Calculate quantiles combined with FFT absolute value and angle coefficients

Computes 101 quantiles together with 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

fftquantiles(y, quantiles = seq(0, 1, by = 0.01), squared = TRUE)

Arguments

y

numeric vector of values

quantiles

numeric vector of quantiles to calculate. Defaults to seq(0, 1, by = 0.01)

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