## tsfeatures

The main function to extract features from a list of time series.

tsfeatures()

Time series feature matrix

## Feature functions

Functions which compute features from time series

ac_9()

Autocorrelation at lag 9. Included for completion and consistency.

acf_features()

Autocorrelation-based 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 2-d 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 time-series 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 autocorrelation-based 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()

Bootstrap-based 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

## Data

Download data providing Yahoo server metrics

yahoo_data()

Yahoo server metrics