| repr_windowing {TSrepr} | R Documentation |
Windowing of time series
Description
The repr_windowing computes representations from windows of a vector.
Usage
repr_windowing(x, win_size, func = NULL, args = NULL)
Arguments
x |
the numeric vector (time series) |
win_size |
the length of the window |
func |
the function for representation computation. For example |
args |
the list of additional arguments to the func (representation computation function). The args list must be named. |
Details
This function applies specified representation method (function) to every non-overlapping window (subsequence, piece) of a time series.
Value
the numeric vector
Author(s)
Peter Laurinec, <tsreprpackage@gmail.com>
References
Laurinec P, and Lucka M (2018) Interpretable multiple data streams clustering with clipped streams representation for the improvement of electricity consumption forecasting. Data Mining and Knowledge Discovery. Springer. DOI: 10.1007/s10618-018-0598-2
See Also
Examples
# func without arguments
repr_windowing(rnorm(48), win_size = 24, func = repr_feaclip)
# func with arguments
repr_windowing(rnorm(48), win_size = 24, func = repr_featrend,
args = list(func = maxC, order = 2, pieces = 2))