lumpiness {tsfeatures}

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