feasts-package |
feasts: Feature Extraction and Statistics for Time Series |
ACF |
(Partial) Autocorrelation and Cross-Correlation Function Estimation |
autoplot.tbl_cf |
Auto- and Cross- Covariance and -Correlation plots |
box_pierce |
Portmanteau tests |
CCF |
(Partial) Autocorrelation and Cross-Correlation Function Estimation |
classical_decomposition |
Classical Seasonal Decomposition by Moving Averages |
coef_hurst |
Hurst coefficient |
feasts |
feasts: Feature Extraction and Statistics for Time Series |
feat_acf |
Autocorrelation-based features |
feat_intermittent |
Intermittency features |
feat_pacf |
Partial autocorrelation-based features |
feat_spectral |
Spectral features of a time series |
feat_stl |
STL features |
generate.stl_decomposition |
Generate block bootstrapped series from an STL decomposition |
gg_arma |
Plot characteristic ARMA roots |
gg_lag |
Lag plots |
gg_season |
Seasonal plot |
gg_subseries |
Seasonal subseries plots |
gg_tsdisplay |
Ensemble of time series displays |
gg_tsresiduals |
Ensemble of time series residual diagnostic plots |
guerrero |
Guerrero's method for Box Cox lambda selection |
ljung_box |
Portmanteau tests |
longest_flat_spot |
Longest flat spot length |
n_crossing_points |
Number of crossing points |
n_flat_spots |
Longest flat spot length |
PACF |
(Partial) Autocorrelation and Cross-Correlation Function Estimation |
portmanteau_tests |
Portmanteau tests |
shift_kl_max |
Sliding window features |
shift_level_max |
Sliding window features |
shift_var_max |
Sliding window features |
stat_arch_lm |
ARCH LM Statistic |
STL |
Multiple seasonal decomposition by Loess |
unitroot_kpss |
Unit root tests |
unitroot_ndiffs |
Number of differences required for a stationary series |
unitroot_nsdiffs |
Number of differences required for a stationary series |
unitroot_pp |
Unit root tests |
var_tiled_mean |
Time series features based on tiled windows |
var_tiled_var |
Time series features based on tiled windows |
X_13ARIMA_SEATS |
X-13ARIMA-SEATS Seasonal Adjustment |