Provides methods for fast computation of running sample statistics for time series. These include: (1) mean, (2) standard deviation, and (3) variance over a fixed-length window of time-series, (4) correlation, (5) covariance, and (6) Euclidean distance (L2 norm) between short-time pattern and time-series. Implemented methods utilize Convolution Theorem to compute convolutions via Fast Fourier Transform (FFT).
|Author||Marta Karas [aut, cre] (<https://orcid.org/0000-0001-5889-3970>), Jacek Urbanek [aut] (<https://orcid.org/0000-0002-1890-8899>), John Muschelli [ctb] (<https://orcid.org/0000-0001-6469-1750>), Lacey Etzkorn [ctb]|
|Maintainer||Marta Karas <firstname.lastname@example.org>|
|Package repository||View on CRAN|
Install the latest version of this package by entering the following in R:
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.