extract_features_using_tsfresh.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## **tsfreshによる特徴量抽出**\n",
    "- tsfreshとは，時系列データの特徴を自動的に計算するライブラリーになります．\n",
    "    - 抽出する特徴量は以下の公式ドキュメントに記載されています．<br>\n",
    "    https://tsfresh.readthedocs.io/en/latest/text/list_of_features.html\n",
    "        - また，それぞれの特徴量計算において，パラメータが複数設定することができるものに関しては，複数計算されます．\n",
    "    \n",
    "- tsfreshの推奨される使い方は以下の公式ドキュメントに記載されています．<br>\n",
    "https://tsfresh.readthedocs.io/en/latest/text/feature_filtering.html\n",
    "    1. **Feature extraction**\n",
    "        - まずは`tsfresh.feature_extraction.feature_calculators`で包括的に特徴量を自動生成します．<br>\n",
    "          生のデータから集約された特徴量へと変換します．\n",
    "    2. **Feature significance testing**\n",
    "        - 次に`tsfresh.feature_selection.significance_tests module`で個々の特徴量が有効かどうかを独立に統計的な検定してします．<br>\n",
    "        これを使う際には，ターゲットのラベル情報も与えてやる必要があります．\n",
    "\n",
    "上記1&2を同時に実行してくれるのが`tsfresh.convenience.relevant_extraction.extract_relevant_features`になります．"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "# ライブラリー\n",
    "from tsfresh import extract_features, select_features, extract_relevant_features\n",
    "from tsfresh.feature_extraction import settings\n",
    "from tsfresh.utilities.dataframe_functions import impute\n",
    "\n",
    "import pandas as pd\n",
    "\n",
    "import warnings\n",
    "warnings.filterwarnings('ignore')"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### **データセット**\n",
    "- データセットはtsfreshに用意されているデータを使うことにします．\n",
    "    - 系列が8つ\n",
    "        - id, time + 6系列"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "shape: (1320, 8)\n"
     ]
    },
    {
     "data": {
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       "\n",
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       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>id</th>\n",
       "      <th>time</th>\n",
       "      <th>F_x</th>\n",
       "      <th>F_y</th>\n",
       "      <th>F_z</th>\n",
       "      <th>T_x</th>\n",
       "      <th>T_y</th>\n",
       "      <th>T_z</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>-1</td>\n",
       "      <td>-1</td>\n",
       "      <td>63</td>\n",
       "      <td>-3</td>\n",
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       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
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       "      <td>0</td>\n",
       "      <td>62</td>\n",
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       "      <th>2</th>\n",
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       "      <td>-1</td>\n",
       "      <td>-1</td>\n",
       "      <td>61</td>\n",
       "      <td>-3</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>1</td>\n",
       "      <td>3</td>\n",
       "      <td>-1</td>\n",
       "      <td>-1</td>\n",
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       "      <td>-2</td>\n",
       "      <td>-1</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>1</td>\n",
       "      <td>4</td>\n",
       "      <td>-1</td>\n",
       "      <td>-1</td>\n",
       "      <td>63</td>\n",
       "      <td>-3</td>\n",
       "      <td>-1</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   id  time  F_x  F_y  F_z  T_x  T_y  T_z\n",
       "0   1     0   -1   -1   63   -3   -1    0\n",
       "1   1     1    0    0   62   -3   -1    0\n",
       "2   1     2   -1   -1   61   -3    0    0\n",
       "3   1     3   -1   -1   63   -2   -1    0\n",
       "4   1     4   -1   -1   63   -3   -1    0"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "from tsfresh.examples.robot_execution_failures import download_robot_execution_failures, load_robot_execution_failures\n",
    "\n",
    "download_robot_execution_failures()\n",
    "df, y = load_robot_execution_failures()\n",
    "\n",
    "print(\"shape:\", df.shape)\n",
    "display(df.head())"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### **tsfreshによる特徴量抽出**\n",
    "#### 1. Feature extraction\n",
    "- 1つの系列あたり763個の特徴量が新しく生成されました．\n",
    "- 生成される特徴量の名称はい以下のようになっています．\n",
    "\n",
    "    `{time_series_name}__{feature_name}__{parameter name 1}_{parameter value 1}__[..]`<br>\n",
    "    -->`{元の系列のカラム名}__{生成される特徴量の関数名}__{パラメータ名}__{パラメータが取る値}__[..]`"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "Feature Extraction: 100%|██████████| 10/10 [00:11<00:00,  1.18s/it]\n"
     ]
    },
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th>variable</th>\n",
       "      <th>F_x__abs_energy</th>\n",
       "      <th>F_x__absolute_sum_of_changes</th>\n",
       "      <th>F_x__agg_autocorrelation__f_agg_\"mean\"__maxlag_40</th>\n",
       "      <th>F_x__agg_autocorrelation__f_agg_\"median\"__maxlag_40</th>\n",
       "      <th>F_x__agg_autocorrelation__f_agg_\"var\"__maxlag_40</th>\n",
       "      <th>F_x__agg_linear_trend__attr_\"intercept\"__chunk_len_10__f_agg_\"max\"</th>\n",
       "      <th>F_x__agg_linear_trend__attr_\"intercept\"__chunk_len_10__f_agg_\"mean\"</th>\n",
       "      <th>F_x__agg_linear_trend__attr_\"intercept\"__chunk_len_10__f_agg_\"min\"</th>\n",
       "      <th>F_x__agg_linear_trend__attr_\"intercept\"__chunk_len_10__f_agg_\"var\"</th>\n",
       "      <th>F_x__agg_linear_trend__attr_\"intercept\"__chunk_len_50__f_agg_\"max\"</th>\n",
       "      <th>...</th>\n",
       "      <th>T_z__symmetry_looking__r_0.9500000000000001</th>\n",
       "      <th>T_z__time_reversal_asymmetry_statistic__lag_1</th>\n",
       "      <th>T_z__time_reversal_asymmetry_statistic__lag_2</th>\n",
       "      <th>T_z__time_reversal_asymmetry_statistic__lag_3</th>\n",
       "      <th>T_z__value_count__value_-1</th>\n",
       "      <th>T_z__value_count__value_0</th>\n",
       "      <th>T_z__value_count__value_1</th>\n",
       "      <th>T_z__variance</th>\n",
       "      <th>T_z__variance_larger_than_standard_deviation</th>\n",
       "      <th>T_z__variation_coefficient</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>id</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
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       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>14.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>-0.106351</td>\n",
       "      <td>-7.206633e-02</td>\n",
       "      <td>0.016879</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.9</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.09</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>15.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>25.0</td>\n",
       "      <td>14.0</td>\n",
       "      <td>-0.039098</td>\n",
       "      <td>-4.935275e-02</td>\n",
       "      <td>0.088790</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.7</td>\n",
       "      <td>-3.0</td>\n",
       "      <td>0.81</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>4.0</td>\n",
       "      <td>11.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.195556</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-1.658312</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>12.0</td>\n",
       "      <td>10.0</td>\n",
       "      <td>-0.029815</td>\n",
       "      <td>2.602085e-17</td>\n",
       "      <td>0.105435</td>\n",
       "      <td>1.0</td>\n",
       "      <td>-0.5</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.45</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.090909</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>4.0</td>\n",
       "      <td>11.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.195556</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-1.658312</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>16.0</td>\n",
       "      <td>17.0</td>\n",
       "      <td>-0.049773</td>\n",
       "      <td>-6.417112e-02</td>\n",
       "      <td>0.143580</td>\n",
       "      <td>1.0</td>\n",
       "      <td>-0.4</td>\n",
       "      <td>-2.0</td>\n",
       "      <td>1.24</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.181818</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>6.0</td>\n",
       "      <td>8.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.355556</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-1.788854</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>17.0</td>\n",
       "      <td>13.0</td>\n",
       "      <td>-0.061467</td>\n",
       "      <td>-5.172414e-02</td>\n",
       "      <td>0.052642</td>\n",
       "      <td>2.0</td>\n",
       "      <td>-0.5</td>\n",
       "      <td>-2.0</td>\n",
       "      <td>1.05</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>-0.076923</td>\n",
       "      <td>-0.090909</td>\n",
       "      <td>-0.222222</td>\n",
       "      <td>4.0</td>\n",
       "      <td>9.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>0.382222</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-4.636809</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>39.0</td>\n",
       "      <td>24.0</td>\n",
       "      <td>-0.057760</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.132493</td>\n",
       "      <td>1.0</td>\n",
       "      <td>-1.1</td>\n",
       "      <td>-3.0</td>\n",
       "      <td>1.89</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>-0.153846</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.111111</td>\n",
       "      <td>4.0</td>\n",
       "      <td>10.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.293333</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-2.708013</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>21.0</td>\n",
       "      <td>13.0</td>\n",
       "      <td>-0.213085</td>\n",
       "      <td>-8.561644e-02</td>\n",
       "      <td>0.775130</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-1.1</td>\n",
       "      <td>-3.0</td>\n",
       "      <td>0.69</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.153846</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.222222</td>\n",
       "      <td>2.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.195556</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-6.633250</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>26.0</td>\n",
       "      <td>16.0</td>\n",
       "      <td>-0.002893</td>\n",
       "      <td>-1.580460e-01</td>\n",
       "      <td>0.299821</td>\n",
       "      <td>2.0</td>\n",
       "      <td>-0.7</td>\n",
       "      <td>-2.0</td>\n",
       "      <td>1.41</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>-0.461538</td>\n",
       "      <td>-1.090909</td>\n",
       "      <td>-1.444444</td>\n",
       "      <td>5.0</td>\n",
       "      <td>7.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>1.066667</td>\n",
       "      <td>1.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>24.0</td>\n",
       "      <td>20.0</td>\n",
       "      <td>-0.037626</td>\n",
       "      <td>7.211538e-02</td>\n",
       "      <td>0.098712</td>\n",
       "      <td>2.0</td>\n",
       "      <td>-0.7</td>\n",
       "      <td>-3.0</td>\n",
       "      <td>1.61</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>-0.153846</td>\n",
       "      <td>-0.181818</td>\n",
       "      <td>0.888889</td>\n",
       "      <td>4.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>1.093333</td>\n",
       "      <td>1.0</td>\n",
       "      <td>5.228129</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>14.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>-0.042665</td>\n",
       "      <td>-7.206633e-02</td>\n",
       "      <td>0.005930</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>15.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>10 rows × 4578 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "variable  F_x__abs_energy  F_x__absolute_sum_of_changes  \\\n",
