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tsfeatures

Time Series Feature Extraction

v1.1.1 · Aug 28, 2023 · GPL-3

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.

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CRAN Check Status

13 OK
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Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 27, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 21, 2026
ERROR r-release-linux-x86_64

examples

Running examples in ‘tsfeatures-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: yahoo_data
> ### Title: Yahoo server metrics
> ### Aliases: yahoo_data
> 
> ### ** Examples
> 
> ya
...[truncated]...
utils::download.file("https://github.com/robjhyndman/tsfeatures/raw/master/extra-data/yahoo.rda",  : 
  download from 'https://github.com/robjhyndman/tsfeatures/raw/master/extra-data/yahoo.rda' failed
Calls: yahoo_data -> <Anonymous>
Execution halted
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 8, 2026
ERROR r-devel-linux-x86_64-debian-gcc

re-building of vignette outputs

Error(s) in re-building vignettes:
  ...
--- re-building ‘tsfeatures.Rmd’ using rmarkdown
trying URL 'https://github.com/robjhyndman/tsfeatures/raw/master/extra-data/yahoo.rda'
Content type 'application/octet-stream' length 7897660 bytes (7.5 MB)
===
...[truncated]...
ng vignette 'tsfeatures.Rmd' failed with diagnostics:
there is no package called 'GGally'
--- failed re-building ‘tsfeatures.Rmd’

SUMMARY: processing the following file failed:
  ‘tsfeatures.Rmd’

Error: Vignette re-building failed.
Execution halted
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 13, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE May 12, 2026
ERROR r-devel-linux-x86_64-debian-gcc

examples

Running examples in ‘tsfeatures-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: yahoo_data
> ### Title: Yahoo server metrics
> ### Aliases: yahoo_data
> 
> ### ** Examples
> 
> ya
...[truncated]...
r in utils::download.file("https://github.com/robjhyndman/tsfeatures/raw/master/extra-data/yahoo.rda",  : 
  cannot open URL 'https://github.com/robjhyndman/tsfeatures/raw/master/extra-data/yahoo.rda'
Calls: yahoo_data -> <Anonymous>
Execution halted
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 30, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 28, 2026
ERROR r-release-windows-x86_64

re-building of vignette outputs

Error(s) in re-building vignettes:
--- re-building 'tsfeatures.Rmd' using rmarkdown
trying URL 'https://github.com/robjhyndman/tsfeatures/raw/master/extra-data/yahoo.rda'
Content type 'application/octet-stream' length 7897660 bytes (7.5 MB)
=========
...[truncated]...
cannot open URL 'https://github.com/robjhyndman/tsfeatures/raw/master/extra-data/hwl.rda'
--- failed re-building 'tsfeatures.Rmd'

SUMMARY: processing the following file failed:
  'tsfeatures.Rmd'

Error: Vignette re-building failed.
Execution halted
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 16, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 9, 2026
ERROR r-patched-linux-x86_64

examples

Running examples in ‘tsfeatures-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: yahoo_data
> ### Title: Yahoo server metrics
> ### Aliases: yahoo_data
> 
> ### ** Examples
> 
> ya
...[truncated]...
utils::download.file("https://github.com/robjhyndman/tsfeatures/raw/master/extra-data/yahoo.rda",  : 
  download from 'https://github.com/robjhyndman/tsfeatures/raw/master/extra-data/yahoo.rda' failed
Calls: yahoo_data -> <Anonymous>
Execution halted
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (6)

suggests

Dependency Network

Dependencies Reverse dependencies fracdiff forecast purrr RcppRoll tibble tseries urca future furrr gratis seer theft timetk mlr mlr3fda tsfeatures

Version History

6 tracked
new 1.1.1 Mar 10, 2026
updated 1.1.1 ← 1.1 diff Aug 27, 2023
updated 1.1 ← 1.0.2 diff Oct 8, 2022
updated 1.0.2 ← 1.0.1 diff Jun 6, 2020
updated 1.0.1 ← 1.0.0 diff Apr 15, 2019
new 1.0.0 Feb 5, 2019