Published May 30, 2019 | Version v.0.3.10
Software Open

tsfeaturex: An R Package for Automating Time Series Feature Extraction

  • 1. Pennsylvania State University, Center for Healthy Aging, University Park, PA, USA
  • 2. Pennsylvania State University, Human Development & Family Studies, University Park, PA, USA

Description

`tsfeaturex` is an R package for automating time series feature extraction, inspired and modeled after the Python package *tsfresh* [@tsfresh; @tsfreshgit].  The R language [@r_cite] allows for an easy to use interface, with the underlying processing speed advantage of C languages (and flexibility to run on the web, with the help of the `shiny` package in R; [@r_shiny]).  The API for `tsfeaturex` is a wrapper for the highly-trafficked `dplyr`[@r_dplyr], mainly to lend on the flexibility of the grammar of data manipulation and shortcuts for non-standard evaluation. The API for `tsfeaturex` was designed to facilitate the extraction of features for any dataset in long format, including grouping of summaries by other factor. For example, if every person in your dataset has 1 observation each day for 8 days, and they do this in two bursts, once every 6 months, you can calculate features of the overall series (i.e., 16 observations from both bursts, or separately for each burst). Some features are integrated from other packages, such as: [`e1071`, @r_e1071; `Hmisc`, @r_hmisc; `forecast`, @r_forecast; `zoo`, @r_zoo; `viridis`, @r_viridis; `psych`, @r_psych; `entropy`, @r_entropy; `Langevin`, @Friedrich2011; @Rinn2016].

RELEASE NOTE: Working across multiple R installations across multiple operating systems. For final JOSS submission.

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