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tsfeatures  

Time Series Feature Extraction
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("tsfeatures", "1.1.1")



Attach the package and use:
library("tsfeatures")
Maintained by
Rob Hyndman
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-02-06
Latest Update: 2023-08-28
Description:
Methods for extracting various features from time series data. The features provided are those from Hyndman, Wang and Laptev (2013) <doi:10.1109/ICDMW.2015.104>, Kang, Hyndman and Smith-Miles (2017) <doi:10.1016/j.ijforecast.2016.09.004> and from Fulcher, Little and Jones (2013) <doi:10.1098/rsif.2013.0048>. Features include spectral entropy, autocorrelations, measures of the strength of seasonality and trend, and so on. Users can also define their own feature functions.
How to cite:
Rob Hyndman (2019). tsfeatures: Time Series Feature Extraction. R package version 1.1.1, https://cran.r-project.org/web/packages/tsfeatures. Accessed 28 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:15), 1.0.0 (2019-02-06 16:50), 1.0.1 (2019-04-16 15:02), 1.0.2 (2020-06-07 18:10), 1.1 (2022-10-09 01:10)
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Complete documentation for tsfeatures
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