Feature-Based Time-Series Analysis in R using the theft Package. (arXiv:2208.06146v3 [stat.ML] UPDATED)

Time series are measured and analyzed across the sciences. One method of
quantifying the structure of time series is by calculating a set of summary
statistics or `features', and then representing a time series in terms of its
properties as a feature vector. The resulting feature space is interpretable
and informative, and enables conventional statistical learning approaches,
including clustering, regression, and classification, to be applied to
time-series datasets. Many open-source software packages for computing sets of
time-series features exist across …

analysis arxiv feature ml package series time