TSrepr: TSrepr package

In PetoLau/TSrepr: Time Series Representations

Description

Package contains methods for time series representations computation. Representation methods of time series are for dimensionality and noise reduction, emphasizing of main characteristics of time series data and speed up of consequent usage of machine learning methods.

Details

Package:	TSrepr
Type:	Package
Date:	2018-01-26 - Inf
License:	GPL-3

The following functions for time series representations are included in the package:

• repr_paa - Piecewise Aggregate Approximation (PAA)

• repr_dwt - Discrete Wavelet Transform (DWT)

• repr_dft - Discrete Fourier Transform (DFT)

• repr_dct - Discrete Cosine Transform (DCT)

• repr_sma - Simple Moving Average (SMA)

• repr_pip - Perceptually Important Points (PIP)

• repr_sax - Symbolic Aggregate Approximation (SAX)

• repr_pla - Piecewise Linear Approximation (PLA)

• repr_seas_profile - Mean seasonal profile

• repr_lm - Model-based seasonal representations based on linear model (lm, rlm, l1)

• repr_gam - Model-based seasonal representations based on generalized additive model (GAM)

• repr_exp - Exponential smoothing seasonal coefficients

• repr_feaclip - Feature extraction from clipping representation (FeaClip)

• repr_featrend - Feature extraction from trending representation (FeaTrend)

• repr_feacliptrend - Feature extraction from clipping and trending representation (FeaClipTrend)

There are also implemented additional useful functions as:

• repr_windowing - applies above mentioned representations to every window of a time series

• repr_matrix - applies above mentioned representations to every row of a matrix of time series

• repr_list - applies above mentioned representations to every member of a list of time series

• norm_z, norm_min_max, norm_boxcox, norm_yj, norm_atan - normalisation functions

• norm_z_params, norm_min_max_params - normalisation functions with defined parameters

• norm_z_list, norm_min_max_list - normalisation functions with output also of scaling parameters

• denorm_z, denorm_min_max, denorm_boxcox, denorm_yj, denorm_atan - denormalisation functions

Author(s)

Peter Laurinec

Maintainer: Peter Laurinec <[e-mail]>

PetoLau/TSrepr documentation built on July 14, 2020, 6:13 p.m.