Can you input multiple time series datasets for a single column ID in TSFRESH

Question

As far as I'm aware, TSFRESH expects a number of column IDs (entities) with one set of continual time series data each.

If I've got a number of different discrete datasets of time series data for each entity, can TSFRESH use them? These datasets are from the same sensor but are essentially repeats of the same event multiple times.

Answer 1

Yes, that is possible. You can use the kind attribute to assign multiple type of time series for each entity. We have an exemplary notebook/dataset where we show how to do that, see https://github.com/blue-yonder/tsfresh/blob/main/notebooks/04%20Multiclass%20Selection%20Example.ipynb.