       "id                                                        \n",
       "1                    14.0                           2.0   \n",
       "2                    25.0                          14.0   \n",
       "3                    12.0                          10.0   \n",
       "4                    16.0                          17.0   \n",
       "5                    17.0                          13.0   \n",
       "6                    39.0                          24.0   \n",
       "7                    21.0                          13.0   \n",
       "8                    26.0                          16.0   \n",
       "9                    24.0                          20.0   \n",
       "10                   14.0                           2.0   \n",
       "\n",
       "variable  F_x__agg_autocorrelation__f_agg_\"mean\"__maxlag_40  \\\n",
       "id                                                            \n",
       "1                                                 -0.106351   \n",
       "2                                                 -0.039098   \n",
       "3                                                 -0.029815   \n",
       "4                                                 -0.049773   \n",
       "5                                                 -0.061467   \n",
       "6                                                 -0.057760   \n",
       "7                                                 -0.213085   \n",
       "8                                                 -0.002893   \n",
       "9                                                 -0.037626   \n",
       "10                                                -0.042665   \n",
       "\n",
       "variable  F_x__agg_autocorrelation__f_agg_\"median\"__maxlag_40  \\\n",
       "id                                                              \n",
       "1                                             -7.206633e-02     \n",
       "2                                             -4.935275e-02     \n",
       "3                                              2.602085e-17     \n",
       "4                                             -6.417112e-02     \n",
       "5                                             -5.172414e-02     \n",
       "6                                              0.000000e+00     \n",
       "7                                             -8.561644e-02     \n",
       "8                                             -1.580460e-01     \n",
       "9                                              7.211538e-02     \n",
       "10                                            -7.206633e-02     \n",
       "\n",
       "variable  F_x__agg_autocorrelation__f_agg_\"var\"__maxlag_40  \\\n",
       "id                                                           \n",
       "1                                                 0.016879   \n",
       "2                                                 0.088790   \n",
       "3                                                 0.105435   \n",
       "4                                                 0.143580   \n",
       "5                                                 0.052642   \n",
       "6                                                 0.132493   \n",
       "7                                                 0.775130   \n",
       "8                                                 0.299821   \n",
       "9                                                 0.098712   \n",
       "10                                                0.005930   \n",
       "\n",
       "variable  F_x__agg_linear_trend__attr_\"intercept\"__chunk_len_10__f_agg_\"max\"  \\\n",
       "id                                                                             \n",
       "1                                                       0.0                    \n",
       "2                                                       0.0                    \n",
       "3                                                       1.0                    \n",
       "4                                                       1.0                    \n",
       "5                                                       2.0                    \n",
       "6                                                       1.0                    \n",
       "7                                                       0.0                    \n",
       "8                                                       2.0                    \n",
       "9                                                       2.0                    \n",
       "10                                                     -1.0                    \n",
       "\n",
       "variable  F_x__agg_linear_trend__attr_\"intercept\"__chunk_len_10__f_agg_\"mean\"  \\\n",
       "id                                                                              \n",
       "1                                                      -0.9                     \n",
       "2                                                      -0.7                     \n",
       "3                                                      -0.5                     \n",
       "4                                                      -0.4                     \n",
       "5                                                      -0.5                     \n",
       "6                                                      -1.1                     \n",
       "7                                                      -1.1                     \n",
       "8                                                      -0.7                     \n",
       "9                                                      -0.7                     \n",
       "10                                                     -1.0                     \n",
       "\n",
       "variable  F_x__agg_linear_trend__attr_\"intercept\"__chunk_len_10__f_agg_\"min\"  \\\n",
       "id                                                                             \n",
       "1                                                      -1.0                    \n",
       "2                                                      -3.0                    \n",
       "3                                                      -1.0                    \n",
       "4                                                      -2.0                    \n",
       "5                                                      -2.0                    \n",
       "6                                                      -3.0                    \n",
       "7                                                      -3.0                    \n",
       "8                                                      -2.0                    \n",
       "9                                                      -3.0                    \n",
       "10                                                     -1.0                    \n",
       "\n",
       "variable  F_x__agg_linear_trend__attr_\"intercept\"__chunk_len_10__f_agg_\"var\"  \\\n",
       "id                                                                             \n",
       "1                                                      0.09                    \n",
       "2                                                      0.81                    \n",
       "3                                                      0.45                    \n",
       "4                                                      1.24                    \n",
       "5                                                      1.05                    \n",
       "6                                                      1.89                    \n",
       "7                                                      0.69                    \n",
       "8                                                      1.41                    \n",
       "9                                                      1.61                    \n",
       "10                                                     0.00                    \n",
       "\n",
       "variable  F_x__agg_linear_trend__attr_\"intercept\"__chunk_len_50__f_agg_\"max\"  \\\n",
       "id                                                                             \n",
       "1                                                       NaN                    \n",
       "2                                                       NaN                    \n",
       "3                                                       NaN                    \n",
       "4                                                       NaN                    \n",
       "5                                                       NaN                    \n",
       "6                                                       NaN                    \n",
       "7                                                       NaN                    \n",
       "8                                                       NaN                    \n",
       "9                                                       NaN                    \n",
       "10                                                      NaN                    \n",
       "\n",
       "variable  ...  T_z__symmetry_looking__r_0.9500000000000001  \\\n",
       "id        ...                                                \n",
       "1         ...                                          0.0   \n",
       "2         ...                                          1.0   \n",
       "3         ...                                          1.0   \n",
       "4         ...                                          1.0   \n",
       "5         ...                                          1.0   \n",
       "6         ...                                          1.0   \n",
       "7         ...                                          1.0   \n",
       "8         ...                                          1.0   \n",
       "9         ...                                          1.0   \n",
       "10        ...                                          0.0   \n",
       "\n",
       "variable  T_z__time_reversal_asymmetry_statistic__lag_1  \\\n",
       "id                                                        \n",
       "1                                              0.000000   \n",
       "2                                              0.000000   \n",
       "3                                              0.000000   \n",
       "4                                              0.000000   \n",
       "5                                             -0.076923   \n",
       "6                                             -0.153846   \n",
       "7                                              0.153846   \n",
       "8                                             -0.461538   \n",
       "9                                             -0.153846   \n",
       "10                                             0.000000   \n",
       "\n",
       "variable  T_z__time_reversal_asymmetry_statistic__lag_2  \\\n",
       "id                                                        \n",
       "1                                              0.000000   \n",
       "2                                              0.000000   \n",
       "3                                             -0.090909   \n",
       "4                                             -0.181818   \n",
       "5                                             -0.090909   \n",
       "6                                              0.000000   \n",
       "7                                              0.000000   \n",
       "8                                             -1.090909   \n",
       "9                                             -0.181818   \n",
