An R package for extracting features from continuous or discrete time series. These features can then be used as inputs to multivariate statistical procedures like clustering, dimensionality reduction, and classification. qFeature constructs the features by using moving windows of regression fits for continuous variables and by summarizing the duration and transistion features of discrete variables. This is a high-speed implementation of the feature extraction methods of the Morning Report Algorithms developed by Brett Amidan and Tom Ferryman.
You can learn more about the algorithms of qFeature in the vignette.
Begin by installing dependencies from CRAN:
install.packages(c("devtools", "plyr", "moments", "foreach", "doParallel", "knitr", "mvbutils"))
The Smisc package (a dependency of qFeature) and qFeature itself contain C code and require compilation. To do this
- on a Mac, you'll need Xcode
- on Windows, you'll need to install R tools
- on Linux, compilation should take place "automatically"
With the compilation tools in place, you can now install dependencies and the package itself from the PNNL github site:
devtools::install_github("pnnl/Smisc")
devtools::install_github("pnnl/qFeature")
The vignette for the qFeature package is the principal resource for understanding what the package does. After installing
the package, you can can browse the package and the vignette as follows:
library(qFeature)
browseVignettes("qFeature")
And a list of all the package functions can be found this way:
help(package = qFeature)
And this will provide citation information:
citation("qFeature")
We welcome contributions to this package. Please follow these steps when contributing.