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tsfresh is a Python package that automatically computes a large set of time-series features. It also provides methods to assess the explaining power and importance of these features for regression or classification tasks. The project supports large input data via parallelization and offers capabilities for rolling analysis and time-series forecasting; it is developed by Maximilian Christ and Blue Yonder GmbH and documented as open-source software.
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TSFresh : Short for Time Series Feature Extraction , this library is tailor-made for sequential or time-series data.
tsfresh : If your raw data is sequential or time-series based, tsfresh automatically extracts a massive library of characteristic time-series features