Featuretools 支持已经处理多个截止时间https://docs.featuretools.com/automated_feature_engineering/handling_time.html
In [20]: temporal_cutoffs = ft.make_temporal_cutoffs(cutoffs['customer_id'],
....: cutoffs['cutoff_time'],
....: window_size='3d',
....: num_windows=2)
....:
In [21]: temporal_cutoffs
Out[21]:
time instance_id
0 2011-12-12 13458
1 2011-12-15 13458
2 2012-10-02 13602
3 2012-10-05 13602
4 2012-01-22 15222
5 2012-01-25 15222
In [22]: entityset = ft.demo.load_retail()
In [23]: feature_tensor, feature_defs = ft.dfs(entityset=entityset,
....: target_entity='customers',
....: cutoff_time=temporal_cutoffs,
....: cutoff_time_in_index=True,
....: max_features=4)
....:
In [24]: feature_tensor
Out[24]:
MAX(order_products.total) MIN(order_products.unit_price) STD(order_products.quantity) COUNT(order_products)
customer_id time
13458.0 2011-12-12 201.960 0.3135 10.053804 394
2011-12-15 201.960 0.3135 10.053804 394 …Run Code Online (Sandbox Code Playgroud) python feature-extraction pandas feature-engineering featuretools