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tsfeatures: Time Series Feature Extraction

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.

Version: 1.1.1
Depends: R (≥ 3.6.0)
Imports: fracdiff, forecast (≥ 8.3), purrr, RcppRoll (≥ 0.2.2), stats, tibble, tseries, urca, future, furrr
Suggests: testthat, knitr, rmarkdown, ggplot2, tidyr, dplyr, Mcomp, GGally
Published: 2023-08-28
Author: Rob Hyndman ORCID iD [aut, cre], Yanfei Kang ORCID iD [aut], Pablo Montero-Manso [aut], Mitchell O'Hara-Wild ORCID iD [aut], Thiyanga Talagala ORCID iD [aut], Earo Wang ORCID iD [aut], Yangzhuoran Yang [aut], Souhaib Ben Taieb [ctb], Cao Hanqing [ctb], D K Lake [ctb], Nikolay Laptev [ctb], J R Moorman [ctb], Bohan Zhang [ctb]
Maintainer: Rob Hyndman <Rob.Hyndman at monash.edu>
BugReports: https://github.com/robjhyndman/tsfeatures/issues
License: GPL-3
URL: https://pkg.robjhyndman.com/tsfeatures/, https://github.com/robjhyndman/tsfeatures
NeedsCompilation: no
Materials: README NEWS
In views: TimeSeries
CRAN checks: tsfeatures results

Documentation:

Reference manual: tsfeatures.pdf
Vignettes: Introduction to the tsfeatures package

Downloads:

Package source: tsfeatures_1.1.1.tar.gz
Windows binaries: r-devel: tsfeatures_1.1.1.zip, r-release: tsfeatures_1.1.1.zip, r-oldrel: tsfeatures_1.1.1.zip
macOS binaries: r-release (arm64): tsfeatures_1.1.1.tgz, r-oldrel (arm64): tsfeatures_1.1.1.tgz, r-release (x86_64): tsfeatures_1.1.1.tgz, r-oldrel (x86_64): tsfeatures_1.1.1.tgz
Old sources: tsfeatures archive

Reverse dependencies:

Reverse imports: gratis, mlmts, seer, theft, timetk
Reverse suggests: mlr

Linking:

Please use the canonical form https://CRAN.R-project.org/package=tsfeatures to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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