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Automatic extraction of relevant features from time series
tsfresh is a python package. It automatically calculates a large number of timeseries characteristics, the so called features. tsfresh is used to to extract characteristics from timeseries. Without tsfresh, you would have to calculate all characteristics by hand. With tsfresh this process is automated and all your features can be calculated automatically.
CTSA is a C software package for univariate timeseriesanalysis. This is a work in progress. ARIMA and Seasonal ARIMA models have been added so far. Other functionality will be added soon .
Documentation - https://github.com/rafat/ctsa/wiki