tile_features: Time series features based on tiled windows

In feasts: Feature Extraction and Statistics for Time Series

Time series features based on tiled windows

Description

Computes feature of a time series based on tiled (non-overlapping) windows. Means or variances are produced for all tiled windows. Then stability is the variance of the means, while lumpiness is the variance of the variances.

Usage

var_tiled_var(x, .size = NULL, .period = 1)

var_tiled_mean(x, .size = NULL, .period = 1)

Arguments

x	a univariate time series
.size	size of sliding window, if NULL .size will be automatically chosen using .period
.period	The seasonal period (optional)

Value

A numeric vector of length 2 containing a measure of lumpiness and a measure of stability.

Author(s)

Earo Wang and Rob J Hyndman

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