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.
| Version: |
1.1.1 |
| Depends: |
R (≥ 3.6.0) |
| Imports: |
fracdiff, forecast (≥ 8.3), purrr, RcppRoll (≥ 0.2.2), stats, tibble, tseries, urca, future, furrr |
| Suggests: |
testthat, knitr, rmarkdown, ggplot2, tidyr, dplyr, Mcomp, GGally |
| Published: |
2023-08-28 |
| DOI: |
10.32614/CRAN.package.tsfeatures |
| Author: |
Rob Hyndman  [aut,
cre] (<https://orcid.org/0000-0002-2140-5352>),
Yanfei Kang [aut]
(<https://orcid.org/0000-0001-8769-6650>),
Pablo Montero-Manso [aut],
Mitchell O'Hara-Wild
[aut]
(<https://orcid.org/0000-0001-6729-7695>),
Thiyanga Talagala
[aut] (<https://orcid.org/0000-0002-0656-9789>),
Earo Wang [aut]
(<https://orcid.org/0000-0001-6448-5260>),
Yangzhuoran Yang [aut],
Souhaib Ben Taieb [ctb],
Cao Hanqing [ctb],
D K Lake [ctb],
Nikolay Laptev [ctb],
J R Moorman [ctb],
Bohan Zhang [ctb] |
| Maintainer: |
Rob Hyndman <Rob.Hyndman at monash.edu> |
| BugReports: |
https://github.com/robjhyndman/tsfeatures/issues |
| License: |
GPL-3 |
| URL: |
https://pkg.robjhyndman.com/tsfeatures/,
https://github.com/robjhyndman/tsfeatures |
| NeedsCompilation: |
no |
| Materials: |
README NEWS |
| In views: |
TimeSeries |
| CRAN checks: |
tsfeatures results |