lumpiness {tsfeatures} | R Documentation |
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
lumpiness(x, width = ifelse(frequency(x) > 1, frequency(x), 10))
stability(x, width = ifelse(frequency(x) > 1, frequency(x), 10))
Arguments
x |
a univariate time series |
width |
size of sliding window |
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
[Package tsfeatures version 1.1.1 Index]