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Speedup approx entropy #1107

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Speedup approx entropy #1107

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3 changes: 2 additions & 1 deletion tsfresh/feature_extraction/feature_calculators.py
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Original file line number Diff line number Diff line change
Expand Up @@ -28,6 +28,7 @@
import stumpy
from numpy.linalg import LinAlgError
from scipy.signal import cwt, find_peaks_cwt, ricker, welch
from scipy.spatial.distance import cdist
from scipy.stats import linregress
from statsmodels.tools.sm_exceptions import MissingDataError
from statsmodels.tsa.ar_model import AutoReg
Expand Down Expand Up @@ -1782,7 +1783,7 @@ def approximate_entropy(x, m, r):
def _phi(m):
x_re = np.array([x[i : i + m] for i in range(N - m + 1)])
C = np.sum(
np.max(np.abs(x_re[:, np.newaxis] - x_re[np.newaxis, :]), axis=2) <= r,
cdist(x_re, x_re, metric="chebyshev") <= r,
axis=0,
) / (N - m + 1)
return np.sum(np.log(C)) / (N - m + 1.0)
Expand Down
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