       "10                                             0.000000   \n",
       "\n",
       "variable  T_z__time_reversal_asymmetry_statistic__lag_3  \\\n",
       "id                                                        \n",
       "1                                              0.000000   \n",
       "2                                              0.000000   \n",
       "3                                              0.000000   \n",
       "4                                              0.000000   \n",
       "5                                             -0.222222   \n",
       "6                                              0.111111   \n",
       "7                                              0.222222   \n",
       "8                                             -1.444444   \n",
       "9                                              0.888889   \n",
       "10                                             0.000000   \n",
       "\n",
       "variable  T_z__value_count__value_-1  T_z__value_count__value_0  \\\n",
       "id                                                                \n",
       "1                                0.0                       15.0   \n",
       "2                                4.0                       11.0   \n",
       "3                                4.0                       11.0   \n",
       "4                                6.0                        8.0   \n",
       "5                                4.0                        9.0   \n",
       "6                                4.0                       10.0   \n",
       "7                                2.0                       12.0   \n",
       "8                                5.0                        7.0   \n",
       "9                                4.0                        6.0   \n",
       "10                               0.0                       15.0   \n",
       "\n",
       "variable  T_z__value_count__value_1  T_z__variance  \\\n",
       "id                                                   \n",
       "1                               0.0       0.000000   \n",
       "2                               0.0       0.195556   \n",
       "3                               0.0       0.195556   \n",
       "4                               1.0       0.355556   \n",
       "5                               2.0       0.382222   \n",
       "6                               1.0       0.293333   \n",
       "7                               1.0       0.195556   \n",
       "8                               2.0       1.066667   \n",
       "9                               4.0       1.093333   \n",
       "10                              0.0       0.000000   \n",
       "\n",
       "variable  T_z__variance_larger_than_standard_deviation  \\\n",
       "id                                                       \n",
       "1                                                  0.0   \n",
       "2                                                  0.0   \n",
       "3                                                  0.0   \n",
       "4                                                  0.0   \n",
       "5                                                  0.0   \n",
       "6                                                  0.0   \n",
       "7                                                  0.0   \n",
       "8                                                  1.0   \n",
       "9                                                  1.0   \n",
       "10                                                 0.0   \n",
       "\n",
       "variable  T_z__variation_coefficient  \n",
       "id                                    \n",
       "1                                NaN  \n",
       "2                          -1.658312  \n",
       "3                          -1.658312  \n",
       "4                          -1.788854  \n",
       "5                          -4.636809  \n",
       "6                          -2.708013  \n",
       "7                          -6.633250  \n",
       "8                                NaN  \n",
       "9                           5.228129  \n",
       "10                               NaN  \n",
       "\n",
       "[10 rows x 4578 columns]"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "X_extracted = extract_features(df, column_id='id', column_sort='time')\n",
    "X_extracted.head(10)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### 2. Feature significance testing\n",
    "- tsfreshでは，個々の特徴量に対して，有意性の検定を行います．\n",
    "- 方法は以下の4種類に分かれます．\n",
    "    - 1. Target and feature are both binary\n",
    "        - Fisher's exact test\n",
    "    - 2. Target is binary and feature real\n",
    "        - Mann-Whitney U test or Kolmogorov-Smirnov test\n",
    "    - 3. Target is real and the feature is binary\n",
    "        - Kolmogorov-Smirnov test\n",
    "    - 4. Target and feature are both real\n",
    "        - Kendall’s tau"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th>variable</th>\n",
       "      <th>F_x__value_count__value_-1</th>\n",
       "      <th>F_x__abs_energy</th>\n",
       "      <th>F_x__range_count__max_1__min_-1</th>\n",
       "      <th>F_y__abs_energy</th>\n",
       "      <th>T_y__standard_deviation</th>\n",
       "      <th>T_y__variance</th>\n",
       "      <th>F_x__fft_coefficient__attr_\"abs\"__coeff_1</th>\n",
       "      <th>T_y__fft_coefficient__attr_\"abs\"__coeff_1</th>\n",
       "      <th>T_y__abs_energy</th>\n",
       "      <th>F_z__standard_deviation</th>\n",
       "      <th>...</th>\n",
       "      <th>T_x__agg_linear_trend__attr_\"intercept\"__chunk_len_5__f_agg_\"min\"</th>\n",
       "      <th>T_x__number_peaks__n_1</th>\n",
       "      <th>T_y__number_cwt_peaks__n_1</th>\n",
       "      <th>T_y__count_below__t_0</th>\n",
       "      <th>T_x__change_quantiles__f_agg_\"var\"__isabs_True__qh_0.2__ql_0.0</th>\n",
       "      <th>F_z__change_quantiles__f_agg_\"mean\"__isabs_True__qh_1.0__ql_0.8</th>\n",
       "      <th>T_x__quantile__q_0.1</th>\n",
       "      <th>F_y__has_duplicate_max</th>\n",
       "      <th>F_y__cwt_coefficients__coeff_14__w_5__widths_(2, 5, 10, 20)</th>\n",
       "      <th>F_y__cwt_coefficients__coeff_13__w_2__widths_(2, 5, 10, 20)</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>id</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>14.0</td>\n",
       "      <td>14.0</td>\n",
       "      <td>15.0</td>\n",
       "      <td>13.0</td>\n",
       "      <td>0.471405</td>\n",
       "      <td>0.222222</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>1.165352</td>\n",
       "      <td>10.0</td>\n",
       "      <td>1.203698</td>\n",
       "      <td>...</td>\n",
       "      <td>-3.000000</td>\n",
       "      <td>1.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-3.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>-0.751682</td>\n",
       "      <td>-0.310265</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>7.0</td>\n",
       "      <td>25.0</td>\n",
       "      <td>13.0</td>\n",
       "      <td>76.0</td>\n",
       "      <td>2.054805</td>\n",
       "      <td>4.222222</td>\n",
       "      <td>0.624118</td>\n",
       "      <td>6.020261</td>\n",
       "      <td>90.0</td>\n",
       "      <td>4.333846</td>\n",
       "      <td>...</td>\n",
       "      <td>-4.166667</td>\n",
       "      <td>4.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>0.933333</td>\n",
       "      <td>0.00</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>-9.2</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.057818</td>\n",
       "      <td>-0.202951</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>11.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>14.0</td>\n",
       "      <td>40.0</td>\n",
       "      <td>1.768867</td>\n",
       "      <td>3.128889</td>\n",
       "      <td>2.203858</td>\n",
       "      <td>8.235442</td>\n",
       "      <td>103.0</td>\n",
       "      <td>4.616877</td>\n",
       "      <td>...</td>\n",
       "      <td>-5.833333</td>\n",
       "      <td>6.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>0.866667</td>\n",
       "      <td>0.00</td>\n",
       "      <td>3.000000</td>\n",
       "      <td>-6.6</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.912474</td>\n",
       "      <td>0.539121</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>5.0</td>\n",
       "      <td>16.0</td>\n",
       "      <td>10.0</td>\n",
       "      <td>60.0</td>\n",
       "      <td>2.669998</td>\n",
       "      <td>7.128889</td>\n",
       "      <td>0.844394</td>\n",
       "      <td>12.067855</td>\n",
       "      <td>124.0</td>\n",
       "      <td>3.833188</td>\n",
       "      <td>...</td>\n",
       "      <td>-9.333333</td>\n",
       "      <td>5.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>0.733333</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-9.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.609735</td>\n",
       "      <td>-2.641390</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>9.0</td>\n",
       "      <td>17.0</td>\n",
       "      <td>13.0</td>\n",
       "      <td>46.0</td>\n",
       "      <td>2.039608</td>\n",
       "      <td>4.160000</td>\n",
       "      <td>2.730599</td>\n",
       "      <td>6.445330</td>\n",
       "      <td>180.0</td>\n",
       "      <td>4.841487</td>\n",
       "      <td>...</td>\n",
       "      <td>-11.833333</td>\n",
       "      <td>5.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>0.933333</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-9.6</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.072771</td>\n",
       "      <td>0.591927</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>6.0</td>\n",
       "      <td>39.0</td>\n",
       "      <td>7.0</td>\n",
       "      <td>88.0</td>\n",
       "      <td>2.080598</td>\n",
       "      <td>4.328889</td>\n",
       "      <td>2.001820</td>\n",
       "      <td>2.827440</td>\n",
       "      <td>225.0</td>\n",
       "      <td>3.047768</td>\n",
       "      <td>...</td>\n",
       "      <td>-11.500000</td>\n",
       "      <td>3.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-12.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.475583</td>\n",
       "      <td>-0.600927</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>8.0</td>\n",
       "      <td>21.0</td>\n",
       "      <td>13.0</td>\n",
       "      <td>27.0</td>\n",
       "      <td>1.892676</td>\n",
       "      <td>3.582222</td>\n",
       "      <td>1.133819</td>\n",
       "      <td>12.822865</td>\n",
       "      <td>234.0</td>\n",
       "      <td>5.243409</td>\n",
       "      <td>...</td>\n",
       "      <td>-10.000000</td>\n",
       "      <td>5.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>3.000000</td>\n",
       "      <td>-10.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-1.862009</td>\n",
       "      <td>-1.582648</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>8.0</td>\n",
       "      <td>26.0</td>\n",
       "      <td>9.0</td>\n",
       "      <td>24.0</td>\n",
       "      <td>2.445858</td>\n",
       "      <td>5.982222</td>\n",
       "      <td>2.090520</td>\n",
       "      <td>11.285890</td>\n",
       "      <td>213.0</td>\n",
       "      <td>4.364503</td>\n",
       "      <td>...</td>\n",
       "      <td>-12.333333</td>\n",
       "      <td>4.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>0.866667</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-12.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-1.321280</td>\n",
       "      <td>-2.080054</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>7.0</td>\n",
