Rolling Feature Extractor

[firmai]

The predominant purpose of TSFresh is its rolling functionality across calculations. How to perform rolling of functime features? And if not possible, is this in the pipeline. Thanks for the fast package.

For example: I want to keep the weekly data format I have, but I want to use a lookback period of 12 weeks and just roll forward the calc, in essense disregarding the first 12 weeks.