tsfeatures-package {tsfeatures}R Documentation

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) 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.

Author(s)

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

Authors:

Other contributors:

See Also

Useful links:


[Package tsfeatures version 1.1.1 Index]