repr_windowing: Windowing of time series

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/windowing.R

Description

The repr_windowing computes representations from windows of a vector.

Usage

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repr_windowing(x, win_size, func = NULL, args = NULL)

Arguments

x

the numeric vector (time series)

win_size

the length of the window

func

the function for representation computation. For example repr_feaclip or repr_trend.

args

the list of additional arguments to the func (representation computation function). The args list must be named.

Details

This function applies specified representation method (function) to every non-overlapping window (subsequence, piece) of a time series.

Value

the numeric vector

Author(s)

Peter Laurinec, <tsreprpackage@gmail.com>

References

Laurinec P, and Lucka M (2018) Interpretable multiple data streams clustering with clipped streams representation for the improvement of electricity consumption forecasting. Data Mining and Knowledge Discovery. Springer. DOI: 10.1007/s10618-018-0598-2

See Also

repr_paa, repr_matrix

Examples

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# func without arguments
repr_windowing(rnorm(48), win_size = 24, func = repr_feaclip)

# func with arguments
repr_windowing(rnorm(48), win_size = 24, func = repr_featrend,
 args = list(func = maxC, order = 2, pieces = 2))

TSrepr documentation built on July 13, 2020, 9:07 a.m.