Introduction to basicproperties

Trent Henderson

2023-09-07

library(basicproperties)

Purpose

basicproperties is an R package for the calculation of a set of very basic statistical properties of time-series data. It is the intention that these be used as a form of measurement against which more complex time-series feature sets or individual features can be compared. This ensures that complexity is added only when warranted.

Usage

Users can compute all the features in basicproperties at once using the main function get_properties. This can be run in a one-liner as it only takes an input vector as an argument. Here is a demonstration on a vector of \(T = 1000\) samples generated from an AR(1) process:

y <- arima.sim(model = list(ar = 0.8), n = 1000)
outs <- get_properties(y)
head(outs)
#>   feature_name       values  feature_set
#> 1         mean  0.078300260 distribution
#> 2       median  0.081857965 distribution
#> 3         mode           NA distribution
#> 4          min -4.583086454 distribution
#> 5          max  4.902474410 distribution
#> 6     skewness -0.005914857 distribution

Computational performance

basicproperties is highly computationally efficient, scaling nearly linearly with time-series size. Computation time in seconds for a range of time series lengths is presented below.