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.
- Version1.1.1
- R version≥ 3.6.0
- LicenseGPL-3
- Needs compilation?No
- Hyndman, Wang and Laptev (2013)
- Kang, Hyndman and Smith-Miles (2017)
- Fulcher, Little and Jones (2013)
- Last release08/28/2023
Documentation
Team
Rob Hyndman
Thiyanga Talagala
Show author detailsRolesAuthorMitchell O'Hara-Wild
Show author detailsRolesAuthorEaro Wang
Show author detailsRolesAuthorYangzhuoran Yang
Show author detailsRolesAuthorYanfei Kang
Pablo Montero-Manso
Show author detailsRolesAuthorSouhaib Ben Taieb
Show author detailsRolesContributorCao Hanqing
Show author detailsRolesContributorD K Lake
Show author detailsRolesContributorNikolay Laptev
Show author detailsRolesContributorJ R Moorman
Show author detailsRolesContributorBohan Zhang
Show author detailsRolesContributor
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- Imports9 packages
- Suggests8 packages
- Reverse Imports5 packages
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