get_statistics_relevance_table¶
- get_statistics_relevance_table(df: pandas.core.frame.DataFrame, df_exog: pandas.core.frame.DataFrame) pandas.core.frame.DataFrame[source]¶
Calculate relevance table with p-values from tsfresh. :param df: dataframe with timeseries :param df_exog: dataframe with exogenous data
- Returns
dataframe with p-values.
- Return type
pd.DataFrame
- Parameters
df (pandas.core.frame.DataFrame) –
df_exog (pandas.core.frame.DataFrame) –
Notes
Time complexity of this method is \(O(n\_segments * n\_features * history\_len)\)