{"id":6032,"date":"2025-08-03T16:18:56","date_gmt":"2025-08-03T08:18:56","guid":{"rendered":"http:\/\/192.168.1.29\/?p=6032"},"modified":"2025-08-03T16:18:56","modified_gmt":"2025-08-03T08:18:56","slug":"python-code-example-of-tsfresh%e5%ba%93","status":"publish","type":"post","link":"http:\/\/cnliutz.wicp.vip\/?p=6032","title":{"rendered":"python code example of  tsfresh\u5e93"},"content":{"rendered":"\n<h3 class=\"wp-block-heading\">\u4ee3\u7801\u529f\u80fd\u89e3\u91ca<\/h3>\n\n\n\n<h4 class=\"wp-block-heading\">1. \u5bfc\u5165\u5fc5\u8981\u7684\u5e93<\/h4>\n\n\n\n<pre class=\"wp-block-preformatted\"><img decoding=\"async\" src=\"https:\/\/file+.vscode-resource.vscode-cdn.net\/c%3A\/Users\/czliu\/.vscode\/extensions\/marscode.marscode-extension-1.2.34\/resource\/images\/languageIcon\/python.svg\">test_tsfresh.pyApply<br><code>import pandas as pd<br>from tsfresh import extract_features, select_features<br>from tsfresh.utilities.dataframe_functions import impute<br>from sktime.datasets import load_arrow_head<br>import warnings<br><\/code><\/pre>\n\n\n\n<ul class=\"wp-block-list\">\n<li><code>pandas<\/code>\uff1a\u7528\u4e8e\u6570\u636e\u5904\u7406\u548c\u5206\u6790\uff0c\u63d0\u4f9b\u00a0<code>DataFrame<\/code>\u00a0\u548c\u00a0<code>Series<\/code>\u00a0\u7b49\u6570\u636e\u7ed3\u6784\u3002<\/li>\n\n\n\n<li><code>tsfresh<\/code>\uff1a\u7528\u4e8e\u4ece\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u4e2d\u63d0\u53d6\u548c\u9009\u62e9\u7279\u5f81\u3002<code>extract_features<\/code>\u00a0\u7528\u4e8e\u63d0\u53d6\u7279\u5f81\uff0c<code>select_features<\/code>\u00a0\u7528\u4e8e\u9009\u62e9\u6709\u610f\u4e49\u7684\u7279\u5f81\uff0c<code>impute<\/code>\u00a0\u7528\u4e8e\u5904\u7406\u7f3a\u5931\u503c\u3002<\/li>\n\n\n\n<li><code>sktime.datasets.load_arrow_head<\/code>\uff1a\u7528\u4e8e\u52a0\u8f7d\u00a0<code>Arrow Head<\/code>\u00a0\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u96c6\u3002<\/li>\n\n\n\n<li><code>warnings<\/code>\uff1a\u7528\u4e8e\u63a7\u5236\u8b66\u544a\u4fe1\u606f\u7684\u663e\u793a\u3002<\/li>\n<\/ul>\n\n\n\n<h4 class=\"wp-block-heading\">2. \u5ffd\u7565\u8b66\u544a\u4fe1\u606f<\/h4>\n\n\n\n<pre class=\"wp-block-preformatted\"><img decoding=\"async\" src=\"https:\/\/file+.vscode-resource.vscode-cdn.net\/c%3A\/Users\/czliu\/.vscode\/extensions\/marscode.marscode-extension-1.2.34\/resource\/images\/languageIcon\/python.svg\">test_tsfresh.pyApply<br><code># \u5ffd\u7565 tsfresh \u53ef\u80fd\u51fa\u73b0\u7684\u8b66\u544a<br>warnings.filterwarnings(\"ignore\", category=RuntimeWarning)<br>warnings.filterwarnings(\"ignore\", category=UserWarning)<br><\/code><\/pre>\n\n\n\n<p>\u8fd9\u4e24\u884c\u4ee3\u7801\u7684\u4f5c\u7528\u662f\u5ffd\u7565&nbsp;<code>RuntimeWarning<\/code>&nbsp;\u548c&nbsp;<code>UserWarning<\/code>&nbsp;\u7c7b\u578b\u7684\u8b66\u544a\uff0c\u907f\u514d\u8fd9\u4e9b\u8b66\u544a\u4fe1\u606f\u5e72\u6270\u7a0b\u5e8f\u7684\u8fd0\u884c\u548c\u8f93\u51fa\u3002<\/p>\n\n\n\n<h4 class=\"wp-block-heading\">3. \u6570\u636e\u683c\u5f0f\u8f6c\u6362\u51fd\u6570<\/h4>\n\n\n\n<pre class=\"wp-block-preformatted\"><img decoding=\"async\" src=\"https:\/\/file+.vscode-resource.vscode-cdn.net\/c%3A\/Users\/czliu\/.vscode\/extensions\/marscode.marscode-extension-1.2.34\/resource\/images\/languageIcon\/python.svg\">test_tsfresh.pyApply<br><code>def convert_sktime_to_tsfresh(df_sktime, y):<br>    \"\"\"<br>    Convert the dataset format from sktime to tsfresh.