PetoLau/TSrepr: Time Series Representations

Methods for representations (i.e. dimensionality reduction, preprocessing, feature extraction) of time series to help more accurate and effective time series data mining. Non-data adaptive, data adaptive, model-based and data dictated (clipped) representation methods are implemented. Also various normalisation methods (min-max, z-score, Box-Cox, Yeo-Johnson), and forecasting accuracy measures are implemented.

Getting started

Package details

Maintainer
LicenseGPL-3 | file LICENSE
Version1.1.0
URL https://petolau.github.io/package/ https://github.com/PetoLau/TSrepr/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("PetoLau/TSrepr")
PetoLau/TSrepr documentation built on July 14, 2020, 6:13 p.m.