CRAN/E | tsfeatures

tsfeatures

Time Series Feature Extraction

Installation

About

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.

pkg.robjhyndman.com/tsfeatures/
github.com/robjhyndman/tsfeatures
Bug report File report

Key Metrics

Version 1.1.1
R ≥ 3.6.0
Published 2023-08-28 232 days ago
Needs compilation? no
License GPL-3
CRAN checks tsfeatures results

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Maintainer

Maintainer

Rob Hyndman

Rob.Hyndman@monash.edu

Authors

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

Material

README
NEWS
Reference manual
Package source

In Views

TimeSeries

Vignettes

Introduction to the tsfeatures package

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

tsfeatures archive

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

Reverse Imports

gratis
mlmts
seer
theft
timetk

Reverse Suggests

mlr