Other packages > Find by keyword >

fsMTS  

Feature Selection for Multivariate Time Series
View on CRAN: Click here


Download and install fsMTS package within the R console
Install from CRAN:
install.packages("fsMTS")

Install from Github:
library("remotes")
install_github("cran/fsMTS")

Install by package version:
library("remotes")
install_version("fsMTS", "0.1.7")



Attach the package and use:
library("fsMTS")
Maintained by
Dmitry Pavlyuk
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-03-25
Latest Update: 2022-04-26
Description:
Implements feature selection routines for multivariate time series (MTS). The list of implemented algorithms includes: own lags (independent MTS components), distance-based (using external structure, e.g. Pfeifer and Deutsch (1980) ), cross-correlation (see Schelter et al. (2006, ISBN:9783527406234)), graphical LASSO (see Haworth and Cheng (2014) ), random forest (see Pavlyuk (2020) "Random Forest Variable Selection for Sparse Vector Autoregressive Models" in Contributions to Statistics, in production), least angle regression (see Gelper and Croux (2008) ), mutual information (see Schelter et al. (2006, ISBN:9783527406234), Liu et al. (2016) ), and partial spectral coherence (see Davis et al.(2016) ). In addition, the package implements functions for ensemble feature selection (using feature ranking and majority voting). The package is implemented within Dmitry Pavlyuk's research project No. 1.1.1.2/VIAA/1/16/112 "Spatiotemporal urban traffic modelling using big data".
How to cite:
Dmitry Pavlyuk (2020). fsMTS: Feature Selection for Multivariate Time Series. R package version 0.1.7, https://cran.r-project.org/web/packages/fsMTS. Accessed 21 Dec. 2024.
Previous versions and publish date:
0.1.4 (2020-03-25 16:10), 0.1.5 (2020-04-06 16:42), 0.1.7 (2022-04-26 11:00)
Other packages that cited fsMTS R package
View fsMTS citation profile
Other R packages that fsMTS depends, imports, suggests or enhances
Functions, R codes and Examples using the fsMTS R package
Some associated functions: cutoff . fsEnsemble . fsMTS-package . fsMTS . fsSimilarity . fsSimilarityMatrix . fsSparsity . traffic.mini . traffic . 
Some associated R codes: fsCCF.R . fsDistance.R . fsGLASSO.R . fsIndependent.R . fsLARS.R . fsMI.R . fsMTS-package.R . fsMTS.R . fsPSC.R . fsRF.R . utils.R .  Full fsMTS package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
condGEE  
Parameter Estimation in Conditional GEE for Recurrent Event Gap Times
Solves for the mean parameters, the variance parameter, and their asymptotic variance in a condition ...
Download / Learn more Package Citations See dependency  
batteryreduction  
An R Package for Data Reduction by Battery Reduction
Battery reduction is a method used in data reduction. It uses Gram-Schmidt orthogonal rotations to f ...
Download / Learn more Package Citations See dependency  
CIFsmry  
Weighted summary of cumulative incidence functions
Estimate of cumulative incidence function in two samples. Provide weighted summary statistics based ...
Download / Learn more Package Citations See dependency  
SEIRfansy  
Extended Susceptible-Exposed-Infected-Recovery Model
Extended Susceptible-Exposed-Infected-Recovery Model for handling high false negative rate and symp ...
Download / Learn more Package Citations See dependency  
helda  
Preprocess Data and Get Better Insights from Machine Learning Models
The main focus is on preprocessing and data visualization of machine learning models performances.So ...
Download / Learn more Package Citations See dependency  

23,394

R Packages

201,798

Dependencies

63,416

Author Associations

23,395

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA