R: Qualitative Features of Time Series

features {qualV} | R Documentation

## Qualitative Features of Time Series

### Description

A time series is characterised by a sequence of characters, indicating features of the time series itself, of its first or second derivative, steepness or level of values.

### Usage

    f.slope(x, y, f = 0.1, scale = c("mean", "range", "IQR", "sd", "none"))
    f.curve(x, y, f = 0.1, scale = c("mean", "range", "IQR", "sd", "none"))
    f.steep(x, y, f1 = 1, f2 = 0.1)
    f.level(y, high = 0.8, low = 0.2)

### Arguments

`x` | vector of time
`y` | input y values
`f` | factor defining the limit for constant (`f.slope`) or linear (`f.curve`) sequences
`f1` | factor for the upper bound of steepness
`f2` | factor for the lower bound of steepness
`scale` | method for internal scaling, `f` is multiplied with mean value, range, interquartile range (IQR) or standard deviation of increments (abs(delta y / delta x)).
`high` | lower limit of high values
`low` | upper limit of low values

### Details

For the first derivative the segment between two values is characterised by increasing ('A'), decreasing ('B') or constant ('C') and for the second by convex ('K'), concave ('I') or linear ('J'). For the property of the first derivative the segment between two values is characterised by very steep ('S'), steep ('T') or not steep ('U') or the values are divided into high ('H'), low ('L') or values in between ('M'). Note that for the last two cases the original values and the not increments are standardised (to [0, 1]).

### Value

`v` | interval sequence

### See Also

`LCS`, `qvalLCS`

### Examples

    data(phyto)
    bbobs    <- dpill(obs$t, obs$y)
    n        <- tail(obs$t, n = 1) - obs$t[1] + 1
    obsdpill <- ksmooth(obs$t, obs$y, kernel = "normal", bandwidth = bbobs,
                n.points = n)
    obss     <- data.frame(t = obsdpill$x, y = obsdpill$y)
    obss     <- obss[match(sim$t, obss$t), ]
    f.slope(obss$t, obss$y)
    f.curve(obss$t, obss$y)
    f.steep(obss$t, obss$y, f1 = 30, f2 = 10)
    f.level(obss$y)

[Package qualV version 0.3-3 Index]