Use PyWavelet for CWT to be compatible with newer scipy versions (#1097)

setup.cfg

@@ -37,10 +37,11 @@ install_requires =
     requests>=2.9.1
     numpy >=1.15.1
     pandas>=0.25.0
-    scipy>=1.14.0,<1.15;python_version>='3.10'
-    scipy>=1.2.0,<1.15;python_version<'3.10'
+    scipy>=1.14.0;python_version>='3.10'
+    scipy>=1.2.0;python_version<'3.10'
     statsmodels>=0.13
     patsy>=0.4.1
+    pywavelets
     scikit-learn>=0.22.0
     tqdm>=4.10.0
     stumpy>=1.7.2

tsfresh/feature_extraction/feature_calculators.py

@@ -26,9 +26,10 @@
 
 import numpy as np
 import pandas as pd
+import pywt
 import stumpy
 from numpy.linalg import LinAlgError
-from scipy.signal import cwt, find_peaks_cwt, ricker, welch
+from scipy.signal import find_peaks_cwt, welch
 from scipy.stats import linregress
 from statsmodels.tools.sm_exceptions import MissingDataError
 from statsmodels.tsa.ar_model import AutoReg
@@ -1303,6 +1304,18 @@ def index_mass_quantile(x, param):
     ]
 
 
+def _ricker(points, a):
+    """Custom implementation of the ricker wavelet, copied from scipy as scipy dropped it."""
+    A = 2 / (np.sqrt(3 * a) * (np.pi**0.25))
+    wsq = a**2
+    vec = np.arange(0, points) - (points - 1.0) / 2
+    xsq = vec**2
+    mod = 1 - xsq / wsq
+    gauss = np.exp(-xsq / (2 * wsq))
+    total = A * mod * gauss
+    return total
+
+
 @set_property("fctype", "simple")
 def number_cwt_peaks(x, n):
     """
@@ -1320,7 +1333,9 @@ def number_cwt_peaks(x, n):
     :return type: int
     """
     return len(
-        find_peaks_cwt(vector=x, widths=np.array(list(range(1, n + 1))), wavelet=ricker)
+        find_peaks_cwt(
+            vector=x, widths=np.array(list(range(1, n + 1))), wavelet=_ricker
+        )
     )
 
 
@@ -1384,7 +1399,7 @@ def cwt_coefficients(x, param):
         coeff = parameter_combination["coeff"]
 
         if widths not in calculated_cwt:
-            calculated_cwt[widths] = cwt(x, ricker, widths)
+            calculated_cwt[widths], _ = pywt.cwt(x, scales=widths, wavelet="mexh")
 
         calculated_cwt_for_widths = calculated_cwt[widths]