
| " <td>False</td>\n", | |
| " <td>None</td>\n", | |
| " <td>0.014478</td>\n", | |
| " <td>0.014393</td>\n", | |
| " <td>0.014252</td>\n", | |
| " <td>0.000100</td>\n", | |
| " </tr>\n", | |
| " </tbody>\n", | |
| "</table>\n", | |
| "<p>61 rows × 8 columns</p>\n", | |
| "</div>" | |
| ], | |
| "text/plain": [ | |
| " fc_name fctype \\\n", | |
| "0 variance_larger_than_standard_deviation simple \n", | |
| "1 has_duplicate_max simple \n", | |
| "24 first_location_of_minimum simple \n", | |
| "48 change_quantiles simple \n", | |
| "51 range_count simple \n", | |
| "16 absolute_sum_of_changes simple \n", | |
| "50 value_count simple \n", | |
| "3 has_duplicate simple \n", | |
| "43 binned_entropy simple \n", | |
| "15 kurtosis simple \n", | |
| "46 spkt_welch_density combiner \n", | |
| "21 last_location_of_maximum simple \n", | |
| "40 partial_autocorrelation combiner \n", | |
| "4 sum_values simple \n", | |
| "47 ar_coefficient combiner \n", | |
| "60 ratio_beyond_r_sigma simple \n", | |
| "54 max_langevin_fixed_point simple \n", | |
| "17 longest_strike_below_mean simple \n", | |
| "6 mean_abs_change simple \n", | |
| "45 cwt_coefficients combiner \n", | |
| "28 sum_of_reoccurring_data_points simple \n", | |
| "14 skewness simple \n", | |
| "2 has_duplicate_min simple \n", | |
| "12 standard_deviation simple \n", | |
| "18 longest_strike_above_mean simple \n", | |
| "22 first_location_of_maximum simple \n", | |
| "53 friedrich_coefficients combiner \n", | |
| "23 last_location_of_minimum simple \n", | |
| "52 approximate_entropy simple \n", | |
| "35 symmetry_looking combiner \n", | |
| ".. ... ... \n", | |
| "27 sum_of_reoccurring_values simple \n", | |
| "5 abs_energy simple \n", | |
| "49 fft_coefficient combiner \n", | |
| "25 percentage_of_reoccurring_datapoints_to_all_da... simple \n", | |
| "39 agg_autocorrelation combiner \n", | |
| "11 length simple \n", | |
| "10 mean simple \n", | |
| "19 count_above_mean simple \n", | |
| "9 median simple \n", | |
| "29 ratio_value_number_to_time_series_length simple \n", | |
| "36 large_standard_deviation simple \n", | |
| "7 mean_change simple \n", | |
| "38 autocorrelation simple \n", | |
| "41 number_cwt_peaks simple \n", | |
| "33 time_reversal_asymmetry_statistic simple \n", | |
| "34 c3 simple \n", | |
| "20 count_below_mean simple \n", | |
| "32 minimum simple \n", | |
| "31 maximum simple \n", | |
| "44 index_mass_quantile combiner \n", | |
| "8 mean_second_derivate_central simple \n", | |
| "56 agg_linear_trend combiner \n", | |
| "55 linear_trend combiner \n", | |
| "30 sample_entropy simple \n", | |
| "13 variance simple \n", | |
| "57 augmented_dickey_fuller combiner \n", | |
| "59 energy_ratio_by_chunks combiner \n", | |
| "42 number_peaks simple \n", | |
| "37 quantile simple \n", | |
| "26 percentage_of_reoccurring_values_to_all_values simple \n", | |
| "\n", | |
| " high_comp_cost params \\\n", | |
| "0 False None \n", | |
| "1 False None \n", | |
| "24 False None \n", | |
| "48 False [{'ql': 0.0, 'qh': 0.2, 'isabs': False, 'f_agg... \n", | |
| "51 False [{'min': -1, 'max': 1}] \n", | |
| "16 False None \n", | |
| "50 False [{'value': 0}, {'value': 1}, {'value': nan}, {... \n", | |
| "3 False None \n", | |
