CRAN

tsfeatures 1.0.1

Time Series Feature Extraction

Released Apr 16, 2019 by Rob Hyndman

This package cannot yet be used with Renjin it depends on other packages which are not available: tibble 2.1.1, forecast 8.7, and purrr 0.3.2

Dependencies

purrr 0.3.2 forecast 8.7 tibble 2.1.1 future 1.12.0 tseries 0.10-46 ForeCA 0.2.4 furrr 0.1.0 RcppRoll 0.3.0 fracdiff 1.4-2 urca 1.3-0

Methods for extracting various features from time series data. The features provided are those from Hyndman, Wang and Laptev (2013) , Kang, Hyndman and Smith-Miles (2017) and from Fulcher, Little and Jones (2013) . Features include spectral entropy, autocorrelations, measures of the strength of seasonality and trend, and so on. Users can also define their own feature functions.

Source

R

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