shift_level_max

shift_var_max

shift_kl_max

Computes feature of a time series based on sliding (overlapping) windows.
<code>shift_level_max</code> finds the largest mean shift between two consecutive windows.
<code>shift_var_max</code> finds the largest var shift between two consecutive windows.
<code>shift_kl_max</code> finds the largest shift in Kulback-Leibler divergence between
two consecutive windows.

Provides a collection of features, decomposition methods,
statistical summaries and graphics functions for the analysing tidy time
series data. The package name 'feasts' is an acronym comprising of its key
features: Feature Extraction And Statistics for Time Series.

Mitchell O'Hara-Wild

feasts

Feature Extraction and Statistics for Time Series

Rob Hyndman

Earo Wang

Di Cook

Thiyanga Talagala

Leanne Chhay

shift_level_max function

<dl><dt>x</dt>
<dd>a univariate time series</dd>
<dt>.size</dt>
<dd>size of sliding window, if NULL <code>.size</code> will be automatically chosen using <code>.period</code></dd>
<dt>.period</dt>
<dd>The seasonal period (optional)</dd></dl>

Arguments

Earo Wang, Rob J Hyndman and Mitchell O'Hara-Wild

Author

Sliding window features — shift_level_max

<dl>

<dt>x</dt>
<dd>a univariate time series</dd>


<dt>.size</dt>
<dd>size of sliding window, if NULL <code>.size</code> will be automatically chosen using <code>.period</code></dd>


<dt>.period</dt>
<dd>The seasonal period (optional)</dd>

</dl>

shift_level_max: Sliding window features

Description

Usage

Value

Arguments

Author

Details