<br><br>    :param df_sktime: The dataset loaded by sktime.<br>    :param y: The target labels.<br>    :return: A DataFrame in the format required by tsfresh and a Series of target labels.<br>    \"\"\"<br>    df_tsfresh = []<br>    for idx, row in df_sktime.iterrows():<br>        # \u5047\u8bbe\u7b2c\u4e00\u5217\u5305\u542b\u65f6\u95f4\u5e8f\u5217\u6570\u636e<br>        series = row.iloc[0]<br>        for time, value in series.items():<br>            df_tsfresh.append([idx, time, value])<br>    df_tsfresh = pd.DataFrame(df_tsfresh, columns=['id', 'time', 'value'])<br>    y = pd.Series(y)<br>    return df_tsfresh, y<br><\/code><\/pre>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u8be5\u51fd\u6570\u7684\u4f5c\u7528\u662f\u5c06\u00a0<code>sktime<\/code>\u00a0\u52a0\u8f7d\u7684\u6570\u636e\u96c6\u683c\u5f0f\u8f6c\u6362\u4e3a\u00a0<code>tsfresh<\/code>\u00a0\u6240\u9700\u7684\u683c\u5f0f\u3002<\/li>\n\n\n\n<li><code>df_sktime<\/code>\u00a0\u662f\u00a0<code>sktime<\/code>\u00a0\u52a0\u8f7d\u7684\u6570\u636e\u96c6\uff0c<code>y<\/code>\u00a0\u662f\u5bf9\u5e94\u7684\u76ee\u6807\u6807\u7b7e\u3002<\/li>\n\n\n\n<li>\u51fd\u6570\u901a\u8fc7\u904d\u5386\u00a0<code>df_sktime<\/code>\u00a0\u7684\u6bcf\u4e00\u884c\uff0c\u63d0\u53d6\u7b2c\u4e00\u5217\u7684\u65f6\u95f4\u5e8f\u5217\u6570\u636e\uff0c\u5c06\u5176\u8f6c\u6362\u4e3a\u00a0<code>[id, time, value]<\/code>\u00a0\u7684\u5f62\u5f0f\uff0c\u5b58\u50a8\u5728\u00a0<code>df_tsfresh<\/code>\u00a0\u5217\u8868\u4e2d\u3002<\/li>\n\n\n\n<li>\u6700\u540e\u5c06\u00a0<code>df_tsfresh<\/code>\u00a0\u5217\u8868\u8f6c\u6362\u4e3a\u00a0<code>DataFrame<\/code>\uff0c\u5e76\u5c06\u00a0<code>y<\/code>\u00a0\u8f6c\u6362\u4e3a\u00a0<code>Series<\/code>\u00a0\u540e\u8fd4\u56de\u3002<\/li>\n<\/ul>\n\n\n\n<h4 class=\"wp-block-heading\">4. \u4e3b\u7a0b\u5e8f<\/h4>\n\n\n\n<pre class=\"wp-block-preformatted\"><img decoding=\"async\" src=\"https:\/\/file+.vscode-resource.vscode-cdn.net\/c%3A\/Users\/czliu\/.vscode\/extensions\/marscode.marscode-extension-1.2.34\/resource\/images\/languageIcon\/python.svg\">test_tsfresh.pyApply<br><code>if __name__ == \"__main__\":<br>    try:<br>        # \u52a0\u8f7d Arrow Head \u6570\u636e\u96c6<br>        X, y = load_arrow_head(split=\"train\", return_X_y=True)<br>        # \u8f6c\u6362\u6570\u636e\u96c6\u683c\u5f0f<br>        df, y = convert_sktime_to_tsfresh(X, y)<br><br>        # \u63d0\u53d6\u7279\u5f81<br>        X_extracted = extract_features(df, column_id='id', column_sort='time')<br>        # \u5904\u7406\u7f3a\u5931\u503c<br>        X_extracted = impute(X_extracted)<br>        # \u9009\u62e9\u7279\u5f81<br>        X_selected = select_features(X_extracted, y)<br><br>        print(X_selected)<br>    except Exception as e:<br>        print(f\"An error occurred: {e}\")<br><\/code><\/pre>\n\n\n\n<ul class=\"wp-block-list\">\n<li><code>load_arrow_head(split=\"train\", return_X_y=True)<\/code>\uff1a\u52a0\u8f7d\u00a0<code>Arrow