repr_windowing: Windowing of time series

In TSrepr: Time Series Representations

Description

The repr_windowing computes representations from windows of a vector.

Usage

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, <[e-mail]>

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

# 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.