lumpiness: Time series features based on tiled windows

Description Usage Arguments Value Author(s)

View source: R/features.R

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

1
2
3
lumpiness(x, width = ifelse(frequency(x) > 1, frequency(x), 10))

stability(x, width = ifelse(frequency(x) > 1, frequency(x), 10))

Arguments

x

a univariate time series

width

size of sliding window

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


tsfeatures documentation built on July 1, 2020, 7:12 p.m.