All functions

ACF() PACF() CCF()

(Partial) Autocorrelation and Cross-Correlation Function Estimation

SEATS()

Seasonal decomposition with X-13ARIMA-SEATS

STL()

Multiple seasonal decomposition by Loess

X11()

X11 seasonal decomposition

acf_features()

Autocorrelation-based features

arch_stat()

ARCH LM Statistic

autocorr_features()

The autocorrelation feature set from software package hctsa

autoplot(<tbl_cf>)

Auto- and Cross- Covariance and -Correlation plots

binarize_mean()

Converts an input vector into a binarized version from software package hctsa

bootstrap_stationarity()

Bootstrap-based stationarity measure from software package hctsa

classical_decomposition()

Classical Seasonal Decomposition by Moving Averages

compengine()

CompEngine feature set

crossing_points()

Number of crossing points

distribution_features()

The distribution feature set from software package hctsa

embed2_incircle()

Points inside a given circular boundary in a 2-d embedding space from software package hctsa

entropy()

Spectral entropy of a time series

feasts-package

feasts: Feature Extraction And Statistics for Time Series

features() features_at() features_all() features_if()

Extract features from a dataset

firstmin_ac()

Time of first minimum in the autocorrelation function from software package hctsa

firstzero_ac()

The first zero crossing of the autocorrelation function from software package hctsa

flat_spots()

Number of flat spots

fluctuation_analysis()

Implements fluctuation analysis from software package hctsa

gg_arma()

Plot characteristic ARMA roots

gg_lag()

Lag plots

gg_season()

Seasonal plot

gg_subseries()

Seasonal subseries plots

gg_tsdisplay()

Ensemble of time series displays

guerrero()

Guerrero's method for Box Cox lambda selection

histogram_mode()

Mode of a data vector from software package hctsa

hurst()

Hurst coefficient

localsimple_taures()

The first zero crossing of the autocorrelation function of the residuals from simple local time-series forecasting from software package hctsa

max_level_shift() max_var_shift() max_kl_shift()

Sliding window features

motiftwo_entro3()

Local motifs in a binary symbolization of the time series from software package hctsa

outlier_include()

How median depend on distributional outliers from software package hctsa

pacf_features()

Partial autocorrelation-based features

ljung_box() box_pierce() portmanteau_tests

Portmanteau tests

pred_features()

The prediction feature set from software package hctsa

sampen_first()

Second Sample Entropy of a time series from software package hctsa

sampenc()

Second Sample Entropy from software package hctsa

scal_features()

The scaling feature set from software package hctsa

scale_x_cf_lag()

lagged datetime scales This set of scales defines new scales for lagged time structures.

sd_deriv_1()

Standard deviation of the first derivative of the time series from software package hctsa

stationarity_features()

The stationarity feature set from software package hctsa

stl_features()

STL features

lumpiness() stability()

Time series features based on tiled windows

trev_num()

Normalized nonlinear autocorrelation, the numerator of the trev function of a time series from software package hctsa

unitroot_kpss() unitroot_pp()

Unit root tests

unitroot_ndiffs() unitroot_nsdiffs()

Number of differences required for a stationary series

walker_propcross()

Simulates a hypothetical walker moving through the time domain from software package hctsa