♻️ refactor indexing + ✂️ decouple stride & window + ✨ support segment idxs

[jvdd]

♻️ Refactor indexing

• 🐛 fix bug with vectorized=True for strided rolling
  • vectorized support for single feature windows
  • vectorized support for empty feature windows
  • test the above
• ♻️ refactor the strided window segmentation (& indexing)
  • add include_final_window argument to FeatureCollection .calculate (& StridedRolling)
  • update docs
  • test the above
  • remove support for TimeSequenceStridedRolling
    => Decided to not do this in this PR. We will leave this for another PR.
• 🙈 undo breaking change from 🐛 fix bug with bound_method + ✨ new integrations #62 (to make code backwards compatible)
  • revert the default window_idx argument in FeatureCollection.calculate to "end"
• 🤖 extend test matrix & update dependencies
  • Add Python 3.10 to the test matrix
  • Update dependencies (& remove locked statsmodels dependency - Compatibility issue with statsmodels 0.18.0 blue-yonder/tsfresh#897)

✂️ Decouple stride

We (@jonasvdd, @emield12, and @jvdd) believe that the stride should not be hardly coupled with a FeatureDescriptor. Therefore, to make tsflex more flexible (:wink:) we make the stride argument optional for FeatureDescriptor and MultipleFeatureDescriptor and add the functionality to pass your stride(s) to the FeatureCollection.calculate method.

• 👀 externally visible changes
  • make stride optional in FeatureDescriptor
  • add stride argument to FeatureCollection.calculate
  • FeatureDescriptor / FeatureCollection.calculate should accept multiple strides
    • StridedRolling should accept multiple strides
    • test the above
  • remove stride from output column name
    • update reduce method
    • update reduce method tests
  • update the logging to handle multiple strides
    • extend logging tests
• 📦 internal changes
  • change stride -> strides: which is either a list of stride sizes (float or pd.Timedelta) or None (in StridedRolling and StridedRollingFactory)
  • identify feature descriptors (FD) based on their window - output names
    • set interection after StridedRolling search sorted
      TODO: moet geoptimaliseerd worden

✨ Support setpoints

• support setpoints
• test the above
  => Note: we allow setpoints of different timezones as the np.datetime64 conversion of these allow comparison..
• trim range if not in data
  => Decided to not do this! (as this is somewhat an ambiguous operation)
  As using segment indexes is already an advanced operation, it is the user its responsability to either trim the segmented indexes or make their features robust.

🙈 other stuff

• 🐛 fix bug with features.logger that does not handle numeric window & strides
  • improve parsing for window and stride values in _parse_logging_execution_to_df
  • test the above
• 👀 other minor stuff
  • support offline data load
  • warn the user with a RuntimeWarining when the data its index (passed to FeatureCollection.calculate) is not monotonically increasing
  • test the above

[codecov-commenter]

Codecov Report

Merging #71 (e684a09) into main (468f2b3) will increase coverage by 0.16%.
The diff coverage is 99.59%.

@@            Coverage Diff             @@
##             main      #71      +/-   ##
==========================================
+ Coverage   97.73%   97.89%   +0.16%     
==========================================
  Files          23       22       -1     
  Lines        1106     1238     +132     
==========================================
+ Hits         1081     1212     +131     
- Misses         25       26       +1     

Impacted Files	Coverage Δ
tsflex/features/function_wrapper.py	100.00% <ø> (ø)
tsflex/utils/data.py	92.15% <83.33%> (-1.18%)	⬇️
tsflex/features/feature.py	97.91% <100.00%> (+0.29%)	⬆️
tsflex/features/feature_collection.py	99.52% <100.00%> (-0.48%)	⬇️
tsflex/features/integrations.py	98.48% <100.00%> (-1.52%)	⬇️
tsflex/features/logger.py	100.00% <100.00%> (ø)
tsflex/features/segmenter/strided_rolling.py	98.29% <100.00%> (+2.79%)	⬆️
...flex/features/segmenter/strided_rolling_factory.py	100.00% <100.00%> (ø)
tsflex/features/utils.py	100.00% <100.00%> (ø)
tsflex/utils/attribute_parsing.py	100.00% <100.00%> (ø)
... and 5 more

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[jonasvdd]

Looks good to me, just need to think sometime later about the TimeSequenceStridedRolling

[jvdd]

FYI: all tests that fail now are due to TimeIndexSampleStridedRolling, which I did not update accordingly in this PR => I believe we should decide on whether we include the support for this or drop it... @jonasvdd @emield12

[jvdd]

macOS-3.10 test is failing due to problems with installing matrixprofile blue-yonder/tsfresh#937

[jonasvdd]

is this ready for a re-review? @jvdd

[arturdaraujo]

Waiting for this awesome PR to be merged! A lot of cool stuff!

[jvdd]

Tests on windows are failing bc poetry installation issue snok/install-poetry#94