       "      <td>24.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>60.0</td>\n",
       "      <td>1.557776</td>\n",
       "      <td>2.426667</td>\n",
       "      <td>0.866097</td>\n",
       "      <td>4.619776</td>\n",
       "      <td>253.0</td>\n",
       "      <td>4.027682</td>\n",
       "      <td>...</td>\n",
       "      <td>-15.166667</td>\n",
       "      <td>3.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>2.25</td>\n",
       "      <td>6.333333</td>\n",
       "      <td>-14.2</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-1.141088</td>\n",
       "      <td>-0.926589</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>14.0</td>\n",
       "      <td>14.0</td>\n",
       "      <td>15.0</td>\n",
       "      <td>14.0</td>\n",
       "      <td>0.596285</td>\n",
       "      <td>0.355556</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>1.864141</td>\n",
       "      <td>12.0</td>\n",
       "      <td>0.679869</td>\n",
       "      <td>...</td>\n",
       "      <td>-3.000000</td>\n",
       "      <td>2.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-3.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-1.038164</td>\n",
       "      <td>-0.965069</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>10 rows × 626 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "variable  F_x__value_count__value_-1  F_x__abs_energy  \\\n",
       "id                                                      \n",
       "1                               14.0             14.0   \n",
       "2                                7.0             25.0   \n",
       "3                               11.0             12.0   \n",
       "4                                5.0             16.0   \n",
       "5                                9.0             17.0   \n",
       "6                                6.0             39.0   \n",
       "7                                8.0             21.0   \n",
       "8                                8.0             26.0   \n",
       "9                                7.0             24.0   \n",
       "10                              14.0             14.0   \n",
       "\n",
       "variable  F_x__range_count__max_1__min_-1  F_y__abs_energy  \\\n",
       "id                                                           \n",
       "1                                    15.0             13.0   \n",
       "2                                    13.0             76.0   \n",
       "3                                    14.0             40.0   \n",
       "4                                    10.0             60.0   \n",
       "5                                    13.0             46.0   \n",
       "6                                     7.0             88.0   \n",
       "7                                    13.0             27.0   \n",
       "8                                     9.0             24.0   \n",
       "9                                    12.0             60.0   \n",
       "10                                   15.0             14.0   \n",
       "\n",
       "variable  T_y__standard_deviation  T_y__variance  \\\n",
       "id                                                 \n",
       "1                        0.471405       0.222222   \n",
       "2                        2.054805       4.222222   \n",
       "3                        1.768867       3.128889   \n",
       "4                        2.669998       7.128889   \n",
       "5                        2.039608       4.160000   \n",
       "6                        2.080598       4.328889   \n",
       "7                        1.892676       3.582222   \n",
       "8                        2.445858       5.982222   \n",
       "9                        1.557776       2.426667   \n",
       "10                       0.596285       0.355556   \n",
       "\n",
       "variable  F_x__fft_coefficient__attr_\"abs\"__coeff_1  \\\n",
       "id                                                    \n",
       "1                                          1.000000   \n",
       "2                                          0.624118   \n",
       "3                                          2.203858   \n",
       "4                                          0.844394   \n",
       "5                                          2.730599   \n",
       "6                                          2.001820   \n",
       "7                                          1.133819   \n",
       "8                                          2.090520   \n",
       "9                                          0.866097   \n",
       "10                                         1.000000   \n",
       "\n",
       "variable  T_y__fft_coefficient__attr_\"abs\"__coeff_1  T_y__abs_energy  \\\n",
       "id                                                                     \n",
       "1                                          1.165352             10.0   \n",
       "2                                          6.020261             90.0   \n",
       "3                                          8.235442            103.0   \n",
       "4                                         12.067855            124.0   \n",
       "5                                          6.445330            180.0   \n",
       "6                                          2.827440            225.0   \n",
       "7                                         12.822865            234.0   \n",
       "8                                         11.285890            213.0   \n",
       "9                                          4.619776            253.0   \n",
       "10                                         1.864141             12.0   \n",
       "\n",
       "variable  F_z__standard_deviation  ...  \\\n",
       "id                                 ...   \n",
       "1                        1.203698  ...   \n",
       "2                        4.333846  ...   \n",
       "3                        4.616877  ...   \n",
       "4                        3.833188  ...   \n",
       "5                        4.841487  ...   \n",
       "6                        3.047768  ...   \n",
       "7                        5.243409  ...   \n",
       "8                        4.364503  ...   \n",
       "9                        4.027682  ...   \n",
       "10                       0.679869  ...   \n",
       "\n",
       "variable  T_x__agg_linear_trend__attr_\"intercept\"__chunk_len_5__f_agg_\"min\"  \\\n",
       "id                                                                            \n",
       "1                                                 -3.000000                   \n",
       "2                                                 -4.166667                   \n",
       "3                                                 -5.833333                   \n",
       "4                                                 -9.333333                   \n",
       "5                                                -11.833333                   \n",
       "6                                                -11.500000                   \n",
       "7                                                -10.000000                   \n",
       "8                                                -12.333333                   \n",
       "9                                                -15.166667                   \n",
       "10                                                -3.000000                   \n",
       "\n",
       "variable  T_x__number_peaks__n_1  T_y__number_cwt_peaks__n_1  \\\n",
       "id                                                             \n",
       "1                            1.0                         4.0   \n",
       "2                            4.0                         4.0   \n",
       "3                            6.0                         3.0   \n",
       "4                            5.0                         5.0   \n",
       "5                            5.0                         5.0   \n",
       "6                            3.0                         3.0   \n",
       "7                            5.0                         4.0   \n",
       "8                            4.0                         3.0   \n",
       "9                            3.0                         3.0   \n",
       "10                           2.0                         3.0   \n",
       "\n",
       "variable  T_y__count_below__t_0  \\\n",
       "id                                \n",
       "1                      1.000000   \n",
       "2                      0.933333   \n",
       "3                      0.866667   \n",
       "4                      0.733333   \n",
       "5                      0.933333   \n",
       "6                      1.000000   \n",
       "7                      1.000000   \n",
       "8                      0.866667   \n",
       "9                      1.000000   \n",
       "10                     1.000000   \n",
       "\n",
       "variable  T_x__change_quantiles__f_agg_\"var\"__isabs_True__qh_0.2__ql_0.0  \\\n",
       "id                                                                         \n",
       "1                                                      0.00                \n",
       "2                                                      0.00                \n",
       "3                                                      0.00                \n",
       "4                                                      0.00                \n",
       "5                                                      0.00                \n",
       "6                                                      0.00                \n",
       "7                                                      0.00                \n",
       "8                                                      0.00                \n",
       "9                                                      2.25                \n",
       "10                                                     0.00                \n",
       "\n",
       "variable  F_z__change_quantiles__f_agg_\"mean\"__isabs_True__qh_1.0__ql_0.8  \\\n",
       "id                                                                          \n",
       "1                                                  0.000000                 \n",
       "2                                                  1.000000                 \n",
       "3                                                  3.000000                 \n",
       "4                                                  0.000000                 \n",
       "5                                                  0.000000                 \n",
       "6                                                  0.000000                 \n",
       "7                                                  3.000000                 \n",
       "8                                                  0.000000                 \n",
       "9                                                  6.333333                 \n",
       "10                                                 0.000000                 \n",
       "\n",
       "variable  T_x__quantile__q_0.1  F_y__has_duplicate_max  \\\n",
       "id                                                       \n",
       "1                         -3.0                     1.0   \n",
       "2                         -9.2                     1.0   \n",
       "3                         -6.6                     0.0   \n",
       "4                         -9.0                     0.0   \n",
       "5                         -9.6                     0.0   \n",
       "6                        -12.0                     1.0   \n",
       "7                        -10.0                     0.0   \n",
