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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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14 OK
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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-macos-arm64 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 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

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