Package: tsfeatures 1.2.0.0

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.

Authors:Rob Hyndman [aut, cre], Yanfei Kang [aut], Pablo Montero-Manso [aut], Mitchell O'Hara-Wild [aut], Thiyanga Talagala [aut], Earo Wang [aut], Yangzhuoran Yang [aut], Souhaib Ben Taieb [ctb], Cao Hanqing [ctb], Trent Henderson [ctb], D K Lake [ctb], Nikolay Laptev [ctb], J R Moorman [ctb], Bohan Zhang [ctb]

# Install 'tsfeatures' in R:

install.packages('tsfeatures', repos = c('https://robjhyndman.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/robjhyndman/tsfeatures/issues

Pkgdown/docs site:https://pkg.robjhyndman.com

Uses libs:

c++– GNU Standard C++ Library v3

On CRAN:

feature-extraction time-series cpp

12.21 score 261 stars 21 packages 362 scripts 14k downloads 44 exports 51 dependencies

Last updated from:776ec98f1c. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	164
linux-devel-x86_64	OK	177
source / vignettes	OK	215
linux-release-arm64	OK	164
linux-release-x86_64	OK	176
macos-release-arm64	OK	109
macos-release-x86_64	OK	270
macos-oldrel-arm64	OK	166
macos-oldrel-x86_64	OK	186
windows-devel	OK	118
windows-release	OK	158
windows-oldrel	OK	112
wasm-release	OK	168

Exports:ac_9 acf_features arch_stat autocorr_features binarize_mean compengine crossing_points dist_features embed2_incircle entropy firstmin_ac firstzero_ac flat_spots fluctanal_prop_r1 heterogeneity histogram_mode holt_parameters hurst hw_parameters localsimple_taures lumpiness max_kl_shift max_level_shift max_var_shift motiftwo_entro3 nonlinearity outlierinclude_mdrmd pacf_features pred_features sampen_first sampenc scal_features spreadrandomlocal_meantaul stability station_features std1st_der stl_features trev_num tsfeatures unitroot_kpss unitroot_pp walker_propcross yahoo_data zero_proportion

Dependencies:cli codetools colorspace cpp11 curl digest farver forecast fracdiff furrr future generics ggplot2 globals glue gtable isoband jsonlite labeling lattice lifecycle listenv lmtest magrittr nlme nnet parallelly pillar pkgconfig purrr quadprog quantmod R6 RColorBrewer Rcpp RcppArmadillo RcppRoll rlang S7 scales tibble timeDate tseries TTR urca utf8 vctrs viridisLite withr xts zoo

Introduction to the tsfeatures package

Rendered fromtsfeatures.Rmdusingknitr::rmarkdown

Last update: 2026-01-02
Started: 2018-10-24

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

Package: tsfeatures 1.2.0.0

tsfeatures: Time Series Feature Extraction

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