       "8                        -12.0                     0.0   \n",
       "9                        -14.2                     0.0   \n",
       "10                        -3.0                     0.0   \n",
       "\n",
       "variable  F_y__cwt_coefficients__coeff_14__w_5__widths_(2, 5, 10, 20)  \\\n",
       "id                                                                      \n",
       "1                                                 -0.751682             \n",
       "2                                                  0.057818             \n",
       "3                                                  0.912474             \n",
       "4                                                 -0.609735             \n",
       "5                                                  0.072771             \n",
       "6                                                  0.475583             \n",
       "7                                                 -1.862009             \n",
       "8                                                 -1.321280             \n",
       "9                                                 -1.141088             \n",
       "10                                                -1.038164             \n",
       "\n",
       "variable  F_y__cwt_coefficients__coeff_13__w_2__widths_(2, 5, 10, 20)  \n",
       "id                                                                     \n",
       "1                                                 -0.310265            \n",
       "2                                                 -0.202951            \n",
       "3                                                  0.539121            \n",
       "4                                                 -2.641390            \n",
       "5                                                  0.591927            \n",
       "6                                                 -0.600927            \n",
       "7                                                 -1.582648            \n",
       "8                                                 -2.080054            \n",
       "9                                                 -0.926589            \n",
       "10                                                -0.965069            \n",
       "\n",
       "[10 rows x 626 columns]"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "X_extracted = impute(X_extracted)\n",
    "X_selected = select_features(X_extracted, y)\n",
    "X_selected.head(10)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### **上記1&2を同時に実行する場合**"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "Feature Extraction: 100%|██████████| 10/10 [00:13<00:00,  1.30s/it]\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>variable</th>\n",
       "      <th>F_x__value_count__value_-1</th>\n",
       "      <th>F_x__abs_energy</th>\n",
       "      <th>F_x__range_count__max_1__min_-1</th>\n",
       "      <th>F_y__abs_energy</th>\n",
       "      <th>T_y__standard_deviation</th>\n",
       "      <th>T_y__variance</th>\n",
       "      <th>F_x__fft_coefficient__attr_\"abs\"__coeff_1</th>\n",
       "      <th>T_y__fft_coefficient__attr_\"abs\"__coeff_1</th>\n",
       "      <th>T_y__abs_energy</th>\n",
       "      <th>F_z__standard_deviation</th>\n",
       "      <th>...</th>\n",
       "      <th>T_x__agg_linear_trend__attr_\"intercept\"__chunk_len_5__f_agg_\"min\"</th>\n",
       "      <th>T_x__number_peaks__n_1</th>\n",
       "      <th>T_y__number_cwt_peaks__n_1</th>\n",
       "      <th>T_y__count_below__t_0</th>\n",
       "      <th>T_x__change_quantiles__f_agg_\"var\"__isabs_True__qh_0.2__ql_0.0</th>\n",
       "      <th>F_z__change_quantiles__f_agg_\"mean\"__isabs_True__qh_1.0__ql_0.8</th>\n",
       "      <th>T_x__quantile__q_0.1</th>\n",
       "      <th>F_y__has_duplicate_max</th>\n",
       "      <th>F_y__cwt_coefficients__coeff_14__w_5__widths_(2, 5, 10, 20)</th>\n",
       "      <th>F_y__cwt_coefficients__coeff_13__w_2__widths_(2, 5, 10, 20)</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>id</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>14.0</td>\n",
       "      <td>14.0</td>\n",
       "      <td>15.0</td>\n",
       "      <td>13.0</td>\n",
       "      <td>0.471405</td>\n",
       "      <td>0.222222</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>1.165352</td>\n",
       "      <td>10.0</td>\n",
       "      <td>1.203698</td>\n",
       "      <td>...</td>\n",
       "      <td>-3.000000</td>\n",
       "      <td>1.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-3.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>-0.751682</td>\n",
       "      <td>-0.310265</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>7.0</td>\n",
       "      <td>25.0</td>\n",
       "      <td>13.0</td>\n",
       "      <td>76.0</td>\n",
       "      <td>2.054805</td>\n",
       "      <td>4.222222</td>\n",
       "      <td>0.624118</td>\n",
       "      <td>6.020261</td>\n",
       "      <td>90.0</td>\n",
       "      <td>4.333846</td>\n",
       "      <td>...</td>\n",
       "      <td>-4.166667</td>\n",
       "      <td>4.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>0.933333</td>\n",
       "      <td>0.00</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>-9.2</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.057818</td>\n",
       "      <td>-0.202951</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>11.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>14.0</td>\n",
       "      <td>40.0</td>\n",
       "      <td>1.768867</td>\n",
       "      <td>3.128889</td>\n",
       "      <td>2.203858</td>\n",
       "      <td>8.235442</td>\n",
       "      <td>103.0</td>\n",
       "      <td>4.616877</td>\n",
       "      <td>...</td>\n",
       "      <td>-5.833333</td>\n",
       "      <td>6.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>0.866667</td>\n",
       "      <td>0.00</td>\n",
       "      <td>3.000000</td>\n",
       "      <td>-6.6</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.912474</td>\n",
       "      <td>0.539121</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>5.0</td>\n",
       "      <td>16.0</td>\n",
       "      <td>10.0</td>\n",
       "      <td>60.0</td>\n",
       "      <td>2.669998</td>\n",
       "      <td>7.128889</td>\n",
       "      <td>0.844394</td>\n",
       "      <td>12.067855</td>\n",
       "      <td>124.0</td>\n",
       "      <td>3.833188</td>\n",
       "      <td>...</td>\n",
       "      <td>-9.333333</td>\n",
       "      <td>5.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>0.733333</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-9.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.609735</td>\n",
       "      <td>-2.641390</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>9.0</td>\n",
       "      <td>17.0</td>\n",
       "      <td>13.0</td>\n",
       "      <td>46.0</td>\n",
       "      <td>2.039608</td>\n",
       "      <td>4.160000</td>\n",
       "      <td>2.730599</td>\n",
       "      <td>6.445330</td>\n",
       "      <td>180.0</td>\n",
       "      <td>4.841487</td>\n",
       "      <td>...</td>\n",
       "      <td>-11.833333</td>\n",
       "      <td>5.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>0.933333</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-9.6</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.072771</td>\n",
       "      <td>0.591927</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>6.0</td>\n",
       "      <td>39.0</td>\n",
       "      <td>7.0</td>\n",
       "      <td>88.0</td>\n",
       "      <td>2.080598</td>\n",
       "      <td>4.328889</td>\n",
       "      <td>2.001820</td>\n",
       "      <td>2.827440</td>\n",
       "      <td>225.0</td>\n",
       "      <td>3.047768</td>\n",
       "      <td>...</td>\n",
       "      <td>-11.500000</td>\n",
       "      <td>3.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-12.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.475583</td>\n",
       "      <td>-0.600927</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>8.0</td>\n",
       "      <td>21.0</td>\n",
       "      <td>13.0</td>\n",
       "      <td>27.0</td>\n",
       "      <td>1.892676</td>\n",
       "      <td>3.582222</td>\n",
       "      <td>1.133819</td>\n",
       "      <td>12.822865</td>\n",
       "      <td>234.0</td>\n",
       "      <td>5.243409</td>\n",
       "      <td>...</td>\n",
       "      <td>-10.000000</td>\n",
       "      <td>5.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>3.000000</td>\n",
       "      <td>-10.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-1.862009</td>\n",
       "      <td>-1.582648</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>8.0</td>\n",
       "      <td>26.0</td>\n",
       "      <td>9.0</td>\n",
       "      <td>24.0</td>\n",
       "      <td>2.445858</td>\n",
       "      <td>5.982222</td>\n",
       "      <td>2.090520</td>\n",
       "      <td>11.285890</td>\n",
       "      <td>213.0</td>\n",
       "      <td>4.364503</td>\n",
       "      <td>...</td>\n",
       "      <td>-12.333333</td>\n",
       "      <td>4.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>0.866667</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-12.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-1.321280</td>\n",
       "      <td>-2.080054</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>7.0</td>\n",
       "      <td>24.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>60.0</td>\n",
       "      <td>1.557776</td>\n",
       "      <td>2.426667</td>\n",
       "      <td>0.866097</td>\n",
       "      <td>4.619776</td>\n",
       "      <td>253.0</td>\n",
       "      <td>4.027682</td>\n",
       "      <td>...</td>\n",
       "      <td>-15.166667</td>\n",
       "      <td>3.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>2.25</td>\n",
       "      <td>6.333333</td>\n",
       "      <td>-14.2</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-1.141088</td>\n",
       "      <td>-0.926589</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>14.0</td>\n",
       "      <td>14.0</td>\n",
       "      <td>15.0</td>\n",
       "      <td>14.0</td>\n",
       "      <td>0.596285</td>\n",
       "      <td>0.355556</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>1.864141</td>\n",
       "      <td>12.0</td>\n",
       "      <td>0.679869</td>\n",
       "      <td>...</td>\n",
       "      <td>-3.000000</td>\n",
       "      <td>2.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-3.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-1.038164</td>\n",
       "      <td>-0.965069</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>10 rows × 626 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "variable  F_x__value_count__value_-1  F_x__abs_energy  \\\n",
       "id                                                      \n",
       "1                               14.0             14.0   \n",
       "2                                7.0             25.0   \n",
       "3                               11.0             12.0   \n",
       "4                                5.0             16.0   \n",
       "5                                9.0             17.0   \n",
       "6                                6.0             39.0   \n",
       "7                                8.0             21.0   \n",
       "8                                8.0             26.0   \n",
       "9                                7.0             24.0   \n",
       "10                              14.0             14.0   \n",
       "\n",
       "variable  F_x__range_count__max_1__min_-1  F_y__abs_energy  \\\n",
