Intermittency features

Source: R/features.R

Computes various measures that can indicate the presence and structures of intermittent data.

feat_intermittent(x)

Arguments

x

A vector to extract features from.

Value

A vector of named features:

  • zero_run_mean: The average interval between non-zero observations

  • nonzero_squared_cv: The squared coefficient of variation of non-zero observations

  • zero_start_prop: The proportion of data which starts with zero

  • zero_end_prop: The proportion of data which ends with zero

References

Kostenko, A. V., & Hyndman, R. J. (2006). A note on the categorization of demand patterns. Journal of the Operational Research Society, 57(10), 1256-1257.