tsfresh

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import os
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from tsfresh import extract_features

X = []
for id, it in enumerate(np.linspace(0.1, 100, 100)):
    for jt in range(10):
        X.append(
            [
                id,
                jt,
                jt + np.sin(it),
                jt % 2 + np.cos(it),
                jt % 3 + np.tan(it),
                np.log(it + jt),
            ]
        )

X = pd.DataFrame(X)
X.columns = ["id", "time", "fx1", "fx2", "fx3", "fx4"]
X.head()

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X[X["id"] == 3].plot(subplots=True, sharex=True, figsize=(12, 10))
plt.show()

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extracted_features = extract_features(X, column_id="id", column_sort="time")
extracted_features.head()