[D] Feature extraction in multivariate time series

How do you usually do feature extraction for time series data? I used to work on visual domain, so I'm pretty familiar with CVs but recently I was assigned some tasks on multivariate time series data and it's been quite difficult getting used to.

Major problem is, while features in vision have semantic meaning not just along temporal axis but also "spatially," the multivariate time series does not.

Also, is it considered a "cheating" if i pre-extract certain features that …

cvs data domain extraction feature features machinelearning major multivariate semantic series tasks time series vision work