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This PipeOp extracts time series features from functional columns.

For more details, see tsfeatures::tsfeatures(), which is called internally.

Parameters

The parameters are the parameters inherited from PipeOpTaskPreprocSimple, as well as the following parameters:

  • features :: character()
    Function names which return numeric vectors of features. All features returned by these functions must be named if they return more than one feature. Default is c("frequency", "stl_features", "entropy", "acf_features").

  • scale :: logical(1)
    If TRUE, data is scaled to mean 0 and sd 1 before features are computed. Default is TRUE.

  • trim :: logical(1)
    If TRUE, data is trimmed by trim_amount before features are computed. Values larger than trim_amount in absolute value are set to NA. Default is FALSE.

  • trim_amount :: numeric(1)
    Default level of trimming. Default is 0.1.

  • parallel :: logical(1)
    If TRUE, the features are computed in parallel. Default is FALSE.

  • multiprocess :: any
    The function from the future package to use for parallel processing. Default is future::multisession().

  • na.action :: any
    A function to handle missing values. Default is stats::na.pass().

Naming

The new names generally append a _{feature} to the corresponding column name. If a column was called "x" and the feature is "trend", the corresponding new column will be called "x_trend".

Methods

Inherited methods


Method new()

Initializes a new instance of this Class.

Usage

PipeOpTSFeatures$new(id = "fda.tsfeats", param_vals = list())

Arguments

id

(character(1))
Identifier of resulting object, default is "fda.tsfeats".

param_vals

(named list())
List of hyperparameter settings, overwriting the hyperparameter settings that would otherwise be set during construction. Default list().


Method clone()

The objects of this class are cloneable with this method.