| "43 False [{'max_bins': 10}] \n", | |
| "15 False None \n", | |
| "46 False [{'coeff': 2}, {'coeff': 5}, {'coeff': 8}] \n", | |
| "21 False None \n", | |
| "40 False [{'lag': 0}, {'lag': 1}, {'lag': 2}, {'lag': 3... \n", | |
| "4 False None \n", | |
| "47 False [{'coeff': 0, 'k': 10}, {'coeff': 1, 'k': 10},... \n", | |
| "60 False [{'r': 0.5}, {'r': 1}, {'r': 1.5}, {'r': 2}, {... \n", | |
| "54 False [{'m': 3, 'r': 30}] \n", | |
| "17 False None \n", | |
| "6 False None \n", | |
| "45 False [{'widths': (2, 5, 10, 20), 'coeff': 0, 'w': 2... \n", | |
| "28 False None \n", | |
| "14 False None \n", | |
| "2 False None \n", | |
| "12 False None \n", | |
| "18 False None \n", | |
| "22 False None \n", | |
| "53 False [{'coeff': 0, 'm': 3, 'r': 30}, {'coeff': 1, '... \n", | |
| "23 False None \n", | |
| "52 True [{'m': 2, 'r': 0.1}, {'m': 2, 'r': 0.3}, {'m':... \n", | |
| "35 False [{'r': 0.0}, {'r': 0.05}, {'r': 0.1}, {'r': 0.... \n", | |
| ".. ... ... \n", | |
| "27 False None \n", | |
| "5 False None \n", | |
| "49 False [{'coeff': 0, 'attr': 'real'}, {'coeff': 1, 'a... \n", | |
| "25 False None \n", | |
| "39 False [{'f_agg': 'mean'}, {'f_agg': 'median'}, {'f_a... \n", | |
| "11 False None \n", | |
| "10 False None \n", | |
| "19 False None \n", | |
| "9 False None \n", | |
| "29 False None \n", | |
| "36 False [{'r': 0.05}, {'r': 0.1}, {'r': 0.150000000000... \n", | |
| "7 False None \n", | |
| "38 False [{'lag': 0}, {'lag': 1}, {'lag': 2}, {'lag': 3... \n", | |
| "41 False [{'n': 1}, {'n': 5}] \n", | |
| "33 False [{'lag': 1}, {'lag': 2}, {'lag': 3}] \n", | |
| "34 False [{'lag': 1}, {'lag': 2}, {'lag': 3}] \n", | |
| "20 False None \n", | |
| "32 False None \n", | |
| "31 False None \n", | |
| "44 False [{'q': 0.1}, {'q': 0.2}, {'q': 0.3}, {'q': 0.4... \n", | |
| "8 False None \n", | |
| "56 False [{'attr': 'rvalue', 'chunk_len': 5, 'f_agg': '... \n", | |
| "55 False [{'attr': 'pvalue'}, {'attr': 'rvalue'}, {'att... \n", | |
| "30 True None \n", | |
| "13 False None \n", | |
| "57 False [{'attr': 'teststat'}, {'attr': 'pvalue'}, {'a... \n", | |
| "59 False [{'num_segments': 10, 'segment_focus': 0}, {'n... \n", | |
| "42 False [{'n': 1}, {'n': 3}, {'n': 5}, {'n': 10}, {'n'... \n", | |
| "37 False [{'q': 0.1}, {'q': 0.2}, {'q': 0.3}, {'q': 0.4... \n", | |
| "26 False None \n", | |
| "\n", | |
| " wall_time_max wall_time_mean wall_time_min wall_time_std \n", | |
| "0 0.017898 0.016222 0.014694 0.001312 \n", | |
| "1 0.015940 0.015558 0.014807 0.000531 \n", | |
| "24 0.016022 0.015235 0.014479 0.000630 \n", | |
| "48 0.016497 0.015209 0.014492 0.000913 \n", | |
| "51 0.015740 0.015193 0.014780 0.000403 \n", | |
| "16 0.015807 0.015169 0.014538 0.000518 \n", | |
| "50 0.015676 0.015116 0.014636 0.000428 \n", | |
| "3 0.015722 0.015069 0.014550 0.000488 \n", | |
| "43 0.015693 0.015068 0.014475 0.000498 \n", | |
| "15 0.015259 0.015062 0.014709 0.000250 \n", | |
| "46 0.015934 0.015051 0.014581 0.000625 \n", | |
| "21 0.015526 0.015019 0.014444 0.000445 \n", | |
| "40 0.015003 0.014920 0.014793 0.000091 \n", | |
| "4 0.015267 0.014905 0.014699 0.000257 \n", | |
| "47 0.015088 0.014903 0.014804 0.000131 \n", | |
| "60 0.015083 0.014893 0.014744 0.000141 \n", | |
