Man pages for robjhyndman/tsfeatures
Time Series Feature Extraction
| ac_9 | Autocorrelation at lag 9. Included for completion and... |
| acf_features | Autocorrelation-based features |
| arch_stat | ARCH LM Statistic |
| as.list.mts | Convert mts object to list of time series |
| autocorr_features | The autocorrelation feature set from software package 'hctsa' |
| binarize_mean | Converts an input vector into a binarized version from... |
| compengine | CompEngine feature set |
| crossing_points | Number of crossing points |
| dist_features | The distribution feature set from software package 'hctsa' |
| embed2_incircle | Points inside a given circular boundary in a 2-d embedding... |
| entropy | Spectral entropy of a time series |
| firstmin_ac | Time of first minimum in the autocorrelation function from... |
| firstzero_ac | The first zero crossing of the autocorrelation function from... |
| flat_spots | Longest flat spot |
| fluctanal_prop_r1 | Implements fluctuation analysis from software package 'hctsa' |
| heterogeneity | Heterogeneity coefficients |
| histogram_mode | Mode of a data vector from software package 'hctsa' |
| holt_parameters | Parameter estimates of Holt's linear trend method |
| hurst | Hurst coefficient |
| localsimple_taures | The first zero crossing of the autocorrelation function of... |
| lumpiness | Time series features based on tiled windows |
| max_level_shift | Time series features based on sliding windows |
| motiftwo_entro3 | Local motifs in a binary symbolization of the time series... |
| nonlinearity | Nonlinearity coefficient |
| outlierinclude_mdrmd | How median depend on distributional outliers from software... |
| pacf_features | Partial autocorrelation-based features |
| pred_features | The prediction feature set from software package 'hctsa' |
| sampenc | Second Sample Entropy from software package 'hctsa' |
| sampen_first | Second Sample Entropy of a time series from software package... |
| scal_features | The scaling feature set from software package 'hctsa' |
| spreadrandomlocal_meantaul | Bootstrap-based stationarity measure from software package... |
| station_features | The stationarity feature set from software package 'hctsa' |
| std1st_der | Standard deviation of the first derivative of the time series... |
| stl_features | Strength of trend and seasonality of a time series |
| trev_num | Normalized nonlinear autocorrelation, the numerator of the... |
| tsfeatures | Time series feature matrix |
| tsfeatures-package | tsfeatures: Time Series Feature Extraction |
| unitroot_kpss | Unit Root Test Statistics |
| walker_propcross | Simulates a hypothetical walker moving through the time... |
| yahoo_data | Yahoo server metrics |
| zero_proportion | Proportion of zeros |
