std1st_der

<p>the input time series. Missing values will be removed.</p>

<p>Modified from <code>SY_StdNthDer</code> in <code>hctsa</code>. Based on an idea by Vladimir Vassilevsky.</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

std1st_der function

Standard deviation of the first derivative of the time series from software package <code>hctsa</code> — std1st_der

Standard deviation of the first derivative of the time series from software package <code>hctsa</code>

std1st_der: Standard deviation of the first derivative of the time series from software package `hctsa`

Description

Usage

Arguments

Value

References