kurtexp

confirmedupstream bugPython · tsfreshSystems & data structuresJuly 25, 2026

the question

Does tsfresh's fft_aggregated kurtosis compute the fourth standardized moment of the magnitude spectrum correctly?

what came out

tsfresh's fft_aggregated.get_kurtosis writes the final central-moment term as -3*centroid instead of -3*centroid**4, dropping the fourth power. For a spectrum with centroid 2.77 it returns 17.01 where the correct value is 1.80, wrong by exactly 3(c^4-c)/var^2. The sibling get_skew is correct.

method & receipts

Result: confirmed
Reproducible — one script re-runs the whole thing from scratch.
Tested — a correctness/benchmark suite ships alongside the code.

→ read the code and re-run it

github.com/v-code01/kurtexp