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Returns the absolute energy of the time series which is the sum over the squared values |
Calculates the highest absolute value of the time series x. |
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Returns the sum over the absolute value of consecutive changes in the series x |
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Descriptive statistics on the autocorrelation of the time series. |
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Calculates a linear least-squares regression for values of the time series that were aggregated over chunks versus the sequence from 0 up to the number of chunks minus one. |
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Implements a vectorized Approximate entropy algorithm. |
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This feature calculator fits the unconditional maximum likelihood of an autoregressive AR(k) process. |
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Does the time series have a unit root? |
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Calculates the autocorrelation of the specified lag, according to the formula [1] |
Useful for anomaly detection applications [1][2]. Returns the correlation from first digit distribution when |
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First bins the values of x into max_bins equidistant bins. |
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Uses c3 statistics to measure non linearity in the time series |
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First fixes a corridor given by the quantiles ql and qh of the distribution of x. |
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This function calculator is an estimate for a time series complexity [1] (A more complex time series has more peaks, valleys etc.). |
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Returns the percentage of values in x that are higher than t |
Returns the number of values in x that are higher than the mean of x |
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Returns the percentage of values in x that are lower than t |
Returns the number of values in x that are lower than the mean of x |
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Calculates a Continuous wavelet transform for the Ricker wavelet, also known as the "Mexican hat wavelet" which is defined by |
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Calculates the sum of squares of chunk i out of N chunks expressed as a ratio with the sum of squares over the whole series. |
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Returns the spectral centroid (mean), variance, skew, and kurtosis of the absolute fourier transform spectrum. |
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Calculates the fourier coefficients of the one-dimensional discrete Fourier Transform for real input by fast fourier transformation algorithm |
Returns the first location of the maximum value of x. |
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Returns the first location of the minimal value of x. |
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Calculate the binned entropy of the power spectral density of the time series (using the welch method). |
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Coefficients of polynomial , which has been fitted to the deterministic dynamics of Langevin model |
Checks if any value in x occurs more than once |
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Checks if the maximum value of x is observed more than once |
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Checks if the minimal value of x is observed more than once |
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Calculates the relative index i of time series x where q% of the mass of x lies left of i. |
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Returns the kurtosis of x (calculated with the adjusted Fisher-Pearson standardized moment coefficient G2). |
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Does time series have large standard deviation? |
Returns the relative last location of the maximum value of x. |
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Returns the last location of the minimal value of x. |
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Calculate a complexity estimate based on the Lempel-Ziv compression algorithm. |
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Returns the length of x |
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Calculate a linear least-squares regression for the values of the time series versus the sequence from 0 to length of the time series minus one. |
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Calculate a linear least-squares regression for the values of the time series versus the sequence from 0 to length of the time series minus one. |
Returns the length of the longest consecutive subsequence in x that is bigger than the mean of x |
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Returns the length of the longest consecutive subsequence in x that is smaller than the mean of x |
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Calculates the 1-D Matrix Profile[1] and returns Tukey's Five Number Set plus the mean of that Matrix Profile. |
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Largest fixed point of dynamics :math:argmax_x {h(x)=0}` estimated from polynomial , which has been fitted to the deterministic dynamics of Langevin model |
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Calculates the highest value of the time series x. |
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Returns the mean of x |
Average over first differences. |
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Average over time series differences. |
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Calculates the arithmetic mean of the n absolute maximum values of the time series. |
Returns the mean value of a central approximation of the second derivative |
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Returns the median of x |
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Calculates the lowest value of the time series x. |
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Calculates the number of crossings of x on m. |
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Number of different peaks in x. |
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Calculates the number of peaks of at least support n in the time series x. |
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Calculates the value of the partial autocorrelation function at the given lag. |
Returns the percentage of non-unique data points. |
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Returns the percentage of values that are present in the time series more than once. |
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Calculate the permutation entropy. |
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Calculates the q quantile of x. |
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This feature calculator accepts an input query subsequence parameter, compares the query (under z-normalized Euclidean distance) to all subsequences within the time series, and returns a count of the number of times the query was found in the time series (within some predefined maximum distance threshold). |
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Count observed values within the interval [min, max). |
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Ratio of values that are more than r * std(x) (so r times sigma) away from the mean of x. |
Returns a factor which is 1 if all values in the time series occur only once, and below one if this is not the case. |
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Returns the root mean square (rms) of the time series. |
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Calculate and return sample entropy of x. |
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This method returns a decorator that sets the property key of the function to value |
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Returns the sample skewness of x (calculated with the adjusted Fisher-Pearson standardized moment coefficient G1). |
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This feature calculator estimates the cross power spectral density of the time series x at different frequencies. |
Returns the standard deviation of x |
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Returns the sum of all data points, that are present in the time series more than once. |
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Returns the sum of all values, that are present in the time series more than once. |
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Calculates the sum over the time series values |
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Boolean variable denoting if the distribution of x looks symmetric. |
Returns the time reversal asymmetry statistic. |
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Count occurrences of value in time series x. |
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Returns the variance of x |
Is variance higher than the standard deviation? |
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Returns the variation coefficient (standard error / mean, give relative value of variation around mean) of x. |