get_statistics_relevance_table

get_statistics_relevance_table(df: DataFrame, df_exog: DataFrame) → DataFrame

Calculate relevance table with p-values from tsfresh.

Parameters:

• df (DataFrame) – dataframe with timeseries

• df_exog (DataFrame) – dataframe with exogenous data

Returns:

dataframe with p-values.

Return type:

pd.DataFrame

Notes

Time complexity of this method is \(O(n\_segments * n\_features * history\_len)\)