Calculate the first 100 FFT coefficients for a time-series vector as per the tsfresh package for Python

Calculate the first 100 FFT coefficients for a time-series vector as per the tsfresh package for Python

Usage

fft_coefficients(y, attrs = c("real", "imag", "abs", "angle"))

Arguments

y

numeric vector of values

attrs

character vector denoting which components to calculate. Can be one of "real", "imag", "abs", or "angle". Defaults to all through c("real", "imag", "abs", "angle")

Value

data.frame of results

References

Christ, M., Braun, N., Neuffer, J., and Kempa-Liehr A.W. (2018). Time Series FeatuRe Extraction on basis of Scalable Hypothesis tests (tsfresh -- A Python package). Neurocomputing 307

Author

Trent Henderson