TSFRESH: Get N most relevant features
问题 Is there any way to get the N most relevant features in TSFRESH? Currently, the method extract_relevant_features has a parameter fdr_level, but for a big amount of time series (>1000), the function with a very low fdr_level parameter (< 0.01) returns more than 400 features. I would like to return the 20 or 40 most relevant features. 回答1: You could use the function calculate_relevance_table (link to the docu) (which is called internally in the select_features method, which in turn is called in