Computes feature of a time series based on sliding (overlapping) windows.
shift_level_max finds the largest mean shift between two consecutive windows.
shift_var_max finds the largest var shift between two consecutive windows.
shift_kl_max finds the largest shift in Kulback-Leibler divergence between
two consecutive windows.
shift_level_max(x, .size = NULL, .period = 1) shift_var_max(x, .size = NULL, .period = 1) shift_kl_max(x, .size = NULL, .period = 1)
| x | a univariate time series |
|---|---|
| .size | size of sliding window, if NULL |
| .period | The seasonal period (optional) |
A vector of 2 values: the size of the shift, and the time index of the shift.
Computes the largest level shift and largest variance shift in sliding mean calculations