var_tiled_var {feasts}

Time series features based on tiled windows

Description

Computes feature of a time series based on tiled (non-overlapping) windows. Means or variances are produced for all tiled windows. Then stability is the variance of the means, while lumpiness is the variance of the variances.

Usage

var_tiled_var(x, .size = NULL, .period = 1)

var_tiled_mean(x, .size = NULL, .period = 1)

Arguments

x

a univariate time series

.size

size of sliding window, if NULL .size will be automatically chosen using .period

.period

The seasonal period (optional)

Value

A numeric vector of length 2 containing a measure of lumpiness and a measure of stability.

Author(s)

Earo Wang and Rob J Hyndman