quantiles

Calculate a basic set of quantiles for an input time-series vector

Consolidates and calculates different sets of time-series features from multiple
'R' and 'Python' packages including 'Rcatch22' Henderson, T. (2021) <doi:10.5281/zenodo.5546815>,
'feasts' O'Hara-Wild, M., Hyndman, R., and Wang, E. (2021) <https://CRAN.R-project.org/package=feasts>,
'tsfeatures' Hyndman, R., Kang, Y., Montero-Manso, P., Talagala, T., Wang, E., Yang, Y., and O'Hara-Wild, M. (2020)
<https://CRAN.R-project.org/package=tsfeatures>, 'tsfresh' Christ, M., Braun, N., Neuffer, J.,
and Kempa-Liehr A.W. (2018) <doi:10.1016/j.neucom.2018.03.067>, 'TSFEL' Barandas, M., et al. (2020)
<doi:10.1016/j.softx.2020.100456>, and 'Kats' Facebook Infrastructure Data Science (2021)
<https://facebookresearch.github.io/Kats/>.

Trent Henderson

theft

Tools for Handling Extraction of Features from Time Series

Annie Bryant

quantiles function

<dl><dt>y</dt>
<dd><code>numeric</code> vector of values</dd>
<dt>quantiles</dt>
<dd><code>numeric</code> vector of quantiles to calculate. Defaults to <code>seq(0.01, 1, by = 0.01)</code></dd></dl>

Arguments

Author

Calculate a basic set of quantiles for an input time-series vector — quantiles

<dl>

<dt>y</dt>
<dd><code>numeric</code> vector of values</dd>


<dt>quantiles</dt>
<dd><code>numeric</code> vector of quantiles to calculate. Defaults to <code>seq(0.01, 1, by = 0.01)</code></dd>

</dl>

quantiles: Calculate a basic set of quantiles for an input time-series vector

Description

Usage

Value

Arguments

Author