tsfeatures: localsimple_taures – R documentation

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localsimple_taures

The first zero crossing of the autocorrelation function of the residuals from Simple local time-series forecasting from software package hctsa

Description

Simple predictors using the past trainLength values of the time series to predict its next value.

Usage

localsimple_taures(y, forecastMeth = c("mean", "lfit"), trainLength = NULL)

Arguments

`y`	the input time series
`forecastMeth`	the forecasting method, default to `mean`. `mean`: local mean prediction using the past trainLength time-series values. `lfit`: local linear prediction using the past trainLength time-series values.
`trainLength`	the number of time-series values to use to forecast the next value. Default to 1 when using method `mean` and 3 when using method `lfit`.

Value

The first zero crossing of the autocorrelation function of the residuals

tsfeatures

Time Series Feature Extraction

v1.0.2

GPL-3

Authors

Rob Hyndman [aut, cre] (<https://orcid.org/0000-0002-2140-5352>), Yanfei Kang [aut] (<https://orcid.org/0000-0001-8769-6650>), Pablo Montero-Manso [aut], Thiyanga Talagala [aut] (<https://orcid.org/0000-0002-0656-9789>), Earo Wang [aut] (<https://orcid.org/0000-0001-6448-5260>), Yangzhuoran Yang [aut], Mitchell O'Hara-Wild [aut] (<https://orcid.org/0000-0001-6729-7695>), Souhaib Ben Taieb [ctb], Cao Hanqing [ctb], D K Lake [ctb], Nikolay Laptev [ctb], J R Moorman [ctb]

Initial release