Computes feature of a time series based on sliding (overlapping) windows.
max_level_shift finds the largest mean shift between two consecutive windows.
max_var_shift finds the largest var shift between two consecutive windows.
max_kl_shift finds the largest shift in Kulback-Leibler divergence between
two consecutive windows.
max_level_shift(x, width = ifelse(frequency(x) > 1, frequency(x), 10))max_var_shift(x, width = ifelse(frequency(x) > 1, frequency(x), 10))
max_kl_shift(x, width = ifelse(frequency(x) > 1, frequency(x), 10))
a univariate time series
size of sliding window
A vector of 2 values: the size of the shift, and the time index of the shift.
Computes the largest level shift and largest variance shift in sliding mean calculations