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.pdf |
| Vignettes: |
Introduction to the tsfeatures package |
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 |
Linking:
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