Head<\/code>\u00a0\u6570\u636e\u96c6\u7684\u8bad\u7ec3\u96c6\uff0c\u8fd4\u56de\u7279\u5f81\u00a0<code>X<\/code>\u00a0\u548c\u76ee\u6807\u6807\u7b7e\u00a0<code>y<\/code>\u3002<\/li>\n\n\n\n<li><code>convert_sktime_to_tsfresh(X, y)<\/code>\uff1a\u5c06\u00a0<code>sktime<\/code>\u00a0\u683c\u5f0f\u7684\u6570\u636e\u96c6\u8f6c\u6362\u4e3a\u00a0<code>tsfresh<\/code>\u00a0\u6240\u9700\u7684\u683c\u5f0f\u3002<\/li>\n\n\n\n<li><code>extract_features(df, column_id='id', column_sort='time')<\/code>\uff1a\u4ece\u8f6c\u6362\u540e\u7684\u00a0<code>DataFrame<\/code>\u00a0\u4e2d\u63d0\u53d6\u7279\u5f81\uff0c<code>column_id<\/code>\u00a0\u6307\u5b9a\u6837\u672c\u7684\u6807\u8bc6\u5217\uff0c<code>column_sort<\/code>\u00a0\u6307\u5b9a\u65f6\u95f4\u6392\u5e8f\u5217\u3002<\/li>\n\n\n\n<li><code>impute(X_extracted)<\/code>\uff1a\u5904\u7406\u63d0\u53d6\u7279\u5f81\u540e\u53ef\u80fd\u51fa\u73b0\u7684\u7f3a\u5931\u503c\u3002<\/li>\n\n\n\n<li><code>select_features(X_extracted, y)<\/code>\uff1a\u6839\u636e\u76ee\u6807\u6807\u7b7e\u00a0<code>y<\/code>\u00a0\u9009\u62e9\u6709\u610f\u4e49\u7684\u7279\u5f81\u3002<\/li>\n\n\n\n<li><code>try-except<\/code>\u00a0\u5757\u7528\u4e8e\u6355\u83b7\u7a0b\u5e8f\u8fd0\u884c\u8fc7\u7a0b\u4e2d\u53ef\u80fd\u51fa\u73b0\u7684\u5f02\u5e38\uff0c\u5e76\u6253\u5370\u9519\u8bef\u4fe1\u606f\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">\u8fd0\u7b97\u7ed3\u679c\u89e3\u91ca<\/h3>\n\n\n\n<p>\u6700\u7ec8\u6253\u5370\u7684&nbsp;<code>X_selected<\/code>&nbsp;\u662f\u4e00\u4e2a&nbsp;<code>DataFrame<\/code>\uff0c\u5305\u542b\u7ecf\u8fc7\u7279\u5f81\u63d0\u53d6\u548c\u7279\u5f81\u9009\u62e9\u540e\u7684\u6570\u636e\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u884c<\/strong>\uff1a\u4ee3\u8868\u4e0d\u540c\u7684\u6837\u672c\uff0c\u6bcf\u4e2a\u6837\u672c\u5bf9\u5e94\u00a0<code>Arrow Head<\/code>\u00a0\u6570\u636e\u96c6\u4e2d\u7684\u4e00\u4e2a\u65f6\u95f4\u5e8f\u5217\u3002<\/li>\n\n\n\n<li><strong>\u5217<\/strong>\uff1a\u4ee3\u8868\u9009\u62e9\u51fa\u7684\u6709\u610f\u4e49\u7684\u7279\u5f81\uff0c\u8fd9\u4e9b\u7279\u5f81\u662f\u4ece\u539f\u59cb\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u4e2d\u63d0\u53d6\u51fa\u6765\u7684\uff0c\u4f8b\u5982\u5747\u503c\u3001\u65b9\u5dee\u3001\u6700\u5927\u503c\u3001\u6700\u5c0f\u503c\u7b49\u7edf\u8ba1\u7279\u5f81\u3002<\/li>\n\n\n\n<li><strong>\u503c<\/strong>\uff1a\u6bcf\u4e2a\u5355\u5143\u683c\u7684\u503c\u662f\u5bf9\u5e94\u6837\u672c\u5728\u8be5\u7279\u5f81\u4e0b\u7684\u53d6\u503c\u3002<\/li>\n<\/ul>\n\n\n\n<p>\u901a\u8fc7\u8fd9\u79cd\u65b9\u5f0f\uff0c\u53ef\u4ee5\u5c06\u539f\u59cb\u7684\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u8f6c\u6362\u4e3a\u7ed3\u6784\u5316\u7684\u7279\u5f81\u6570\u636e\uff0c\u65b9\u4fbf\u540e\u7eed\u8fdb\u884c\u673a\u5668\u5b66\u4e60\u6a21\u578b\u7684\u8bad\u7ec3\u548c\u9884\u6d4b\u3002<\/p>\n\n\n\n<p><strong>\u5b8c\u6574\u4ee3\u7801<\/strong><\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>import pandas as pd\nfrom tsfresh import extract_features, select_features\nfrom tsfresh.utilities.dataframe_functions import impute\nfrom sktime.datasets import load_arrow_head\nimport warnings\n\n# \u5ffd\u7565 tsfresh \u53ef\u80fd\u51fa\u73b0\u7684\u8b66\u544a\nwarnings.filterwarnings(\"ignore\", category=RuntimeWarning)\nwarnings.filterwarnings(\"ignore\", category=UserWarning)\n\n\ndef convert_sktime_to_tsfresh(df_sktime, y):\n    \"\"\"\n    Convert the dataset format from sktime to tsfresh.