tsfeatures
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.
Related Items (8)
This page was built for software: tsfeatures