R: Time Series Feature Extraction

# Time Series Feature Extraction

## Documentation for package ‘tsfeatures’ version 1.1.1

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

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