\n\n    :param df_sktime: The dataset loaded by sktime.\n    :param y: The target labels.\n    :return: A DataFrame in the format required by tsfresh and a Series of target labels.\n    \"\"\"\n    df_tsfresh = &#91;]\n    for idx, row in df_sktime.iterrows():\n        # \u5047\u8bbe\u7b2c\u4e00\u5217\u5305\u542b\u65f6\u95f4\u5e8f\u5217\u6570\u636e\n        series = row.iloc&#91;0]\n        for time, value in series.items():\n            df_tsfresh.append(&#91;idx, time, value])\n    df_tsfresh = pd.DataFrame(df_tsfresh, columns=&#91;'id', 'time', 'value'])\n    y = pd.Series(y)\n    return df_tsfresh, y\n\n\nif __name__ == \"__main__\":\n    try:\n        # \u52a0\u8f7d Arrow Head \u6570\u636e\u96c6\n        X, y = load_arrow_head(split=\"train\", return_X_y=True)\n        # \u8f6c\u6362\u6570\u636e\u96c6\u683c\u5f0f\n        df, y = convert_sktime_to_tsfresh(X, y)\n\n        # \u63d0\u53d6\u7279\u5f81\n        X_extracted = extract_features(df, column_id='id', column_sort='time')\n        # \u5904\u7406\u7f3a\u5931\u503c\n        X_extracted = impute(X_extracted)\n        # \u9009\u62e9\u7279\u5f81\n        X_selected = select_features(X_extracted, y)\n\n        print(X_selected)\n    except Exception as e:\n        print(f\"An error occurred: {e}\")<\/code><\/pre>\n","protected":false},"excerpt":{"rendered":"<p>\u4ee3\u7801\u529f\u80fd\u89e3\u91ca 1. \u5bfc\u5165\u5fc5\u8981\u7684\u5e93 test_tsfresh.pyApplyimp <span class=\"readmore\"><a href=\"http:\/\/cnliutz.wicp.vip\/?p=6032\">Continue Reading<\/a><\/span><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[2],"tags":[],"class_list":["post-6032","post","type-post","status-publish","format-standard","hentry","category-2"],"_links":{"self":[{"href":"http:\/\/cnliutz.wicp.vip\/index.php?rest_route=\/wp\/v2\/posts\/6032","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/cnliutz.wicp.vip\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/cnliutz.wicp.vip\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/cnliutz.wicp.vip\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/cnliutz.wicp.vip\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=6032"}],"version-history":[{"count":1,"href":"http:\/\/cnliutz.wicp.vip\/index.php?rest_route=\/wp\/v2\/posts\/6032\/revisions"}],"predecessor-version":[{"id":6033,"href":"http:\/\/cnliutz.wicp.vip\/index.php?rest_route=\/wp\/v2\/posts\/6032\/revisions\/6033"}],"wp:attachment":[{"href":"http:\/\/cnliutz.wicp.vip\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=6032"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/cnliutz.wicp.vip\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=6032"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/cnliutz.wicp.vip\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=6032"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}