Feature engineering

Feature-engineering and selection research tools: multi-resolution feature stacking (multi_resolution), a Granger-causality test (granger_causality) and incremental moments (IncrementalMoments).

multi_resolution(func, X, windows, **kwargs)	Stack a window-based feature computed at several resolutions.
granger_causality(x, y[, lag])	Granger-causality F-test: does x help predict y?
IncrementalMoments()	Online mean / variance via Welford's algorithm (O(1) per update).