Infer feature extraction settings for tsfresh

[MaxBenChrist]

We could use tspreprocess to infer good settings for kind_to_fc_parameters.

For example

• if all time series have same length, we do not need to calculate the length feature
• for autocorrelation, we could use all lags up to lets say one tenth of the maximal length, so maxlag = max(len(x))/10
• if the time series are discrete, maybe drop the trend features
• ...

This would allow to use tsfresh more efficiently

[nils-braun]

Hm yes - you are right in principle - however I do not know if we would save that much time here.
I think the main feature of this package would be the denoising or the resampling - this is really where people can get the much out of it.