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library(Rcatch22)
Rcatch22 is an R package for the calculation of 22 CAnonical Time-series CHaracteristics (catch). The package is an efficient implementation that calculates time-series features coded in C.
The main function of the package is catch22_all which automates the computation of the 22 features. This can be run in a one-liner:
data <- rnorm(100)
outs <- catch22_all(data)
Taking a look at the returned dataframe, we can see a nice tidy data structure:
outs
## names values
## 1 DN_HistogramMode_5 -0.184364519
## 2 DN_HistogramMode_10 0.074294298
## 3 CO_f1ecac 1.564514063
## 4 CO_FirstMin_ac 1.000000000
## 5 CO_HistogramAMI_even_2_5 0.072377182
## 6 CO_trev_1_num 0.098650309
## 7 MD_hrv_classic_pnn40 0.979797980
## 8 SB_BinaryStats_mean_longstretch1 8.000000000
## 9 SB_TransitionMatrix_3ac_sumdiagcov 0.001224365
## 10 PD_PeriodicityWang_th0_01 3.000000000
## 11 CO_Embed2_Dist_tau_d_expfit_meandiff 0.040845948
## 12 IN_AutoMutualInfoStats_40_gaussian_fmmi 2.000000000
## 13 FC_LocalSimple_mean1_tauresrat 1.000000000
## 14 DN_OutlierInclude_p_001_mdrmd 0.380000000
## 15 DN_OutlierInclude_n_001_mdrmd -0.200000000
## 16 SP_Summaries_welch_rect_area_5_1 0.148706200
## 17 SB_BinaryStats_diff_longstretch0 4.000000000
## 18 SB_MotifThree_quantile_hh 2.185861836
## 19 SC_FluctAnal_2_rsrangefit_50_1_logi_prop_r1 0.800000000
## 20 SC_FluctAnal_2_dfa_50_1_2_logi_prop_r1 0.828571429
## 21 SP_Summaries_welch_rect_centroid 1.767145868
## 22 FC_LocalSimple_mean3_stderr 1.168300958
An option to include the mean and standard deviation as features in addition to catch22 is available through setting the catch24 argument to TRUE:
outs2 <- catch22_all(data, catch24 = TRUE)
outs2
## names values
## 1 DN_HistogramMode_5 -0.184364519
## 2 DN_HistogramMode_10 0.074294298
## 3 CO_f1ecac 1.564514063
## 4 CO_FirstMin_ac 1.000000000
## 5 CO_HistogramAMI_even_2_5 0.072377182
## 6 CO_trev_1_num 0.098650309
## 7 MD_hrv_classic_pnn40 0.979797980
## 8 SB_BinaryStats_mean_longstretch1 8.000000000
## 9 SB_TransitionMatrix_3ac_sumdiagcov 0.001224365
## 10 PD_PeriodicityWang_th0_01 3.000000000
## 11 CO_Embed2_Dist_tau_d_expfit_meandiff 0.040845948
## 12 IN_AutoMutualInfoStats_40_gaussian_fmmi 2.000000000
## 13 FC_LocalSimple_mean1_tauresrat 1.000000000
## 14 DN_OutlierInclude_p_001_mdrmd 0.380000000
## 15 DN_OutlierInclude_n_001_mdrmd -0.200000000
## 16 SP_Summaries_welch_rect_area_5_1 0.148706200
## 17 SB_BinaryStats_diff_longstretch0 4.000000000
## 18 SB_MotifThree_quantile_hh 2.185861836
## 19 SC_FluctAnal_2_rsrangefit_50_1_logi_prop_r1 0.800000000
## 20 SC_FluctAnal_2_dfa_50_1_2_logi_prop_r1 0.828571429
## 21 SP_Summaries_welch_rect_centroid 1.767145868
## 22 FC_LocalSimple_mean3_stderr 1.168300958
## 23 DN_Mean 0.006509419
## 24 DN_Spread_Std 1.030723731
A list of the time-series features included in Rcatch22 can be viewed using the included feature_list vector:
Rcatch22::feature_list
## [1] "DN_HistogramMode_5"
## [2] "DN_HistogramMode_10"
## [3] "CO_f1ecac"
## [4] "CO_FirstMin_ac"
## [5] "CO_HistogramAMI_even_2_5"
## [6] "CO_trev_1_num"
## [7] "MD_hrv_classic_pnn40"
## [8] "SB_BinaryStats_mean_longstretch1"
## [9] "SB_TransitionMatrix_3ac_sumdiagcov"
## [10] "PD_PeriodicityWang_th0_01"
## [11] "CO_Embed2_Dist_tau_d_expfit_meandiff"
## [12] "IN_AutoMutualInfoStats_40_gaussian_fmmi"
## [13] "FC_LocalSimple_mean1_tauresrat"
## [14] "DN_OutlierInclude_p_001_mdrmd"
## [15] "DN_OutlierInclude_n_001_mdrmd"
## [16] "SP_Summaries_welch_rect_area_5_1"
## [17] "SB_BinaryStats_diff_longstretch0"
## [18] "SB_MotifThree_quantile_hh"
## [19] "SC_FluctAnal_2_rsrangefit_50_1_logi_prop_r1"
## [20] "SC_FluctAnal_2_dfa_50_1_2_logi_prop_r1"
## [21] "SP_Summaries_welch_rect_centroid"
## [22] "FC_LocalSimple_mean3_stderr"
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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