Implementing tsfresh transformer (#231)

* finished input checks * tsfresh feature extraction (univariate and multivariate * refactored summarise and included convert_data in utils * added tests for transformer, performed validation checks * changed example * added feature selector and example notebook * Added validation checks, removed dependencies * clean up * Delete forecasting.ipynb * restored forecasting notebook * added tsfresh as soft dependency for tests * added tsfresh as soft dependency for tests * added tsfresh as soft dependency for tests * removed efficient settings * added docstrings, fixed typo * improved setting of defaults, minor udpates * updated docstrings * added code comments * Update ESTIMATOR_OVERVIEW.md Co-authored-by: Ayushmaan <ayushmaanseth@gmail.com>
sktime · mloning · Jun 4, 2020 · Jan 23, 2020 · Jan 27, 2020 · Jan 27, 2020
commit 78170b2ece5477637a9b882df935ffc5fda900cf
diff --git a/ESTIMATOR_OVERVIEW.md b/ESTIMATOR_OVERVIEW.md
@@ -15,6 +15,8 @@
 | Cosine Transform  | transformers.spectral_based.CosineTransformer | @jsellier  |  |
 | Discrete Fourier Transform  | transformers.spectral_based.DiscreteFourierTransformer | @jsellier  |  |
 | Power Spectrum | transformers.spectral_based.PowerSpectrumTransformer | @jsellier  |  |
+| Feature Extractor | transformers.summarise.\_tsfresh.TSFreshFeatureExtractor | @mloning @Ayushmaanseth |  |
+| Relevant Feature Extractor | transformers.summarise.\_tsfresh.TSFreshRelevantFeatureExtractor | @mloning @Ayushmaanseth |  |
 
 ### Transforming a Single TS to a Single TS (1-ts-to-1-ts)
 
@@ -24,6 +26,8 @@
 | Plateau Finder | transformers.summarise.PlateauFinder | @mloning |  |
 | Random Intervals | transformers.summarise.RandomIntervalFeatureExtractor | @mloning |  |
 
+
+
 ### Transforming a Batch of TS to a Primitive Data Frame (n-ts-to-df)
 
 | name | sktime class | maintainer | literature

diff --git a/build_tools/travis/install.sh b/build_tools/travis/install.sh
@@ -90,6 +90,7 @@ make_conda() {
     # Install packages not available via conda
     pip install scikit-posthocs==$SCIKIT_POSTHOCS_VERSION
     pip install joblib==$JOBLIB_VERSION
+    pip install tsfresh
 }
 
 TO_INSTALL="python=$PYTHON_VERSION pip pytest \