There is also "tsfresh" [1] in the same domain that does «Automatic extraction of 100s of features». It filters the most useful features according to the given

There is also "tsfresh" [1] in the same domain that does «Automatic extraction of 100s of features». It filters the most useful features according to the given task, I quote: «This filtering procedure evaluates the explaining power and importance of each characteristic for the regression or classification tasks at hand.» [1]: https://github.com/blue-yonder/tsfresh https://github.com/blue-yonder/tsfresh