feat_stl: STL features

In feasts: Feature Extraction and Statistics for Time Series

STL features

Description

Computes a variety of measures extracted from an STL decomposition of the time series. This includes details about the strength of trend and seasonality.

Usage

feat_stl(x, .period, s.window = 11, ...)

Arguments

x	A vector to extract features from.
.period	The period of the seasonality.
s.window	The seasonal window of the data (passed to stats::stl())
...	Further arguments passed to stats::stl()

Value

A vector of numeric features from a STL decomposition.

See Also

Forecasting Principle and Practices: Measuring strength of trend and seasonality

feasts documentation built on Sept. 30, 2024, 9:14 a.m.