Time Series Feature Extraction

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Documentation for package ‘tsfeatures’ version 1.1.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

acf_features	Autocorrelation-based features
ac_9	Autocorrelation at lag 9. Included for completion and consistency.
arch_stat	ARCH LM Statistic
as.list.mts	Convert mts object to list of time series
autocorr_features	The autocorrelation feature set from software package 'hctsa'
binarize_mean	Converts an input vector into a binarized version from software package 'hctsa'
compengine	CompEngine feature set
crossing_points	Number of crossing points
dist_features	The distribution feature set from software package 'hctsa'
embed2_incircle	Points inside a given circular boundary in a 2-d embedding space from software package 'hctsa'
entropy	Spectral entropy of a time series
firstmin_ac	Time of first minimum in the autocorrelation function from software package 'hctsa'
firstzero_ac	The first zero crossing of the autocorrelation function from software package 'hctsa'
flat_spots	Longest flat spot
fluctanal_prop_r1	Implements fluctuation analysis from software package 'hctsa'
heterogeneity	Heterogeneity coefficients
histogram_mode	Mode of a data vector from software package 'hctsa'
holt_parameters	Parameter estimates of Holt's linear trend method
hurst	Hurst coefficient
hw_parameters	Parameter estimates of Holt's linear trend method
localsimple_taures	The first zero crossing of the autocorrelation function of the residuals from Simple local time-series forecasting from software package 'hctsa'
lumpiness	Time series features based on tiled windows
max_kl_shift	Time series features based on sliding windows
max_level_shift	Time series features based on sliding windows
max_var_shift	Time series features based on sliding windows
motiftwo_entro3	Local motifs in a binary symbolization of the time series from software package 'hctsa'
nonlinearity	Nonlinearity coefficient
outlierinclude_mdrmd	How median depend on distributional outliers from software package 'hctsa'
pacf_features	Partial autocorrelation-based features
pred_features	The prediction feature set from software package 'hctsa'
sampenc	Second Sample Entropy from software package 'hctsa'
sampen_first	Second Sample Entropy of a time series from software package 'hctsa'
scal_features	The scaling feature set from software package 'hctsa'
spreadrandomlocal_meantaul	Bootstrap-based stationarity measure from software package 'hctsa'
stability	Time series features based on tiled windows
station_features	The stationarity feature set from software package 'hctsa'
std1st_der	Standard deviation of the first derivative of the time series from software package 'hctsa'
stl_features	Strength of trend and seasonality of a time series
trev_num	Normalized nonlinear autocorrelation, the numerator of the trev function of a time series from software package 'hctsa'
tsfeatures	Time series feature matrix
unitroot_kpss	Unit Root Test Statistics
unitroot_pp	Unit Root Test Statistics
walker_propcross	Simulates a hypothetical walker moving through the time domain from software package 'hctsa'
yahoo_data	Yahoo server metrics
zero_proportion	Proportion of zeros