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