Time Series Feature Extraction

Methods for extracting various features from time series data. The features provided are those from Hyndman, Wang and Laptev (2013) , Kang, Hyndman and Smith-Miles (2017) and from Fulcher, Little and Jones (2013) . 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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The R package tsfeatures provides methods for extracting various features from time series data.


You can install the stable version on R CRAN.

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

You can install the development version from Github with:

# install.packages("devtools")


mylist <- list(sunspot.year, WWWusage, AirPassengers, USAccDeaths)
myfeatures <- tsfeatures(mylist)
#> # A tibble: 4 x 20
#>   frequency nperiods seasonal_period trend   spike linearity curvature
#>       <dbl>    <dbl>           <dbl> <dbl>   <dbl>     <dbl>     <dbl>
#> 1         1        0               1 0.125 2.10e-5      3.58      1.11
#> 2         1        0               1 0.985 3.01e-8      4.45      1.10
#> 3        12        1              12 0.989 2.12e-8     11.0       1.10
#> 4        12        1              12 0.796 9.67e-7     -2.13      2.85
#> # ... with 13 more variables: e_acf1 <dbl>, e_acf10 <dbl>, entropy <dbl>,
#> #   x_acf1 <dbl>, x_acf10 <dbl>, diff1_acf1 <dbl>, diff1_acf10 <dbl>,
#> #   diff2_acf1 <dbl>, diff2_acf10 <dbl>, seasonal_strength <dbl>,
#> #   peak <dbl>, trough <dbl>, seas_acf1 <dbl>


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


tsfeatures 1.0.1

  • Bug fixes
  • Documentation improvements

tsfeatures 1.0.0

  • First release

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.0.2 by Rob Hyndman, a year ago


Report a bug at https://github.com/robjhyndman/tsfeatures/issues/

Browse source code at https://github.com/cran/tsfeatures

Authors: Rob Hyndman [aut, cre] , Yanfei Kang [aut] , Pablo Montero-Manso [aut] , Thiyanga Talagala [aut] , Earo Wang [aut] , Yangzhuoran Yang [aut] , Mitchell O'Hara-Wild [aut] , Souhaib Ben Taieb [ctb] , Cao Hanqing [ctb] , D K Lake [ctb] , Nikolay Laptev [ctb] , J R Moorman [ctb]

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL-3 license

Imports fracdiff, forecast, purrr, RcppRoll, stats, tibble, tseries, urca, future, furrr

Suggests testthat, knitr, rmarkdown, ggplot2, tidyr, dplyr, Mcomp, GGally

Imported by gratis, seer.

Suggested by mlr.

See at CRAN