Re:Forecasting: Principles and Practice
by natalyarostova on Tuesday September 11, 2018 @09:52PM
(#17965006)
The feature stuff works for time series classification. But still doesn't help with forecasting more than one step ahead.
o https://github.com/asavinov/lambdo - Combines feature engineering and data mining with strong focus on time series analysis
o https://github.com/blue-yonder/tsfresh - Automatically extract informative features (also from time series)