A guide to feature engineering in time series with Tsfresh

Feature engineering plays a crucial role in many of the data modelling tasks. This is simply a process that defines important features of the data using which a model can enhance its performance. In time series modelling, feature engineering works in a different way because it is sequential data and it gets formed using the changes in any values according to the time. In this article, we are going to discuss feature engineering in time series and also we will cover an implementation of feature engineering in time series using a package called tsfresh. The major points to be discussed in the article are listed below.