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iamxiaodong avatar iamxiaodong commented on August 27, 2024 1

Thanks for the question, @pawarbi! I can provide a little bit context on this

  1. Kats tsfeatures module provides 68 features while the tsfeatures Python package you shared has 22 features, so this differs a lot in terms of the numbers; also, when we started to develop this module (internally at facebook), there is no good feature extraction libraries in Python back then. Also, we're currently developing a neural network based approach for much faster and informative time series embeddings which we hope to release in our next release cycle.
  2. The R version is definitely great, and we also have contributors from the authors of the original paper and package so we're fully aware of the development.
  3. For performance comparison, we haven't dive into details but you're more than welcome to try our version on M3/M4 dataset and report back to the open source community, our team can also review the results afterwards!

from kats.

iamxiaodong avatar iamxiaodong commented on August 27, 2024

I'll close this issue since the question is resolved.

from kats.

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