tsfeatures: Time Series Feature Extraction
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.
| Version: | 1.1.1 |
| Depends: | R (≥ 3.6.0) |
| Imports: | fracdiff,forecast (≥ 8.3),purrr,RcppRoll (≥ 0.2.2), stats,tibble,tseries,urca,future,furrr |
| Suggests: | testthat,knitr,rmarkdown,ggplot2,tidyr,dplyr,Mcomp,GGally |
| Published: | 2023-08-28 |
| DOI: | 10.32614/CRAN.package.tsfeatures |
| Author: | Rob Hyndman [aut, cre], Yanfei Kang [aut], Pablo Montero-Manso [aut], Mitchell O'Hara-Wild [aut], Thiyanga Talagala [aut], Earo Wang [aut], Yangzhuoran Yang [aut], Souhaib Ben Taieb [ctb], Cao Hanqing [ctb], D K Lake [ctb], Nikolay Laptev [ctb], J R Moorman [ctb], Bohan Zhang [ctb] |
| Maintainer: | Rob Hyndman <Rob.Hyndman at monash.edu> |
| BugReports: | https://github.com/robjhyndman/tsfeatures/issues |
| License: | GPL-3 |
| URL: | https://pkg.robjhyndman.com/tsfeatures/,https://github.com/robjhyndman/tsfeatures |
| NeedsCompilation: | no |
| Materials: | README,NEWS |
| In views: | TimeSeries |
| CRAN checks: | tsfeatures results |
Documentation:
| Reference manual: | tsfeatures.html ,tsfeatures.pdf |
| Vignettes: | Introduction to the tsfeatures package (source,R code) |
Downloads:
| Package source: | tsfeatures_1.1.1.tar.gz |
| Windows binaries: | r-devel:tsfeatures_1.1.1.zip, r-release:tsfeatures_1.1.1.zip, r-oldrel:tsfeatures_1.1.1.zip |
| macOS binaries: | r-release (arm64):tsfeatures_1.1.1.tgz, r-oldrel (arm64):tsfeatures_1.1.1.tgz, r-release (x86_64):tsfeatures_1.1.1.tgz, r-oldrel (x86_64):tsfeatures_1.1.1.tgz |
| Old sources: | tsfeatures archive |
Reverse dependencies:
| Reverse imports: | gratis,mlmts,seer,theft,timetk |
| Reverse suggests: | mlr,mlr3fda |
Linking:
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