get_statistics_relevance_table

get_statistics_relevance_table(df: pandas.core.frame.DataFrame, df_exog: pandas.core.frame.DataFrame) pandas.core.frame.DataFrame[source]

Calculate relevance table with p-values from tsfresh.

Parameters
  • df (pandas.core.frame.DataFrame) – dataframe with timeseries

  • df_exog (pandas.core.frame.DataFrame) – dataframe with exogenous data

Returns

dataframe with p-values.

Return type

pd.DataFrame

Notes

Time complexity of this method is \(O(n\_segments * n\_features * history\_len)\)