tsfeatures-package: tsfeatures: Time Series Feature Extraction

In robjhyndman/tsfeatures: Time Series Feature Extraction

tsfeatures: Time Series Feature Extraction

Description

Methods for extracting various features from time series data. The features provided are those from Hyndman, Wang and Laptev (2013) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1109/ICDMW.2015.104")}, Kang, Hyndman and Smith-Miles (2017) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/j.ijforecast.2016.09.004")} and from Fulcher, Little and Jones (2013) \Sexpr[results=rd]{tools:::Rd_expr_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.

Author(s)

Maintainer: Rob Hyndman [e-mail] (ORCID)

Authors:

• Yanfei Kang (ORCID)

• Pablo Montero-Manso [e-mail]

• Mitchell O'Hara-Wild (ORCID)

• Thiyanga Talagala (ORCID)

• Earo Wang (ORCID)

• Yangzhuoran Yang [e-mail]

Other contributors:

• Souhaib Ben Taieb [contributor]

• Cao Hanqing [contributor]

• D K Lake [contributor]

• Nikolay Laptev [contributor]

• J R Moorman [contributor]

• Bohan Zhang [contributor]

See Also

Useful links:

• https://pkg.robjhyndman.com/tsfeatures/

• https://github.com/robjhyndman/tsfeatures

• Report bugs at https://github.com/robjhyndman/tsfeatures/issues

robjhyndman/tsfeatures documentation built on Aug. 31, 2023, 3:18 p.m.