RandomIntervalFeatureExtractor

Random interval feature extractor transform.

Transformer that segments time-series into random intervals and subsequently extracts series-to-primitives features from each interval.

n_intervals: str{‘sqrt’, ‘log’, ‘random’}, int or float, optional (default=’sqrt’)

Number of random intervals to generate, where m is length of time series: - If “log”, log of m is used. - If “sqrt”, sqrt of m is used. - If “random”, random number of intervals is generated. - If int, n_intervals intervals are generated. - If float, int(n_intervals * m) is used with n_intervals giving the fraction of intervals of the time series length.

For all arguments relative to the length of the time series, the generated number of intervals is always at least 1.

features: list of functions, optional (default=None)

Applies each function to random intervals to extract features. If None, the mean is extracted.

random_state:int, RandomState instance, optional (default=None)

• If int, random_state is the seed used by the random number generator;

• If RandomState instance, random_state is the random number generator;

• If None, the random number generator is the RandomState instance used

by np.random.