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Rcatch22 <img src="man/figures/logo.png" align="right" width="120" />

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R package for the calculation of 22 CAnonical Time-series CHaracteristics. The package is an efficient implementation that calculates time-series features coded in C.

Installation

You can install the stable version of Rcatch22 from CRAN using the following:

install.packages("Rcatch22")

You can install the development version of Rcatch22 from GitHub using the following:

devtools::install_github("hendersontrent/Rcatch22")

You might also be interested in a related R package called theft (Tools for Handling Extraction of Features from Time series) which provides standardised access to Rcatch22 and 5 other feature sets (including 3 feature sets from Python libraries) for a total of ~1,200 features. theft also includes extensive functionality for processing and analysing time-series features, including automatic time-series classification, top performing feature identification, and a range of statistical data visualisations.

Wiki

Please open the included vignette within an R environment or visit the detailed Rcatch22 Wiki for information and tutorials.

Computational performance

With features coded in C, Rcatch22 is highly computationally efficient, scaling nearly linearly with time-series size. Computation time in seconds for a range of time series lengths is presented below.

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catch24

An option to include the mean and standard deviation as features in addition to catch22 is available through setting the catch24 argument to TRUE:

features <- catch22_all(x, catch24 = TRUE)

Citation

A DOI is provided at the top of this README. Alternatively, the package can be cited using the following:

To cite package 'Rcatch22' in publications use:

  Trent Henderson (2022). Rcatch22: Calculation of 22 CAnonical
  Time-Series CHaracteristics. R package version 0.2.1.
  https://CRAN.R-project.org/package=Rcatch22

A BibTeX entry for LaTeX users is

  @Manual{,
    title = {Rcatch22: Calculation of 22 CAnonical Time-Series CHaracteristics},
    author = {Trent Henderson},
    year = {2022},
    note = {R package version 0.2.1},
    url = {https://CRAN.R-project.org/package=Rcatch22},
  }

Please also cite the original catch22 paper: