tsmeasures: Compute a collection of cognostics for multivariate time...
In earowang/tscognostics: Time series cognostics
Description
Usage
Arguments
Value
Description
The function computes a set of cognostics to summarize statistical features
of multivariate time series.
Usage
1
tsmeasures(y, normalise = TRUE, width)
Arguments
y
a ts object. A multivariate time series.
normalise
logical. If TRUE, scaling time series to be normally distributed
with mean 0 and 1.
width
integer. A window size specified for variance change, level shift,
and lumpiness.
Value
Cognostics matrix for every time series.
earowang/tscognostics documentation built on May 15, 2019, 7:28 p.m.
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Description Usage Arguments Value
Description
The function computes a set of cognostics to summarize statistical features of multivariate time series.
Usage
1 | tsmeasures(y, normalise = TRUE, width)
|
Arguments
y |
a |
normalise |
logical. If TRUE, scaling time series to be normally distributed with mean 0 and 1. |
width |
integer. A window size specified for variance change, level shift, and lumpiness. |
Value
Cognostics matrix for every time series.
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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