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POST
/
quantlib
/
ml
/
timeseries
/
feature-importance
Time Series Feature Importance
curl --request POST \
  --url https://api.fincept.in/quantlib/ml/timeseries/feature-importance \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "X": [
    [
      1.2,
      0.5,
      3.1
    ],
    [
      2.1,
      1.3,
      2.5
    ],
    [
      0.8,
      0.9,
      4.2
    ]
  ],
  "y": [
    0.234,
    0.567,
    0.123
  ],
  "n_top": 3
}
'
{
  "success": true,
  "data": {}
}

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Authorizations

​
X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
​
X
number[][]
required

Feature matrix (time series features)

Example:
[
  [1.2, 0.5, 3.1],
  [2.1, 1.3, 2.5],
  [0.8, 0.9, 4.2]
]
​
y
number[]
required

Target values

Example:
[0.234, 0.567, 0.123]
​
n_top
integer
default:5

Number of top features to return

Example:

3

Response

Feature importance results

​
success
boolean
Example:

true

​
data
object

Top features with importance scores