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Calculate FFT absolute value and angle coefficients for an input time-series vector

Source: R/fft_features.R
fft_features.Rd

Computes the absolute value and angle of FFT coefficients 0-99, following the same convention as tsfresh's fft_coefficient feature with attr = "abs" and attr = "angle".

Usage

fft_features(y, squared = TRUE)

Arguments

y

numeric vector of values

squared

Boolean specifying whether to compute squared magnitude (|X[k]|^2) instead of absolute value (|X[k]|). Defaults to TRUE

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, 72–77. doi:10.1016/j.neucom.2018.03.067

Author

Trent Henderson