I am using tsfresh for extracting features from my data.
My inital data was timeseries data of a machine sensor.
I used the third column to add another column named hub. It represents the cycles of the machine. Also I converted the Timestamp to integer "Timesteps" for each cycle. Rsulting in this Dataframe:
when extracting the features the algorithm returns 787 features for each of my datarows.
from tsfresh import extract_features
extracted_features = extract_features(df_sample, column_id="hub", column_sort="step")
features = extracted_features.columns.tolist()
But when I use the select features method with the labeled vector y, it gives back an empty dataframe. I dont understand why?
from tsfresh import select_features
from tsfresh.utilities.dataframe_functions import impute
impute(extracted_features)
features_filtered = select_features(extracted_features, y)
I am pretty new to feature extraction. If anybody has any pointers, as to how I could extract good features from the cyclic timeseries data, I would be very thankful.
The plot of the sensor value over the crankshaft position is shown below.

