Package index • tsfeatures

Package

tsfeatures package

tsfeatures-package _PACKAGE: tsfeatures: Time Series Feature Extraction

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

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

Utility functions

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

Data

Download data providing Yahoo server metrics

yahoo_data(): Yahoo server metrics