shift_level_max {feasts} | R Documentation |
Sliding window features
Description
Computes feature of a time series based on sliding (overlapping) windows.
shift_level_max
finds the largest mean shift between two consecutive windows.
shift_var_max
finds the largest var shift between two consecutive windows.
shift_kl_max
finds the largest shift in Kulback-Leibler divergence between
two consecutive windows.
Usage
shift_level_max(x, .size = NULL, .period = 1)
shift_var_max(x, .size = NULL, .period = 1)
shift_kl_max(x, .size = NULL, .period = 1)
Arguments
x |
a univariate time series |
.size |
size of sliding window, if NULL |
.period |
The seasonal period (optional) |
Details
Computes the largest level shift and largest variance shift in sliding mean calculations
Value
A vector of 2 values: the size of the shift, and the time index of the shift.
Author(s)
Earo Wang, Rob J Hyndman and Mitchell O'Hara-Wild
[Package feasts version 0.3.2 Index]