title: tsfresh package to extract specific features
body: <p>I'm attempting to extract specific features from tsfresh. Some of them, however, are not available in tsfresh. Here I have included an example for convenience.</p>
  <pre><code># Load libraries
  import pandas as pd
  from sklearn.linear_model import LogisticRegression
  from sklearn import datasets
  from sklearn.preprocessing import StandardScaler
  # Load data
  iris = datasets.load_iris()
  X = iris.data
  x=pd.DataFrame(X)
  x['id'] = np.repeat(720, len(x))
  x.columns = ['x1','x2','x3','x4','id']
  from tsfresh import extract_features
  
  kind_to_fc_parameters = {'x1': {'sum_values':None, 'mean': None, 'standard_deviation':None, 'variance':None, 'median':None, 'length':None, 'variation_coefficient':None, 'skewness':None,
                               'kurtosis':None,'root_mean_square':None,'maximum':None,'absolute_maximum':None, 'minimum':None, 'number_peaks__n_1':None,'number_peaks__n_3':None,'number_peaks__n_5':None,
                                  'number_peaks__n_10':None, 'number_peaks__n_50':None,'slope':None}}
  features = extract_features(x, column_id=&quot;id&quot;, kind_to_fc_parameters = kind_to_fc_parameters)
  </code></pre>
  <p>Output:</p>
  <pre><code>Feature Extraction:   0%|          | 0/4 [00:00&lt;?, ?it/s]
  ---------------------------------------------------------------------------
  AttributeError                            Traceback (most recent call last)
  &lt;ipython-input-45-57d9182c7ceb&gt; in &lt;module&gt;()
  ----&gt; 1 features = extract_features(x, column_id=&quot;id&quot;, kind_to_fc_parameters = kind_to_fc_parameters)
  
      7 frames
      /usr/local/lib/python3.7/dist-packages/tsfresh/feature_extraction/extraction.py in _f()
          341                 func = f_or_function_name
          342             else:
      --&gt; 343                 func = getattr(feature_calculators, f_or_function_name)
          344 
          345             # If the function uses the index, pass is at as a pandas Series.
      
      AttributeError: module 'tsfresh.feature_extraction.feature_calculators' has no attribute 'number_peaks__n_1'
  </code></pre>
  <p>It provides an error due to the slope and the number of peaks that are not in the tsfresh system. How can I resolve this error and obtain the values? I also want to extract the same features from all of the columns. I only have four columns here. I understand that I must include all of the columns, just as x1. However, writing the same thing over and over again is a very tedious task, because my original dataset contains 32 columns. Could you please recommend some good approaches to me? In addition, could you please explain what are those numbers after number_peaks_n_1, n_3,n_5,n_10,n_50 mean? I didn't find any documentation about those values. I think that they are just cutoff points to find peaks. Like the number of peaks greater than 1,3,5,10, and 50.</p>