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A comment on Tsfresh – Automatic extraction of relevant features from time series. Parent comment

Re:Tsfresh – Automatic extraction of relevant features from ... by MaxBenChrist on Monday October 31, 2016 @03:03AM (#12834759)
The individual feature significance tests do not have any parameter, they just generate the p-values.

The only parameter that one can tune is the overall percentage of irrelevant extracted features. That is the expected FDR of the Benjamini yakutieli procedure.

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