tsfeatures

swMATH42417CRANtsfeaturesMaRDI QIDQ1352443

Time Series Feature Extraction

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

Last update: 28 August 2023

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

Copyright license: GNU General Public License, version 3.0

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