File: extractFDATsfeatures.Rd

package info (click to toggle)
r-cran-mlr 2.19.2%2Bdfsg-1
  • links: PTS, VCS
  • area: main
  • in suites: forky, sid, trixie
  • size: 8,264 kB
  • sloc: ansic: 65; sh: 13; makefile: 5
file content (71 lines) | stat: -rw-r--r-- 2,630 bytes parent folder | download | duplicates (3)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/extractFDAFeaturesMethods.R
\name{extractFDATsfeatures}
\alias{extractFDATsfeatures}
\title{Time-Series Feature Heuristics}
\usage{
extractFDATsfeatures(
  scale = TRUE,
  trim = FALSE,
  trim_amount = 0.1,
  parallel = FALSE,
  na.action = na.pass,
  feats = NULL,
  ...
)
}
\arguments{
\item{scale}{(\code{logical(1)})\cr
If TRUE, time series are scaled to mean 0 and sd 1 before features are computed.}

\item{trim}{(\code{logical(1)})\cr
If TRUE, time series are trimmed by \code{trim_amount} before features are computed.
Values larger than trim_amount in absolute value are set to NA.}

\item{trim_amount}{(\code{numeric(1)})\cr
Default level of trimming if \code{trim==TRUE}.}

\item{parallel}{(\code{logical(1)})\cr
If \code{TRUE}, multiple cores (or multiple sessions) will be used.
This only speeds things up when there are a large number of time series.}

\item{na.action}{(\code{logical(1)})\cr
A function to handle missing values. Use \code{na.interp} to estimate missing values}

\item{feats}{(\code{character})\cr
A character vector of function names to apply to each time-series in order to extract features.\cr
Default:\cr
feats = c("frequency", "stl_features", "entropy", "acf_features", "arch_stat",
"crossing_points", "flat_spots", "hurst",  "holt_parameters", "lumpiness",
"max_kl_shift", "max_var_shift", "max_level_shift", "stability", "nonlinearity")}

\item{...}{(any)\cr
Further arguments passed on to the respective tsfeatures functions.}
}
\value{
(\link{data.frame})
}
\description{
The function extracts features from functional data based on known Heuristics.
For more details refer to \code{\link[tsfeatures:tsfeatures]{tsfeatures::tsfeatures()}}.
Under the hood this function uses the package \code{\link[tsfeatures:tsfeatures]{tsfeatures::tsfeatures()}}.
For more information see Hyndman, Wang and Laptev, Large-Scale Unusual Time Series Detection, ICDM 2015.

Note: Currently computes the following features:\cr
"frequency", "stl_features", "entropy", "acf_features", "arch_stat",
"crossing_points", "flat_spots", "hurst",  "holt_parameters", "lumpiness",
"max_kl_shift", "max_var_shift", "max_level_shift", "stability", "nonlinearity"
}
\references{
Hyndman, Wang and Laptev, Large-Scale Unusual Time Series Detection, ICDM 2015.
}
\seealso{
Other fda_featextractor: 
\code{\link{extractFDABsignal}()},
\code{\link{extractFDADTWKernel}()},
\code{\link{extractFDAFPCA}()},
\code{\link{extractFDAFourier}()},
\code{\link{extractFDAMultiResFeatures}()},
\code{\link{extractFDAWavelets}()}
}
\concept{fda_featextractor}