tsfeatures: stl_features – R documentation

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stl_features

Strength of trend and seasonality of a time series

Description

Computes various measures of trend and seasonality of a time series based on an STL decomposition. The number of seasonal periods, and the length of the seasonal periods are returned. Also, the strength of seasonality corresponding to each period is estimated. The mstl function is used to do the decomposition.

Usage

stl_features(x, ...)

Arguments

`x`	a univariate time series.
`...`	Other arguments are passed to `mstl`.

Value

A vector of numeric values.

Author(s)

Rob J Hyndman

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