Feature Extraction and Statistics for Time Series

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Documentation for package ‘feasts’ version 0.4.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

feasts-package	feasts: Feature Extraction and Statistics for Time Series
ACF	(Partial) Autocorrelation and Cross-Correlation Function Estimation
autoplot.tbl_cf	Auto- and Cross- Covariance and -Correlation plots
box_pierce	Portmanteau tests
CCF	(Partial) Autocorrelation and Cross-Correlation Function Estimation
classical_decomposition	Classical Seasonal Decomposition by Moving Averages
coef_hurst	Hurst coefficient
cointegration_johansen	Johansen Procedure for VAR
cointegration_phillips_ouliaris	Phillips and Ouliaris Cointegration Test
feasts	feasts: Feature Extraction and Statistics for Time Series
feat_acf	Autocorrelation-based features
feat_intermittent	Intermittency features
feat_pacf	Partial autocorrelation-based features
feat_spectral	Spectral features of a time series
feat_stl	STL features
generate.stl_decomposition	Generate block bootstrapped series from an STL decomposition
gg_arma	Plot characteristic ARMA roots
gg_irf	Plot impulse response functions
gg_lag	Lag plots
gg_season	Seasonal plot
gg_subseries	Seasonal subseries plots
gg_tsdisplay	Ensemble of time series displays
gg_tsresiduals	Ensemble of time series residual diagnostic plots
guerrero	Guerrero's method for Box Cox lambda selection
ljung_box	Portmanteau tests
longest_flat_spot	Longest flat spot length
n_crossing_points	Number of crossing points
n_flat_spots	Longest flat spot length
PACF	(Partial) Autocorrelation and Cross-Correlation Function Estimation
portmanteau_tests	Portmanteau tests
shift_kl_max	Sliding window features
shift_level_max	Sliding window features
shift_var_max	Sliding window features
stat_arch_lm	ARCH LM Statistic
STL	Multiple seasonal decomposition by Loess
unitroot_kpss	Unit root tests
unitroot_ndiffs	Number of differences required for a stationary series
unitroot_nsdiffs	Number of differences required for a stationary series
unitroot_pp	Unit root tests
var_tiled_mean	Time series features based on tiled windows
var_tiled_var	Time series features based on tiled windows
X_13ARIMA_SEATS	X-13ARIMA-SEATS Seasonal Adjustment