AggregatedLinearTrend: AggregatedLinearTrend

In shapelets/khiva-r: KHIVA-R library.

Description

Calculates a linear least-squares regression for values of the time series that were aggregated over chunks versus the sequence from 0 up to the number of chunks minus one.

Usage

AggregatedLinearTrend(arr, chunk.size, aggregation.function)

Arguments

arr	KHIVA array with the time series.
chunk.size	The chunk size used to aggregate the data.
aggregation.function	Function to be used in the aggregation. It receives an integer which indicates the function to be applied: 0 : mean, 1 : median 2 : min, 3 : max, 4 : stdev, default : mean

Value

List of KHIVA Arrays with: pvalue: The pvalues for all time series. rvalue: The rvalues for all time series. intercept: The intercept values for all time series. slope: The slope for all time series. stderrest: The stderr values for all time series.

shapelets/khiva-r documentation built on June 10, 2019, 4:58 a.m.