lumpiness: Time series features based on tiled windows
In tsfeatures: Time Series Feature Extraction
lumpiness R Documentation
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
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 Aug. 28, 2023, 5:09 p.m.
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| lumpiness | R Documentation |
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
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
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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