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tsfeatures (version 1.1.1)

tsfeatures-package: tsfeatures: Time Series Feature Extraction

Description

Methods for extracting various features from time series data. The features provided are those from Hyndman, Wang and Laptev (2013) tools:::Rd_expr_doi("10.1109/ICDMW.2015.104"), Kang, Hyndman and Smith-Miles (2017) tools:::Rd_expr_doi("10.1016/j.ijforecast.2016.09.004") and from Fulcher, Little and Jones (2013) tools:::Rd_expr_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.

Arguments

Author

Maintainer: Rob Hyndman Rob.Hyndman@monash.edu (ORCID)

Authors:

Other contributors:

  • Souhaib Ben Taieb [contributor]

  • Cao Hanqing [contributor]

  • D K Lake [contributor]

  • Nikolay Laptev [contributor]

  • J R Moorman [contributor]

  • Bohan Zhang [contributor]

See Also