Function reference

tsfeaturespackage
_PACKAGE
 tsfeatures: Time Series Feature Extraction

tsfeatures()
 Time series feature matrix

ac_9()
 Autocorrelation at lag 9. Included for completion and consistency.

acf_features()
 Autocorrelationbased features

arch_stat()
 ARCH LM Statistic

autocorr_features()
 The autocorrelation feature set from software package
hctsa

binarize_mean()
 Converts an input vector into a binarized version from software package
hctsa

compengine()
 CompEngine feature set

crossing_points()
 Number of crossing points

dist_features()
 The distribution feature set from software package
hctsa

embed2_incircle()
 Points inside a given circular boundary in a 2d embedding space from software package
hctsa

entropy()
 Spectral entropy of a time series

firstmin_ac()
 Time of first minimum in the autocorrelation function from software package
hctsa

firstzero_ac()
 The first zero crossing of the autocorrelation function from software package
hctsa

flat_spots()
 Longest flat spot

fluctanal_prop_r1()
 Implements fluctuation analysis from software package
hctsa

heterogeneity()
 Heterogeneity coefficients

histogram_mode()
 Mode of a data vector from software package
hctsa

holt_parameters()
hw_parameters()
 Parameter estimates of Holt's linear trend method

hurst()
 Hurst coefficient

localsimple_taures()
 The first zero crossing of the autocorrelation function of the residuals from Simple local timeseries forecasting from software package
hctsa

lumpiness()
stability()
 Time series features based on tiled windows

max_level_shift()
max_var_shift()
max_kl_shift()
 Time series features based on sliding windows

motiftwo_entro3()
 Local motifs in a binary symbolization of the time series from software package
hctsa

nonlinearity()
 Nonlinearity coefficient

outlierinclude_mdrmd()
 How median depend on distributional outliers from software package
hctsa

pacf_features()
 Partial autocorrelationbased features

pred_features()
 The prediction feature set from software package
hctsa

sampen_first()
 Second Sample Entropy of a time series from software package
hctsa

sampenc()
 Second Sample Entropy from software package
hctsa

scal_features()
 The scaling feature set from software package
hctsa

spreadrandomlocal_meantaul()
 Bootstrapbased stationarity measure from software package
hctsa

station_features()
 The stationarity feature set from software package
hctsa

std1st_der()
 Standard deviation of the first derivative of the time series from software package
hctsa

stl_features()
 Strength of trend and seasonality of a time series

trev_num()
 Normalized nonlinear autocorrelation, the numerator of the trev function of a time series from software package
hctsa

unitroot_kpss()
unitroot_pp()
 Unit Root Test Statistics

walker_propcross()
 Simulates a hypothetical walker moving through the time domain from software package
hctsa

zero_proportion()
 Proportion of zeros

as.list(<mts>)
 Convert mts object to list of time series

yahoo_data()
 Yahoo server metrics