Time Series Representations


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Documentation for package ‘TSrepr’ version 1.1.0

Help Pages

clipping Creates bit-level (clipped representation) from a vector
coefComp Functions for linear regression model coefficients extraction
denorm_atan Arctangent denormalisation
denorm_boxcox Two-parameter Box-Cox denormalisation
denorm_min_max Min-Max denormalisation
denorm_yj Yeo-Johnson denormalisation
denorm_z Z-score denormalisation
elec_load 2 weeks of electricity load data from 50 consumers.
fast_stat Fast statistic functions (helpers)
l1Coef Functions for linear regression model coefficients extraction
lmCoef Functions for linear regression model coefficients extraction
maape MAAPE
mae MAE
mape MAPE
mase MASE
maxC Fast statistic functions (helpers)
mdae MdAE
meanC Fast statistic functions (helpers)
medianC Fast statistic functions (helpers)
minC Fast statistic functions (helpers)
mse MSE
norm_atan Arctangent normalisation
norm_boxcox Two-parameter Box-Cox normalisation
norm_min_max Min-Max normalisation
norm_min_max_list Min-Max normalization list
norm_min_max_params Min-Max normalisation with parameters
norm_yj Yeo-Johnson normalisation
norm_z Z-score normalisation
norm_z_list Z-score normalization list
norm_z_params Z-score normalisation with parameters
repr_dct DCT representation
repr_dft DFT representation by FFT
repr_dwt DWT representation
repr_exp Exponential smoothing seasonal coefficients as representation
repr_feaclip FeaClip representation of time series
repr_feacliptrend FeaClipTrend representation of time series
repr_featrend FeaTrend representation of time series
repr_gam GAM regression coefficients as representation
repr_list Computation of list of representations list of time series with different lengths
repr_lm Regression coefficients from linear model as representation
repr_matrix Computation of matrix of representations from matrix of time series
repr_paa PAA - Piecewise Aggregate Approximation
repr_pip PIP representation
repr_pla PLA representation
repr_sax SAX - Symbolic Aggregate Approximation
repr_seas_profile Mean seasonal profile of time series
repr_sma Simple Moving Average representation
repr_windowing Windowing of time series
rleC RLE (Run Length Encoding) written in C++
rlmCoef Functions for linear regression model coefficients extraction
rmse RMSE
smape sMAPE
sumC Fast statistic functions (helpers)
trending Creates bit-level (trending) representation from a vector
TSrepr TSrepr package