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.
Author
Maintainer: Rob Hyndman Rob.Hyndman@monash.edu (ORCID)
Authors:
Yanfei Kang (ORCID)
Pablo Montero-Manso p.montero.manso@udc.es
Mitchell O'Hara-Wild (ORCID)
Thiyanga Talagala (ORCID)
Earo Wang (ORCID)
Yangzhuoran Yang Fin.Yang@monash.edu
Other contributors:
Souhaib Ben Taieb [contributor]
Cao Hanqing [contributor]
D K Lake [contributor]
Nikolay Laptev [contributor]
J R Moorman [contributor]
Bohan Zhang [contributor]