Feature functions
Functions which compute features from time series
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ac_9()
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Autocorrelation at lag 9. Included for completion and consistency. |
acf_features()
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Autocorrelation-based features |
arch_stat()
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ARCH LM Statistic |
as.list(<mts>)
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Convert mts object to list of time series |
autocorr_features()
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The autocorrelation feature set from software package hctsa |
binarize_mean()
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Converts an input vector into a binarized version from software package hctsa |
compengine()
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CompEngine feature set |
crossing_points()
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Number of crossing points |
dist_features()
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The distribution feature set from software package hctsa |
embed2_incircle()
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Points inside a given circular boundary in a 2-d embedding space from software package hctsa |
entropy()
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Spectral entropy of a time series |
firstmin_ac()
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Time of first minimum in the autocorrelation function from software package hctsa |
firstzero_ac()
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The first zero crossing of the autocorrelation function from software package hctsa |
flat_spots()
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Number of flat spots |
fluctanal_prop_r1()
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Implements fluctuation analysis from software package hctsa |
heterogeneity()
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Heterogeneity coefficients |
histogram_mode()
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Mode of a data vector from software package hctsa |
holt_parameters() hw_parameters()
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Parameter estimates of Holt's linear trend method |
hurst()
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Hurst coefficient |
localsimple_taures()
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The first zero crossing of the autocorrelation function of the residuals from Simple local time-series forecasting from software package hctsa |
lumpiness() stability()
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Time series features based on tiled windows |
max_level_shift() max_var_shift() max_kl_shift()
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Time series features based on sliding windows |
motiftwo_entro3()
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Local motifs in a binary symbolization of the time series from software package hctsa |
nonlinearity()
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Nonlinearity coefficient |
outlierinclude_mdrmd()
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How median depend on distributional outliers from software package hctsa |
pacf_features()
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Partial autocorrelation-based features |
pred_features()
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The prediction feature set from software package hctsa |
sampen_first()
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Second Sample Entropy of a time series from software package hctsa |
sampenc()
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Second Sample Entropy from software package hctsa |
scal_features()
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The scaling feature set from software package hctsa |
spreadrandomlocal_meantaul()
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Bootstrap-based stationarity measure from software package hctsa |
station_features()
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The stationarity feature set from software package hctsa |
std1st_der()
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Standard deviation of the first derivative of the time series from software package hctsa |
stl_features()
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Strength of trend and seasonality of a time series |
trev_num()
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Normalized nonlinear autocorrelation, the numerator of the trev function of a time series from software package hctsa |
unitroot_kpss() unitroot_pp()
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Unit Root Test Statistics |
walker_propcross()
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Simulates a hypothetical walker moving through the time domain from software package hctsa |