Feature-based time series analysis

In my last post, I showed how the feasts package can be used to produce various time series graphics. The feasts package also includes functions for computing FEatures And Statistics from Time Series (hence the name). In this post I will give three examples of how these might be used. library(tidyverse) library(tsibble) library(feasts) Exploring Australian tourism data I used this example in my talk at useR!2019 in Toulouse, and it is also the basis of a vignette in the package, and a recent blog post by Mitchell O’Hara-Wild.

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Time series graphics using feasts

This is the second post on the new tidyverts packages for tidy time series analysis. The previous post is here. For users migrating from the forecast package, it might be useful to see how to get similar graphics to those they are used to. The forecast package is built for ts objects, while the feasts package provides features, statistics and graphics for tsibbles. (See my first post for a description of tsibbles.

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Recent publications

  • Priyanga Dilini Talagala, Rob J Hyndman, Catherine Leigh, Kerrie Mengersen and Kate Smith-Miles (2019) A feature-based framework for detecting technical outliers in water-quality data from in situ sensors. Water Resources Research, to appear. Abstract  pdf
  • Catherine Leigh, Sevvandi Kandanaarachchi, James M McGree, Rob J Hyndman, Omar Alsibai, Kerrie Mengersen, Erin E Peterson (2019) Predicting sediment and nutrient concentrations in rivers using high-frequency water quality surrogates. PLOS ONE, to appear. Abstract  pdf
  • Sevvandi Kandanaarachchi, Rob J Hyndman (2019) Dimension reduction for outlier detection using DOBIN. Abstract  pdf
  • Atefeh Zamani, Hossein Haghbin, Maryam Hashemi, Rob J Hyndman (2019) Seasonal functional autoregressive models. Abstract  pdf

Recent and upcoming seminars

  • Forecasting is not prophecy: dealing with high-dimensional probabilistic forecasts in practice. (21 August 2019) More info...
  • High-dimensional time series analysis. (17 August 2019) More info...
  • Advancing forecasting research and practice. (19 June 2019) More info...
  • A feast of time series tools. (19 June 2019) More info...