| "54 0.015038 0.014873 0.014550 0.000228 \n", | |
| "17 0.015062 0.014851 0.014702 0.000153 \n", | |
| "6 0.015027 0.014843 0.014674 0.000144 \n", | |
| "45 0.014893 0.014821 0.014708 0.000081 \n", | |
| "28 0.015156 0.014820 0.014458 0.000286 \n", | |
| "14 0.015350 0.014815 0.014542 0.000378 \n", | |
| "2 0.015417 0.014786 0.014418 0.000448 \n", | |
| "12 0.015365 0.014781 0.014409 0.000418 \n", | |
| "18 0.015032 0.014771 0.014627 0.000185 \n", | |
| "22 0.014936 0.014747 0.014587 0.000144 \n", | |
| "53 0.014929 0.014746 0.014605 0.000136 \n", | |
| "23 0.014953 0.014735 0.014345 0.000277 \n", | |
| "52 0.015153 0.014735 0.014477 0.000298 \n", | |
| "35 0.015020 0.014721 0.014543 0.000212 \n", | |
| ".. ... ... ... ... \n", | |
| "27 0.014980 0.014706 0.014489 0.000204 \n", | |
| "5 0.014735 0.014683 0.014641 0.000039 \n", | |
| "49 0.015092 0.014682 0.014449 0.000291 \n", | |
| "25 0.014834 0.014682 0.014543 0.000119 \n", | |
| "39 0.014805 0.014674 0.014545 0.000106 \n", | |
| "11 0.014797 0.014661 0.014526 0.000111 \n", | |
| "10 0.014781 0.014651 0.014442 0.000149 \n", | |
| "19 0.014806 0.014621 0.014404 0.000165 \n", | |
| "9 0.014933 0.014620 0.014411 0.000225 \n", | |
| "29 0.014908 0.014618 0.014378 0.000219 \n", | |
| "36 0.014622 0.014607 0.014581 0.000018 \n", | |
| "7 0.014714 0.014601 0.014397 0.000145 \n", | |
| "38 0.014661 0.014594 0.014517 0.000059 \n", | |
| "41 0.014722 0.014587 0.014449 0.000111 \n", | |
| "33 0.014715 0.014587 0.014463 0.000103 \n", | |
| "34 0.014619 0.014557 0.014520 0.000044 \n", | |
| "20 0.014599 0.014534 0.014492 0.000047 \n", | |
| "32 0.014723 0.014525 0.014299 0.000174 \n", | |
| "31 0.014593 0.014524 0.014478 0.000049 \n", | |
| "44 0.014629 0.014514 0.014356 0.000115 \n", | |
| "8 0.014619 0.014506 0.014411 0.000086 \n", | |
| "56 0.014605 0.014503 0.014348 0.000112 \n", | |
| "55 0.014542 0.014481 0.014397 0.000061 \n", | |
| "30 0.014525 0.014481 0.014402 0.000056 \n", | |
| "13 0.014519 0.014457 0.014391 0.000052 \n", | |
| "57 0.014551 0.014455 0.014402 0.000068 \n", | |
| "59 0.014593 0.014450 0.014374 0.000101 \n", | |
| "42 0.014537 0.014436 0.014330 0.000085 \n", | |
| "37 0.014569 0.014434 0.014314 0.000105 \n", | |
| "26 0.014478 0.014393 0.014252 0.000100 \n", | |
| "\n", | |
| "[61 rows x 8 columns]" | |
| ] | |
| }, | |
| "execution_count": 35, | |
| "metadata": {}, | |
| "output_type": "execute_result" | |
| } | |
| ], | |
| "source": [ | |
| "res.sort_values('wall_time_mean', ascending=False)" | |
| ] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "execution_count": null, | |
| "metadata": {}, | |
| "outputs": [], | |
| "source": [] | |
| } | |
| ], | |
| "metadata": { | |
| "kernelspec": { | |
| "display_name": "Python 3", | |
| "language": "python", | |
| "name": "python3" | |
| }, | |
| "language_info": { | |
| "codemirror_mode": { | |
| "name": "ipython", | |
| "version": 3 | |
| }, | |
| "file_extension": ".py", | |
| "mimetype": "text/x-python", | |
| "name": "python", | |
| "nbconvert_exporter": "python", | |
| "pygments_lexer": "ipython3", | |
| "version": "3.6.4" | |
| } | |
| }, | |
| "nbformat": 4, | |
| "nbformat_minor": 2 | |
| } |
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