Methods for extracting various features from time series data. The features provided are those from Hyndman, Wang and Laptev (2013) <doi:10.1109/ICDMW.2015.104>, Kang, Hyndman and Smith-Miles (2017) <doi:10.1016/j.ijforecast.2016.09.004> and from Fulcher, Little and Jones (2013) <doi:10.1098/rsif.2013.0048>. Features include spectral entropy, autocorrelations, measures of the strength of seasonality and trend, and so on. Users can also define their own feature functions.
Package details |
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Maintainer | |
License | GPL-3 |
Version | 1.1.1.9000 |
URL | https://pkg.robjhyndman.com/tsfeatures/ https://github.com/robjhyndman/tsfeatures |
Package repository | View on GitHub |
Installation |
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