Tsfresh input feature types

[monika2102]

can we use tsfresh after one hot encoding the categorical data for extracting the features and how do their significance can be judged

[kempa-liehr]

The FeatureSelection() transformer works with continuous, ordinal, and one-hot encoded categorical data and can be used independently from time-series feature extraction.
Have a look at our white paper, which explains the feature selection in more detail: https://arxiv.org/abs/1610.07717