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https://github.com/robjhyndman/tsfeatures

Time series features
https://github.com/robjhyndman/tsfeatures

feature-extraction r time-series

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Time series features

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README

        

---
output: github_document
editor_options:
chunk_output_type: console
---

```{r, echo = FALSE}
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.path = "man/figures/README-",
cache = TRUE,
message = FALSE,
warning = FALSE
)
```

# tsfeatures

[![CRAN\_Status\_Badge](http://www.r-pkg.org/badges/version/tsfeatures)](https://cran.r-project.org/package=tsfeatures)
[![Downloads](http://cranlogs.r-pkg.org/badges/tsfeatures)](https://cran.r-project.org/package=tsfeatures)
[![Licence](https://img.shields.io/badge/licence-GPL--3-blue.svg)](https://www.gnu.org/licenses/gpl-3.0.en.html)
[![R build status](https://github.com/robjhyndman/tsfeatures/workflows/R-CMD-check/badge.svg)](https://github.com/robjhyndman/tsfeatures/actions)

The R package *tsfeatures* provides methods for extracting various features from time series data.

## Installation

You can install the **stable** version on [R
CRAN](https://cran.r-project.org/package=tsfeatures).

``` r
install.packages('tsfeatures', dependencies = TRUE)
```

You can install the **development** version from [Github](https://github.com/robjhyndman/tsfeatures) with:

```{r gh-installation, eval = FALSE}
# install.packages("devtools")
devtools::install_github("robjhyndman/tsfeatures")
```

## Usage

```{r}
library(tsfeatures)
mylist <- list(sunspot.year, WWWusage, AirPassengers, USAccDeaths)
myfeatures <- tsfeatures(mylist)
myfeatures
```

## License

This package is free and open source software, licensed under GPL-3.