       "id                                                           \n",
       "1                                    15.0             13.0   \n",
       "2                                    13.0             76.0   \n",
       "3                                    14.0             40.0   \n",
       "4                                    10.0             60.0   \n",
       "5                                    13.0             46.0   \n",
       "6                                     7.0             88.0   \n",
       "7                                    13.0             27.0   \n",
       "8                                     9.0             24.0   \n",
       "9                                    12.0             60.0   \n",
       "10                                   15.0             14.0   \n",
       "\n",
       "variable  T_y__standard_deviation  T_y__variance  \\\n",
       "id                                                 \n",
       "1                        0.471405       0.222222   \n",
       "2                        2.054805       4.222222   \n",
       "3                        1.768867       3.128889   \n",
       "4                        2.669998       7.128889   \n",
       "5                        2.039608       4.160000   \n",
       "6                        2.080598       4.328889   \n",
       "7                        1.892676       3.582222   \n",
       "8                        2.445858       5.982222   \n",
       "9                        1.557776       2.426667   \n",
       "10                       0.596285       0.355556   \n",
       "\n",
       "variable  F_x__fft_coefficient__attr_\"abs\"__coeff_1  \\\n",
       "id                                                    \n",
       "1                                          1.000000   \n",
       "2                                          0.624118   \n",
       "3                                          2.203858   \n",
       "4                                          0.844394   \n",
       "5                                          2.730599   \n",
       "6                                          2.001820   \n",
       "7                                          1.133819   \n",
       "8                                          2.090520   \n",
       "9                                          0.866097   \n",
       "10                                         1.000000   \n",
       "\n",
       "variable  T_y__fft_coefficient__attr_\"abs\"__coeff_1  T_y__abs_energy  \\\n",
       "id                                                                     \n",
       "1                                          1.165352             10.0   \n",
       "2                                          6.020261             90.0   \n",
       "3                                          8.235442            103.0   \n",
       "4                                         12.067855            124.0   \n",
       "5                                          6.445330            180.0   \n",
       "6                                          2.827440            225.0   \n",
       "7                                         12.822865            234.0   \n",
       "8                                         11.285890            213.0   \n",
       "9                                          4.619776            253.0   \n",
       "10                                         1.864141             12.0   \n",
       "\n",
       "variable  F_z__standard_deviation  ...  \\\n",
       "id                                 ...   \n",
       "1                        1.203698  ...   \n",
       "2                        4.333846  ...   \n",
       "3                        4.616877  ...   \n",
       "4                        3.833188  ...   \n",
       "5                        4.841487  ...   \n",
       "6                        3.047768  ...   \n",
       "7                        5.243409  ...   \n",
       "8                        4.364503  ...   \n",
       "9                        4.027682  ...   \n",
       "10                       0.679869  ...   \n",
       "\n",
       "variable  T_x__agg_linear_trend__attr_\"intercept\"__chunk_len_5__f_agg_\"min\"  \\\n",
       "id                                                                            \n",
       "1                                                 -3.000000                   \n",
       "2                                                 -4.166667                   \n",
       "3                                                 -5.833333                   \n",
       "4                                                 -9.333333                   \n",
       "5                                                -11.833333                   \n",
       "6                                                -11.500000                   \n",
       "7                                                -10.000000                   \n",
       "8                                                -12.333333                   \n",
       "9                                                -15.166667                   \n",
       "10                                                -3.000000                   \n",
       "\n",
       "variable  T_x__number_peaks__n_1  T_y__number_cwt_peaks__n_1  \\\n",
       "id                                                             \n",
       "1                            1.0                         4.0   \n",
       "2                            4.0                         4.0   \n",
       "3                            6.0                         3.0   \n",
       "4                            5.0                         5.0   \n",
       "5                            5.0                         5.0   \n",
       "6                            3.0                         3.0   \n",
       "7                            5.0                         4.0   \n",
       "8                            4.0                         3.0   \n",
       "9                            3.0                         3.0   \n",
       "10                           2.0                         3.0   \n",
       "\n",
       "variable  T_y__count_below__t_0  \\\n",
       "id                                \n",
       "1                      1.000000   \n",
       "2                      0.933333   \n",
       "3                      0.866667   \n",
       "4                      0.733333   \n",
       "5                      0.933333   \n",
       "6                      1.000000   \n",
       "7                      1.000000   \n",
       "8                      0.866667   \n",
       "9                      1.000000   \n",
       "10                     1.000000   \n",
       "\n",
       "variable  T_x__change_quantiles__f_agg_\"var\"__isabs_True__qh_0.2__ql_0.0  \\\n",
       "id                                                                         \n",
       "1                                                      0.00                \n",
       "2                                                      0.00                \n",
       "3                                                      0.00                \n",
       "4                                                      0.00                \n",
       "5                                                      0.00                \n",
       "6                                                      0.00                \n",
       "7                                                      0.00                \n",
       "8                                                      0.00                \n",
       "9                                                      2.25                \n",
       "10                                                     0.00                \n",
       "\n",
       "variable  F_z__change_quantiles__f_agg_\"mean\"__isabs_True__qh_1.0__ql_0.8  \\\n",
       "id                                                                          \n",
       "1                                                  0.000000                 \n",
       "2                                                  1.000000                 \n",
       "3                                                  3.000000                 \n",
       "4                                                  0.000000                 \n",
       "5                                                  0.000000                 \n",
       "6                                                  0.000000                 \n",
       "7                                                  3.000000                 \n",
       "8                                                  0.000000                 \n",
       "9                                                  6.333333                 \n",
       "10                                                 0.000000                 \n",
       "\n",
       "variable  T_x__quantile__q_0.1  F_y__has_duplicate_max  \\\n",
       "id                                                       \n",
       "1                         -3.0                     1.0   \n",
       "2                         -9.2                     1.0   \n",
       "3                         -6.6                     0.0   \n",
       "4                         -9.0                     0.0   \n",
       "5                         -9.6                     0.0   \n",
       "6                        -12.0                     1.0   \n",
       "7                        -10.0                     0.0   \n",
       "8                        -12.0                     0.0   \n",
       "9                        -14.2                     0.0   \n",
       "10                        -3.0                     0.0   \n",
       "\n",
       "variable  F_y__cwt_coefficients__coeff_14__w_5__widths_(2, 5, 10, 20)  \\\n",
       "id                                                                      \n",
       "1                                                 -0.751682             \n",
       "2                                                  0.057818             \n",
       "3                                                  0.912474             \n",
       "4                                                 -0.609735             \n",
       "5                                                  0.072771             \n",
       "6                                                  0.475583             \n",
       "7                                                 -1.862009             \n",
       "8                                                 -1.321280             \n",
       "9                                                 -1.141088             \n",
       "10                                                -1.038164             \n",
       "\n",
       "variable  F_y__cwt_coefficients__coeff_13__w_2__widths_(2, 5, 10, 20)  \n",
       "id                                                                     \n",
       "1                                                 -0.310265            \n",
       "2                                                 -0.202951            \n",
       "3                                                  0.539121            \n",
       "4                                                 -2.641390            \n",
       "5                                                  0.591927            \n",
       "6                                                 -0.600927            \n",
       "7                                                 -1.582648            \n",
       "8                                                 -2.080054            \n",
       "9                                                 -0.926589            \n",
       "10                                                -0.965069            \n",
