tsfeatures: Time Series Feature Extraction
Rob J. Hyndman, Yanfei Kang, Pablo Montero‐Manso, Mitchell O’Hara-Wild, Thiyanga S. Talagala, Earo Wang, Yangzhuoran Fin Yang · 2019
Methods for extracting various features from time series data. The features provided are those from Hyndman, Wang and Laptev (2013) , Kang, Hyndman and Smith-Miles (2017) and from Fulcher, Little and Jones (2013) . Features include spectral entropy, autocorrelations, measures of the strength of seasonality and trend, and so on. Users can also define their own feature functions.