Feature functions
Functions which compute features from time series

ac_9()

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

Autocorrelationbased features 
arch_stat()

ARCH LM Statistic 
as.list(<mts>)

Convert mts object to list of time series 
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()

Number of flat spots 
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 