Feature overview table
Last updated
Last updated
Note that all catch22 features are statistical properties of the z-scored time seriesāthey aim to focus on properties of the time-ordering of the data and are insensitive to the raw values in the time series.
In the table below we give the original feature name [from the Lubba et al. (2019) paper], and a shorter name more suitable for use in feature descriptions.
Features are also (loosely) categorized into broad conceptual groupings.
# | Feature name | Short name | Category | Description |
---|---|---|---|---|
And in some cases, in which scale and spread of the raw time-series values may be relevant to class differences, the two simple distributional moment features (using the catch24
flag in the software implemenations) can be added:
Feature name | Short name | Description |
---|---|---|
DN_Mean
mean
Mean
DN_Spread_Std
std
Standard deviation
DN_HistogramMode_5
mode_5
5-bin histogram mode
DN_HistogramMode_10
mode_10
10-bin histogram mode
DN_OutlierInclude_p_001_mdrmd
outlier_timing_pos
Positive outlier timing
DN_OutlierInclude_n_001_mdrmd
outlier_timing_neg
Negative outlier timing
ļ¬rst1e_acf_tau
acf_timescale
ļ¬rstMin_acf
acf_first_min
First minimum of the ACF
SP_Summaries_welch_rect_area_5_1
low_freq_power
Power in lowest 20% frequencies
SP_Summaries_welch_rect_centroid
centroid_freq
Centroid frequency
FC_LocalSimple_mean3_stderr
forecast_error
Error of 3-point rolling mean forecast
FC_LocalSimple_mean1_tauresrat
whiten_timescale
Change in autocorrelation timescale after incremental differencing
MD_hrv_classic_pnn40
high_fluctuation
Proportion of high incremental changes in the series
SB_BinaryStats_mean_longstretch1
stretch_high
Longest stretch of above-mean values
SB_BinaryStats_diff_longstretch0
stretch_decreasing
Longest stretch of decreasing values
SB_MotifThree_quantile_hh
entropy_pairs
Entropy of successive pairs in symbolized series
CO_HistogramAMI_even_2_5
ami2
Histogram-based automutual information (lag 2, 5 bins)
CO_trev_1_num
trev
Time reversibility
IN_AutoMutualInfoStats_40_gaussian_fmmi
ami_timescale
First minimum of the AMI function
SB_TransitionMatrix_3ac_sumdiagcov
transition_variance
Transition matrix column variance
PD_PeriodicityWang_th001
periodicity
Wang's periodicity metric
CO_Embed2_Dist_tau_d_expfit_meandiff
embedding_dist
Goodness of exponential fit to embedding distance distribution
SC_FluctAnal_2_rsrangeļ¬t_50_1_logi_prop_r1
rs_range
Rescaled range fluctuation analysis (low-scale scaling)
SC_FluctAnal_2_dfa_50_1_2_logi_prop_r1
dfa
Detrended fluctuation analysis (low-scale scaling)
First crossing of the ACF