tsfeatures

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Software:1352443



swMATH42417CRANtsfeaturesMaRDI QIDQ1352443

Time Series Feature Extraction

Thiyanga S. Talagala, Rob Hyndman, Pablo Montero-Manso, Mitchell O'Hara-Wild, Earo Wang, Yanfei Kang, Yangzhuoran Yang

Last update: 28 August 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.1, 1.0.0, 1.0.1, 1.0.2, 1.1, 1.1.1

Source code repository: https://github.com/cran/tsfeatures

Methods for extracting various features from time series data. The features provided are those from Hyndman, Wang and Laptev (2013) <doi:10.1109/ICDMW.2015.104>, Kang, Hyndman and Smith-Miles (2017) <doi:10.1016/j.ijforecast.2016.09.004> and from Fulcher, Little and Jones (2013) <doi:10.1098/rsif.2013.0048>. Features include spectral entropy, autocorrelations, measures of the strength of seasonality and trend, and so on. Users can also define their own feature functions.




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