etna.analysis.get_statistics_relevance_table#

get_statistics_relevance_table(df: DataFrame, df_exog: DataFrame) → DataFrame[source]#

Calculate relevance table with p-values from tsfresh.

Parameters:

  • df (DataFrame) – dataframe with timeseries

  • df_exog (DataFrame) – dataframe with exogenous data

Returns:

dataframe with p-values.

Return type:

DataFrame

Notes

Time complexity of this method is \(O(n\_segments * n\_features * history\_len)\)