       "\n",
       "[10 rows x 626 columns]"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "X_extracted = extract_relevant_features(df, y, column_id='id', column_sort='time')\n",
    "X_extracted.head(10)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### オリジナルの特徴量計算のパラメータを設定したい場合\n",
    "- tsfreshではデフォルトで複数パラメータが設定されているが，独自で特定のパターンを試行したい場合にそれを設定する方法について．<br>\n",
    "https://tsfresh.readthedocs.io/en/latest/text/feature_extraction_settings.html"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "- パラメータ設定のために辞書を用意する．\n",
    "- 特徴量計算のための関数は下記を参考にして下さい．<br>\n",
    "https://tsfresh.readthedocs.io/en/latest/text/list_of_features.html\n",
    "\n",
    "- 今回は\"abs_energy\"と\"agg_autocorrelation\"をカスタマイズする場合を考えます．\n",
    "    - まず，\"abs_energy\"については何もパラメータにを取らないため，値にはNoneを指定します．\n",
    "    - 次に，\"agg_autocorrelation\"ですが，パラメータとして2つ持っています．\n",
    "        -  {\"f_agg\": x, \"maxlag\", n}\n",
    "            - \"f_agg\": (e.g. \"mean\", \"var\", \"std\", \"median\")\n",
    "            - \"maxlag\": 数値\n",
    "        - 複数渡す場合には，リストの中に辞書で指定します．\n",
    "            - [{\"f_agg\": \"mean\", \"maxlag\": 10}, {\"f_agg\": \"var\", \"maxlag\": 10}]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "Feature Extraction: 100%|██████████| 10/10 [00:00<00:00, 95.45it/s]\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
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       "\n",
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       "        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>variable</th>\n",
       "      <th>F_x__abs_energy</th>\n",
       "      <th>F_x__agg_autocorrelation__f_agg_\"mean\"__maxlag_10</th>\n",
       "      <th>F_x__agg_autocorrelation__f_agg_\"var\"__maxlag_10</th>\n",
       "      <th>F_y__abs_energy</th>\n",
       "      <th>F_y__agg_autocorrelation__f_agg_\"mean\"__maxlag_10</th>\n",
       "      <th>F_y__agg_autocorrelation__f_agg_\"var\"__maxlag_10</th>\n",
       "      <th>F_z__abs_energy</th>\n",
       "      <th>F_z__agg_autocorrelation__f_agg_\"mean\"__maxlag_10</th>\n",
       "      <th>F_z__agg_autocorrelation__f_agg_\"var\"__maxlag_10</th>\n",
       "      <th>T_x__abs_energy</th>\n",
       "      <th>T_x__agg_autocorrelation__f_agg_\"mean\"__maxlag_10</th>\n",
       "      <th>T_x__agg_autocorrelation__f_agg_\"var\"__maxlag_10</th>\n",
       "      <th>T_y__abs_energy</th>\n",
       "      <th>T_y__agg_autocorrelation__f_agg_\"mean\"__maxlag_10</th>\n",
       "      <th>T_y__agg_autocorrelation__f_agg_\"var\"__maxlag_10</th>\n",
       "      <th>T_z__abs_energy</th>\n",
       "      <th>T_z__agg_autocorrelation__f_agg_\"mean\"__maxlag_10</th>\n",
       "      <th>T_z__agg_autocorrelation__f_agg_\"var\"__maxlag_10</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>id</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>14.0</td>\n",
       "      <td>-0.061392</td>\n",
       "      <td>0.001609</td>\n",
       "      <td>13.0</td>\n",
       "      <td>-0.123987</td>\n",
       "      <td>0.007357</td>\n",
       "      <td>58678.0</td>\n",
       "      <td>-0.099196</td>\n",
       "      <td>0.089351</td>\n",
       "      <td>125.0</td>\n",
       "      <td>-0.142478</td>\n",
       "      <td>0.005302</td>\n",
       "      <td>10.0</td>\n",
       "      <td>-0.109317</td>\n",
       "      <td>0.214066</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>25.0</td>\n",
       "      <td>-0.043087</td>\n",
       "      <td>0.123896</td>\n",
       "      <td>76.0</td>\n",
       "      <td>-0.064303</td>\n",
       "      <td>0.071579</td>\n",
       "      <td>58190.0</td>\n",
       "      <td>-0.069212</td>\n",
       "      <td>0.064502</td>\n",
       "      <td>363.0</td>\n",
       "      <td>-0.069323</td>\n",
       "      <td>0.062164</td>\n",
       "      <td>90.0</td>\n",
       "      <td>-0.048264</td>\n",
       "      <td>0.019147</td>\n",
       "      <td>4.0</td>\n",
       "      <td>-0.045854</td>\n",
       "      <td>0.140164</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>12.0</td>\n",
       "      <td>-0.065179</td>\n",
       "      <td>0.131788</td>\n",
       "      <td>40.0</td>\n",
       "      <td>-0.074372</td>\n",
       "      <td>0.104138</td>\n",
       "      <td>56379.0</td>\n",
       "      <td>-0.049129</td>\n",
       "      <td>0.053616</td>\n",
       "      <td>344.0</td>\n",
       "      <td>-0.075855</td>\n",
       "      <td>0.075284</td>\n",
       "      <td>103.0</td>\n",
       "      <td>-0.102358</td>\n",
       "      <td>0.055735</td>\n",
       "      <td>4.0</td>\n",
       "      <td>-0.071814</td>\n",
       "      <td>0.122658</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>16.0</td>\n",
       "      <td>-0.042844</td>\n",
       "      <td>0.154795</td>\n",
       "      <td>60.0</td>\n",
       "      <td>-0.116249</td>\n",
       "      <td>0.089762</td>\n",
       "      <td>58253.0</td>\n",
       "      <td>-0.107814</td>\n",
       "      <td>0.092737</td>\n",
       "      <td>763.0</td>\n",
       "      <td>-0.126903</td>\n",
       "      <td>0.120203</td>\n",
       "      <td>124.0</td>\n",
       "      <td>-0.094291</td>\n",
       "      <td>0.112590</td>\n",
       "      <td>7.0</td>\n",
       "      <td>-0.102502</td>\n",
       "      <td>0.152445</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>17.0</td>\n",
       "      <td>-0.030882</td>\n",
       "      <td>0.065966</td>\n",
       "      <td>46.0</td>\n",
       "      <td>-0.016415</td>\n",
       "      <td>0.097687</td>\n",
       "      <td>55437.0</td>\n",
       "      <td>-0.137316</td>\n",
       "      <td>0.040002</td>\n",
       "      <td>849.0</td>\n",
       "      <td>-0.015876</td>\n",
       "      <td>0.099820</td>\n",
       "      <td>180.0</td>\n",
       "      <td>-0.045629</td>\n",
       "      <td>0.077288</td>\n",
       "      <td>6.0</td>\n",
       "      <td>-0.045927</td>\n",
       "      <td>0.139143</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",
       "      <td>...</td>\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",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>84</th>\n",
       "      <td>96833.0</td>\n",
       "      <td>-0.185616</td>\n",
       "      <td>0.534576</td>\n",
       "      <td>42780.0</td>\n",
       "      <td>-0.183280</td>\n",
       "      <td>0.474837</td>\n",
       "      <td>8870205.0</td>\n",
       "      <td>-0.164312</td>\n",
       "      <td>0.460855</td>\n",
       "      <td>1825597.0</td>\n",
       "      <td>-0.141968</td>\n",
       "      <td>0.392032</td>\n",
       "      <td>171261.0</td>\n",
       "      <td>-0.131743</td>\n",
       "      <td>0.133421</td>\n",
       "      <td>4988.0</td>\n",
       "      <td>-0.215347</td>\n",
       "      <td>0.473148</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>85</th>\n",
       "      <td>1683.0</td>\n",
       "      <td>-0.073497</td>\n",
       "      <td>0.339056</td>\n",
       "      <td>1523.0</td>\n",
       "      <td>-0.047347</td>\n",
       "      <td>0.149732</td>\n",
       "      <td>15083.0</td>\n",
       "      <td>-0.051402</td>\n",
       "      <td>0.304978</td>\n",
       "      <td>18023.0</td>\n",
       "      <td>-0.100098</td>\n",
       "      <td>0.432792</td>\n",
       "      <td>503.0</td>\n",
       "      <td>-0.069182</td>\n",
       "      <td>0.108132</td>\n",
       "      <td>250.0</td>\n",
       "      <td>-0.089653</td>\n",
       "      <td>0.388861</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>86</th>\n",
       "      <td>83497.0</td>\n",
       "      <td>-0.080953</td>\n",
       "      <td>0.371258</td>\n",
       "      <td>21064.0</td>\n",
       "      <td>-0.068996</td>\n",
       "      <td>0.348931</td>\n",
       "      <td>548520.0</td>\n",
       "      <td>-0.084549</td>\n",
       "      <td>0.376077</td>\n",
       "      <td>67981.0</td>\n",
       "      <td>-0.048548</td>\n",
       "      <td>0.336085</td>\n",
       "      <td>118013.0</td>\n",
       "      <td>-0.081471</td>\n",
       "      <td>0.355132</td>\n",
       "      <td>885.0</td>\n",
       "      <td>-0.129599</td>\n",
       "      <td>0.275626</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>87</th>\n",
       "      <td>1405437.0</td>\n",
       "      <td>-0.101384</td>\n",
       "      <td>0.267173</td>\n",
       "      <td>308658.0</td>\n",
       "      <td>-0.103966</td>\n",
       "      <td>0.191905</td>\n",
       "      <td>13953821.0</td>\n",
       "      <td>-0.120072</td>\n",
       "      <td>0.209294</td>\n",
       "      <td>247081.0</td>\n",
       "      <td>-0.033131</td>\n",
       "      <td>0.159993</td>\n",
       "      <td>2430295.0</td>\n",
       "      <td>-0.104072</td>\n",
       "      <td>0.377788</td>\n",
       "      <td>16513.0</td>\n",
       "      <td>-0.074082</td>\n",
       "      <td>0.380337</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>88</th>\n",
       "      <td>1427.0</td>\n",
       "      <td>-0.063125</td>\n",
       "      <td>0.300603</td>\n",
       "      <td>113.0</td>\n",
       "      <td>-0.103763</td>\n",
       "      <td>0.006936</td>\n",
       "      <td>25694.0</td>\n",
       "      <td>-0.029373</td>\n",
       "      <td>0.188753</td>\n",
       "      <td>6408.0</td>\n",
       "      <td>-0.135518</td>\n",
       "      <td>0.340345</td>\n",
       "      <td>7630.0</td>\n",
       "      <td>-0.084453</td>\n",
       "      <td>0.189605</td>\n",
       "      <td>367.0</td>\n",
       "      <td>-0.060432</td>\n",
       "      <td>0.104042</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>88 rows × 18 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "variable  F_x__abs_energy  F_x__agg_autocorrelation__f_agg_\"mean\"__maxlag_10  \\\n",
       "id                                                                             \n",
       "1                    14.0                                          -0.061392   \n",
       "2                    25.0                                          -0.043087   \n",
       "3                    12.0                                          -0.065179   \n",
       "4                    16.0                                          -0.042844   \n",
       "5                    17.0                                          -0.030882   \n",
       "..                    ...                                                ...   \n",
       "84                96833.0                                          -0.185616   \n",
       "85                 1683.0                                          -0.073497   \n",
       "86                83497.0                                          -0.080953   \n",
       "87              1405437.0                                          -0.101384   \n",
       "88                 1427.0                                          -0.063125   \n",
       "\n",
       "variable  F_x__agg_autocorrelation__f_agg_\"var\"__maxlag_10  F_y__abs_energy  \\\n",
       "id                                                                            \n",
       "1                                                 0.001609             13.0   \n",
       "2                                                 0.123896             76.0   \n",
       "3                                                 0.131788             40.0   \n",
       "4                                                 0.154795             60.0   \n",
       "5                                                 0.065966             46.0   \n",
       "..                                                     ...              ...   \n",
