[R] time-series features skewness kurtosis periodicity trend seasonality

David Winsemius dwinsemius at comcast.net
Tue Apr 3 19:00:42 CEST 2012


On Apr 3, 2012, at 12:34 PM, John Kohr wrote:

>
> Hello everyone,

>
> I found the paper "A scalable method for time-series clustering" and  
> there are proposed several measures to characterize time-series like  
> trend, seasonality, periodicity, serial correlation, skewness,  
> kurtosis, self-similarity etc.
>
> They say they have implemented them on R, do you have any clue if  
> there is a package calculating them? or any other packages that  
> calculate some of them so that i can combine them?

http://cran.r-project.org/web/views/TimeSeries.html

-- 

David Winsemius, MD
West Hartford, CT



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