Feature Extraction And Statistics for Time Series
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README.md

feasts

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The R package feasts munches on tidy temporal data (tsibble) to produce time series features, decompositions, statistical summaries and convenient visualisations.

The features offered by feasts are essential for the fable modelling workflow. It includes convenient functions for exploration prior to modelling, and evaluation after modelling.

Installation

You can install the development version from GitHub with:

# install.packages("devtools")
devtools::install_github("tidyverts/feasts")

Example

library(feasts)
library(tsibbledata)
#> Loading required package: tsibble
#> 
#> Attaching package: 'tsibble'
#> The following object is masked from 'package:stats':
#> 
#>     filter
elecdemand %>% 
  ACF(Temperature, lag.max=48) %>%
  autoplot