Usage

PipeOpTSFeatures$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

task = tsk("fuel")
po_tsfeats = po("fda.tsfeats")
task_tsfeats = po_tsfeats$train(list(task))[[1L]]
task_tsfeats$data()
#>       heatan    h20 NIR_frequency NIR_nperiods NIR_seasonal_period NIR_trend
#>        <num>  <num>         <num>        <num>               <num>     <num>
#>   1: 26.7810 2.3000             1            0                   1 0.9546922
#>   2: 27.4720 3.0000             1            0                   1 0.9515743
#>   3: 23.8400 2.0002             1            0                   1 0.4707549
#>   4: 18.1680 1.8500             1            0                   1 0.4779991
#>   5: 17.5170 2.3898             1            0                   1 0.9507122
#>  ---                                                                        
#> 125: 23.8340 2.1100             1            0                   1 0.8778792
#> 126: 11.8050 1.6200             1            0                   1 0.9854779
#> 127:  8.8315 1.4200             1            0                   1 0.9887717
#> 128: 11.3450 1.4800             1            0                   1 0.9562442
#> 129: 28.9940 2.5000             1            0                   1 0.8044784
#>         NIR_spike NIR_linearity NIR_curvature  NIR_e_acf1 NIR_e_acf10
#>             <num>         <num>         <num>       <num>       <num>
#>   1: 5.092984e-07      1.500377   -14.8389900  0.08526800  0.13922801
#>   2: 6.047324e-07     13.551188    -5.1228861  0.04333781  0.06594578
#>   3: 9.909298e-05     -8.992664    -3.7895780 -0.36900748  0.29693031
#>   4: 4.928023e-05      6.689307    -3.8887742 -0.10463336  0.19071080
#>   5: 6.500488e-07     14.045622    -4.3742672  0.18067626  0.09144276
#>  ---                                                                 
#> 125: 5.229296e-06     14.009846    -3.3695527  0.15252180  0.18735242
#> 126: 3.639621e-08     15.134587    -0.2588765  0.19727503  0.20779722
#> 127: 3.976177e-08     15.038312    -0.1175876  0.43423412  0.27618845
#> 128: 5.638686e-07     11.562683    -8.9000714  0.18090095  0.09866772
#> 129: 7.539249e-06    -12.302347    -4.8001860 -0.19585687  0.08648780
#>      NIR_entropy NIR_x_acf1 NIR_x_acf10 NIR_diff1_acf1 NIR_diff1_acf10
#>            <num>      <num>       <num>          <num>           <num>
#>   1:   0.4354773  0.9069888   6.3605955     -0.2832035      0.37528302
#>   2:   0.2939412  0.9448758   7.8253925     -0.4984864      0.36126344
#>   3:   0.6530189  0.2826531   2.0955036     -0.7039771      0.72744609
#>   4:   0.8348614  0.3648791   0.8041568     -0.5993595      0.72452181
#>   5:   0.3665353  0.9154091   6.6681478     -0.3014810      0.14010207
#>  ---                                                                  
#> 125:   0.3783612  0.8836760   5.9622264     -0.2487911      0.26465533
#> 126:   0.2542462  0.9616638   7.7381442     -0.5169663      0.65119007
#> 127:   0.0923419  0.9692264   7.7931485     -0.2257876      0.06959872
#> 128:   0.3504391  0.9495463   7.8098652     -0.3017364      0.17580374
#> 129:   0.2084854  0.7670506   5.7345844     -0.5114536      0.29116684
#>      NIR_diff2_acf1 NIR_diff2_acf10 UVVIS_frequency UVVIS_nperiods
#>               <num>           <num>           <num>          <num>
#>   1:     -0.5342972       0.6742914               1              0
#>   2:     -0.6633171       0.5959168               1              0
#>   3:     -0.7866512       0.9116270               1              0
#>   4:     -0.7539921       1.1019418               1              0
#>   5:     -0.6114086       0.4473425               1              0
#>  ---                                                              
#> 125:     -0.5366052       0.5611325               1              0
#> 126:     -0.7609619       1.1970879               1              0
#> 127:     -0.6044396       0.4192549               1              0
#> 128:     -0.6131724       0.5282163               1              0
#> 129:     -0.6604822       0.4903499               1              0
#>      UVVIS_seasonal_period UVVIS_trend  UVVIS_spike UVVIS_linearity
#>                      <num>       <num>        <num>           <num>
#>   1:                     1   0.9392390 1.503863e-06       10.552105
#>   2:                     1   0.8320405 2.371308e-05        9.967401
#>   3:                     1   0.7324108 1.782489e-05        8.067557
#>   4:                     1   0.6591754 3.880087e-05        7.817542
#>   5:                     1   0.7990575 2.365003e-05        9.251109
#>  ---                                                               
#> 125:                     1   0.4516040 9.644443e-05        6.383468
#> 126:                     1   0.6914674 3.511260e-05        2.346512
#> 127:                     1   0.8352613 8.696230e-06        1.220885
#> 128:                     1   0.8974968 5.003478e-06        3.381766
#> 129:                     1   0.7180091 6.170982e-05        9.689281
#>      UVVIS_curvature UVVIS_e_acf1 UVVIS_e_acf10 UVVIS_entropy UVVIS_x_acf1
#>                <num>        <num>         <num>         <num>        <num>
#>   1:       3.7969671   0.06234423    0.14352149     0.3430382    0.9268348
#>   2:       2.9073728  -0.12952783    0.08974614     0.4686135    0.8322983
#>   3:       1.6726579  -0.12604541    0.15486072     0.6220675    0.6844840
#>   4:       4.5641515  -0.21621644    0.12689752     0.6280994    0.5695714
#>   5:       3.9977271  -0.29746795    0.18589166     0.2662301    0.7274064
#>  ---                                                                      
#> 125:       3.7901989  -0.01400302    0.07658932     0.6899361    0.4432345
#> 126:       7.9806922  -0.21722795    0.16418124     0.6601140    0.5810357
#> 127:       9.8332792  -0.30735123    0.28247539     0.3755616    0.7721900
#> 128:       9.2982058  -0.18280897    0.07571742     0.4438987    0.8695996
#> 129:       0.3354961  -0.19728333    0.18618097     0.4433417    0.6908904
#>      UVVIS_x_acf10 UVVIS_diff1_acf1 UVVIS_diff1_acf10 UVVIS_diff2_acf1
#>              <num>            <num>             <num>            <num>
#>   1:      7.025376       -0.3361110         0.3484453       -0.4994596
#>   2:      5.930650       -0.4541526         0.3318020       -0.6050046
#>   3:      3.739534       -0.4730931         0.3110636       -0.6450409
#>   4:      3.620160       -0.6062612         0.5471917       -0.7394589
#>   5:      4.917010       -0.6055341         0.5175728       -0.6662655
#>  ---                                                                  
#> 125:      1.452620       -0.4243995         0.2306197       -0.5893079
#> 126:      3.120828       -0.5156116         0.5919048       -0.6730118
#> 127:      4.787938       -0.6121137         0.6976292       -0.6873167
#> 128:      6.199741       -0.5181048         0.3134932       -0.6955121
#> 129:      4.286336       -0.4140705         0.3492405       -0.5288576
#>      UVVIS_diff2_acf10
#>                  <num>
#>   1:         0.5223420
#>   2:         0.6000084
#>   3:         0.5107427
#>   4:         0.8566489
#>   5:         0.6403891
#>  ---                  
#> 125:         0.3937492
#> 126:         1.0841297
#> 127:         0.9018225
#> 128:         0.6023695
#> 129:         0.5288989