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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 |
DOI: | 10.32614/CRAN.package.tsfeatures |
Author: | Rob Hyndman |
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 |
Reference manual: | tsfeatures.pdf |
Vignettes: |
Introduction to the tsfeatures package |
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 imports: | gratis, seer, theft, timetk |
Reverse suggests: | mlr |
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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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