Catch22 is a collection of 22 time-series features coded in C that can be run from Python, R, Matlab, and Julia. The catch22 features are a high-performing subset of the over 7000 features in hctsa.
Featuretools is a framework to perform automated feature engineering. It excels at transforming temporal and relational datasets into feature matrices for machine learning.
Hctsa (Highly comparative time-series analysis) is a Matlab software package for running highly comparative time-series analysis. It extracts thousands of time-series features from a collection of univariate time series and includes a range of tools for visualizing and analyzing the resulting time-series feature matrix.
Tsfresh automatically extracts 100s of features from time series. Those features describe basic characteristics of the time series such as the number of peaks, the average or maximal value or more complex features such as the time reversal symmetry statistic.
