Computes relevant time series features before applying them to the model
cal_features(
tslist,
seasonal = FALSE,
m = 1,
lagmax = 2L,
database,
h,
highfreq
)
dataframe: each column represent a feature and each row represent a time series
a list of univariate time series
if FALSE, restricts to features suitable for non-seasonal data
frequency of the time series or minimum frequency in the case of msts objects
maximum lag at which to calculate the acf (quarterly series-5L, monthly-13L, weekly-53L, daily-8L, hourly-25L)
whether the time series is from mcomp or other
forecast horizon
whether the time series is weekly, daily or hourly
Thiyanga Talagala