tsfeatures
Time Series Feature Extraction
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.1 |
rolling linux/jammy R-4.5 | tsfeatures_1.1.1.tar.gz |
249.1 KiB |
1.1.1 |
rolling linux/noble R-4.5 | tsfeatures_1.1.1.tar.gz |
248.3 KiB |
1.1.1 |
rolling source/ R- | tsfeatures_1.1.1.tar.gz |
139.7 KiB |
1.1.1 |
latest linux/jammy R-4.5 | tsfeatures_1.1.1.tar.gz |
249.1 KiB |
1.1.1 |
latest linux/noble R-4.5 | tsfeatures_1.1.1.tar.gz |
248.3 KiB |
1.1.1 |
latest source/ R- | tsfeatures_1.1.1.tar.gz |
139.7 KiB |
1.1.1 |
2026-04-26 source/ R- | tsfeatures_1.1.1.tar.gz |
139.7 KiB |
1.1.1 |
2026-04-23 source/ R- | tsfeatures_1.1.1.tar.gz |
139.7 KiB |
1.1.1 |
2026-04-09 windows/windows R-4.5 | tsfeatures_1.1.1.zip |
251.3 KiB |
1.1.1 |
2025-04-20 source/ R- | tsfeatures_1.1.1.tar.gz |
139.7 KiB |