Library with compilation of features for time series
Project description
This is a fork of https://github.com/isadoranun/FATS focused on a high performance and low computation time.
Installation: Clone this repository and do python setup.py install. Don’t forget to install GCC of version 12.1.0 or higher.
Or pip install FFATS for the latest stable version.
An extended explanation of the original package is available at http://isadoranun.github.io/tsfeat/FeaturesDocumentation.html
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