cal_features.Rd
Computes relevant time series features before applying them to the model
cal_features( tslist, seasonal = FALSE, m = 1, lagmax = 2L, database, h, highfreq )
tslist | a list of univariate time series |
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seasonal | if FALSE, restricts to features suitable for non-seasonal data |
m | frequency of the time series or minimum frequency in the case of msts objects |
lagmax | maximum lag at which to calculate the acf (quarterly series-5L, monthly-13L, weekly-53L, daily-8L, hourly-25L) |
database | whether the time series is from mcomp or other |
h | forecast horizon |
highfreq | whether the time series is weekly, daily or hourly |
dataframe: each column represent a feature and each row represent a time series