STL features

Computes a variety of measures extracted from an STL decomposition of the time series. This includes details about the strength of trend and seasonality.

feat_stl(x, .period, s.window = 13, ...)

Arguments

x	A vector to extract features from.
.period	The period of the seasonality.
s.window	The seasonal window of the data (passed to stats::stl())
...	Further arguments passed to stats::stl()

Value

A vector of numeric features from a STL decomposition.

See also

Forecasting Principle and Practices: Measuring strength of trend and seasonality