What is feature extraction time series?

Feature extraction is the practice of enhancing machine learning by finding characteristics in the data that help solve a particular problem . For time series data, feature extraction can be performed using various time series analysis and decomposition techniques.

When plotted, many time series exhibit one or more of the following features:

Feature generation is the process of creating new features from one or multiple existing features, potentially for use in statistical analysis . This process adds new information to be accessible during the model construction and therefore hopefully result in a more accurate model.