tsfeatures

MaRDI QIDQ1352443swMATHCRANFDO

Authors Thiyanga S. Talagala, Rob J. 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

Official website https://cran.r-project.org/web/packages/tsfeatures/index.html

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

Description

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.

Cites work

• Large-Scale Unusual Time Series Detection
• Visualising forecasting algorithm performance using time series instance spaces
• Highly comparative time-series analysis: the empirical structure of time series and their methods

Cited in

(13)

• Forecast with forecasts: diversity matters
• Retail sales forecasting with meta-learning
• Model selection in reconciling hierarchical time series
• NOEMON
• tsfresh
• hts
• elmNNRcpp
• FFORMA
• gratis
• theft
• seer
• catch22
• fpp3

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