       "84                                                0.534576          42780.0   \n",
       "85                                                0.339056           1523.0   \n",
       "86                                                0.371258          21064.0   \n",
       "87                                                0.267173         308658.0   \n",
       "88                                                0.300603            113.0   \n",
       "\n",
       "variable  F_y__agg_autocorrelation__f_agg_\"mean\"__maxlag_10  \\\n",
       "id                                                            \n",
       "1                                                 -0.123987   \n",
       "2                                                 -0.064303   \n",
       "3                                                 -0.074372   \n",
       "4                                                 -0.116249   \n",
       "5                                                 -0.016415   \n",
       "..                                                      ...   \n",
       "84                                                -0.183280   \n",
       "85                                                -0.047347   \n",
       "86                                                -0.068996   \n",
       "87                                                -0.103966   \n",
       "88                                                -0.103763   \n",
       "\n",
       "variable  F_y__agg_autocorrelation__f_agg_\"var\"__maxlag_10  F_z__abs_energy  \\\n",
       "id                                                                            \n",
       "1                                                 0.007357          58678.0   \n",
       "2                                                 0.071579          58190.0   \n",
       "3                                                 0.104138          56379.0   \n",
       "4                                                 0.089762          58253.0   \n",
       "5                                                 0.097687          55437.0   \n",
       "..                                                     ...              ...   \n",
       "84                                                0.474837        8870205.0   \n",
       "85                                                0.149732          15083.0   \n",
       "86                                                0.348931         548520.0   \n",
       "87                                                0.191905       13953821.0   \n",
       "88                                                0.006936          25694.0   \n",
       "\n",
       "variable  F_z__agg_autocorrelation__f_agg_\"mean\"__maxlag_10  \\\n",
       "id                                                            \n",
       "1                                                 -0.099196   \n",
       "2                                                 -0.069212   \n",
       "3                                                 -0.049129   \n",
       "4                                                 -0.107814   \n",
       "5                                                 -0.137316   \n",
       "..                                                      ...   \n",
       "84                                                -0.164312   \n",
       "85                                                -0.051402   \n",
       "86                                                -0.084549   \n",
       "87                                                -0.120072   \n",
       "88                                                -0.029373   \n",
       "\n",
       "variable  F_z__agg_autocorrelation__f_agg_\"var\"__maxlag_10  T_x__abs_energy  \\\n",
       "id                                                                            \n",
       "1                                                 0.089351            125.0   \n",
       "2                                                 0.064502            363.0   \n",
       "3                                                 0.053616            344.0   \n",
       "4                                                 0.092737            763.0   \n",
       "5                                                 0.040002            849.0   \n",
       "..                                                     ...              ...   \n",
       "84                                                0.460855        1825597.0   \n",
       "85                                                0.304978          18023.0   \n",
       "86                                                0.376077          67981.0   \n",
       "87                                                0.209294         247081.0   \n",
       "88                                                0.188753           6408.0   \n",
       "\n",
       "variable  T_x__agg_autocorrelation__f_agg_\"mean\"__maxlag_10  \\\n",
       "id                                                            \n",
       "1                                                 -0.142478   \n",
       "2                                                 -0.069323   \n",
       "3                                                 -0.075855   \n",
       "4                                                 -0.126903   \n",
       "5                                                 -0.015876   \n",
       "..                                                      ...   \n",
       "84                                                -0.141968   \n",
       "85                                                -0.100098   \n",
       "86                                                -0.048548   \n",
       "87                                                -0.033131   \n",
       "88                                                -0.135518   \n",
       "\n",
       "variable  T_x__agg_autocorrelation__f_agg_\"var\"__maxlag_10  T_y__abs_energy  \\\n",
       "id                                                                            \n",
       "1                                                 0.005302             10.0   \n",
       "2                                                 0.062164             90.0   \n",
       "3                                                 0.075284            103.0   \n",
       "4                                                 0.120203            124.0   \n",
       "5                                                 0.099820            180.0   \n",
       "..                                                     ...              ...   \n",
       "84                                                0.392032         171261.0   \n",
       "85                                                0.432792            503.0   \n",
       "86                                                0.336085         118013.0   \n",
       "87                                                0.159993        2430295.0   \n",
       "88                                                0.340345           7630.0   \n",
       "\n",
       "variable  T_y__agg_autocorrelation__f_agg_\"mean\"__maxlag_10  \\\n",
       "id                                                            \n",
       "1                                                 -0.109317   \n",
       "2                                                 -0.048264   \n",
       "3                                                 -0.102358   \n",
       "4                                                 -0.094291   \n",
       "5                                                 -0.045629   \n",
       "..                                                      ...   \n",
       "84                                                -0.131743   \n",
       "85                                                -0.069182   \n",
       "86                                                -0.081471   \n",
       "87                                                -0.104072   \n",
       "88                                                -0.084453   \n",
       "\n",
       "variable  T_y__agg_autocorrelation__f_agg_\"var\"__maxlag_10  T_z__abs_energy  \\\n",
       "id                                                                            \n",
       "1                                                 0.214066              0.0   \n",
       "2                                                 0.019147              4.0   \n",
       "3                                                 0.055735              4.0   \n",
       "4                                                 0.112590              7.0   \n",
       "5                                                 0.077288              6.0   \n",
       "..                                                     ...              ...   \n",
       "84                                                0.133421           4988.0   \n",
       "85                                                0.108132            250.0   \n",
       "86                                                0.355132            885.0   \n",
       "87                                                0.377788          16513.0   \n",
       "88                                                0.189605            367.0   \n",
       "\n",
       "variable  T_z__agg_autocorrelation__f_agg_\"mean\"__maxlag_10  \\\n",
       "id                                                            \n",
       "1                                                  0.000000   \n",
       "2                                                 -0.045854   \n",
       "3                                                 -0.071814   \n",
       "4                                                 -0.102502   \n",
       "5                                                 -0.045927   \n",
       "..                                                      ...   \n",
       "84                                                -0.215347   \n",
       "85                                                -0.089653   \n",
       "86                                                -0.129599   \n",
       "87                                                -0.074082   \n",
       "88                                                -0.060432   \n",
       "\n",
       "variable  T_z__agg_autocorrelation__f_agg_\"var\"__maxlag_10  \n",
       "id                                                          \n",
       "1                                                 0.000000  \n",
       "2                                                 0.140164  \n",
       "3                                                 0.122658  \n",
       "4                                                 0.152445  \n",
       "5                                                 0.139143  \n",
       "..                                                     ...  \n",
       "84                                                0.473148  \n",
       "85                                                0.388861  \n",
       "86                                                0.275626  \n",
       "87                                                0.380337  \n",
       "88                                                0.104042  \n",
       "\n",
       "[88 rows x 18 columns]"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "settings = {\n",
    "    \"abs_energy\": None,\n",
    "    \"agg_autocorrelation\": [\n",
    "        {\"f_agg\": \"mean\", \"maxlag\": 10}, \n",
    "        {\"f_agg\": \"var\", \"maxlag\": 10}\n",
    "    ]\n",
    "}\n",
    "\n",
    "# default_fc_parametersの変数に上記settingsを渡す\n",
    "# オリジナル6系列*3=18個のカラムが新規で生成されています\n",
    "extract_features(df, column_id='id', column_sort='time', default_fc_parameters=settings)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
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