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tsfresh

Python library that extracts and filters features from time series

Stars
9.5k
License
MIT
Last commit
Jul 2026
Last release
May 2026
Language
Jupyter Notebook
Stars, last 29 weeks+357
21 Apr 2026: 9,134 stars28 Apr 2026: 9,141 stars5 May 2026: 9,151 stars12 May 2026: 9,174 stars19 May 2026: 9,180 stars26 May 2026: 9,186 stars2 Jun 2026: 9,195 stars9 Jun 2026: 9,221 stars16 Jun 2026: 9,226 stars23 Jun 2026: 9,232 stars30 Jun 2026: 9,240 stars7 Jul 2026: 9,246 stars14 Jul 2026: 9,250 stars21 Jul 2026: 9,259 stars28 Jul 2026: 9,263 stars4 Aug 2026: 9,270 stars11 Aug 2026: 9,272 stars18 Aug 2026: 9,280 stars25 Aug 2026: 9,288 stars1 Sept 2026: 9,293 stars8 Sept 2026: 9,299 stars15 Sept 2026: 9,414 stars22 Sept 2026: 9,421 stars29 Sept 2026: 9,427 stars6 Oct 2026: 9,464 stars13 Oct 2026: 9,469 stars20 Oct 2026: 9,473 stars27 Oct 2026: 9,478 stars3 Nov 2026: 9,487 stars10 Nov 2026: 9,491 stars

9,134 on 21 Apr 20269,491 on 10 Nov 2026

From GitHub's daily star counts.

Checked on GitHub.

Overview

tsfresh is a Python package that computes hundreds of statistical, signal-processing and nonlinear-dynamics features from time series. It then filters them with a multiple hypothesis-testing procedure (FRESH) that controls the share of irrelevant features for a given regression or classification target. It works with pandas, numpy and scikit-learn, and can run locally or on a cluster.

Who it is for: Data scientists building ML models on time-series or sensor data

Strengths

  • Extracts hundreds of features per series, such as peak counts and time reversal symmetry
  • Built-in feature selection based on hypothesis tests with multiple-test control
  • Compatible with pandas, numpy and scikit-learn pipelines
  • Custom feature calculators can be added; documented on Read the Docs

Weaknesses

  • Matrixprofile feature calculators require a Python 3.8 environment
  • Feature selection is described only against a regression or classification target
  • Classical feature engineering for tabular ML, not an LLM or generative AI tool
  • Cluster execution details are only in the external docs, not the README

What it needs

  • no GPU
  • Docker
  • Needs pandas, numpy, scikit-learn

Quick answers

Is tsfresh open source?

Yes. Its code is on GitHub under the MIT license.

Can you run tsfresh with Docker?

Yes. Its repository has a Docker setup: a Dockerfile, a Compose file or a published image.

Does tsfresh need a GPU?

No, it runs without one.

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