lumpiness

stability

width

<p>Computes feature of a time series based on tiled (non-overlapping) windows.
Means or variances are produced for all tiled windows. Then stability is
the variance of the means, while lumpiness is the variance of the variances.</p>

Methods for extracting various features from time series data. The features provided are those from Hyndman, Wang and Laptev (2013) <doi:10.1109/ICDMW.2015.104>, Kang, Hyndman and Smith-Miles (2017) <doi:10.1016/j.ijforecast.2016.09.004> and from Fulcher, Little and Jones (2013) <doi:10.1098/rsif.2013.0048>. Features include spectral entropy, autocorrelations, measures of the strength of seasonality and trend, and so on. Users can also define their own feature functions.

Rob Hyndman

tsfeatures

Time Series Feature Extraction

Yanfei Kang

Pablo Montero-Manso

Thiyanga Talagala

Earo Wang

Yangzhuoran Yang

Mitchell O'Hara-Wild

Souhaib Ben Taieb

Cao Hanqing

D K Lake

Nikolay Laptev

J R Moorman

lumpiness function

Time series features based on tiled windows — lumpiness

Time series features based on tiled windows

lumpiness: Time series features based on tiled windows

Description

Usage

Arguments

Value