I developed a new python version which is available at https://github.com/vcerqueira/vest-python
This one contains the R package and the experiments necessary for the paper which is under review. In future developments, I will focus on the python implementation.
This package/project contains a set of tools for automatic feature engineering for time series forecasting problems. This is an early version complementary to ongoing publication (under peer review)
In order to understand how vest works you can go through the experiments within "experiments" folder, which already contains a dummy example.
Feel free to get in touch if you have any question at cerqueira.vitormanuel@gmail.com