theft

Tools for Handling Extraction of Features from Time series (theft)

Installation

You can install the stable version of theft from CRAN:

install.packages("theft")

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

devtools::install_github("hendersontrent/theft")

General purpose

theft is a software package for R that facilitates user-friendly access to a structured analytical workflow for the extraction, analysis, and visualisation of time-series features. The package provides a single point of access to a large number of time-series features from a range of existing R and Python packages and lets the user specify which groups (or all) of the these features to calculate. The packages which theft currently ‘steals’ features from include:

• catch22 (R; see Rcatch22 for the native implementation on CRAN)
• feasts (R)
• tsfeatures (R)
• Kats (Python)
• tsfresh (Python)
• TSFEL (Python)

Note that Kats, tsfresh and TSFEL are Python packages. The R package reticulate is used to call Python code that uses these packages and applies it within the broader tidy data philosophy embodied by theft. At present, depending on the input time series, theft provides access to >1300 features. Prior to using theft (only if you want to use the Kats, tsfresh or TSFEL feature sets; the R-based sets will run fine) you should have a working Python installation and download Kats using the instructions located here, tsfresh here and/or TSFEL here.

For a comprehensive comparison of these six feature sets, please refer to the recent paper An Empirical Evaluation of Time-Series Feature Sets.

Statistical and graphical tools

theft also contains an extensive suite of tools for automatic processing of extracted feature vectors (including data quality assessments and normalisation methods), low dimensional projections (linear and nonlinear), data matrix visualisations, single feature and multiple feature time-series classification procedures, and various other statistical and graphical tools.

Web application

An interactive web application has been built on top of theft which enables users to access most of the functionality included in the package from within a web browser without any code. The application automates the entire workflow included in theft, converts all static graphics included in the package into interactive visualisations, and enables downloads of feature calculations. Note that since theft is an active development project, not all functionality has been copied across to the webtool yet.

Citation

To cite package 'theft' in publications use:

  Trent Henderson (2022). theft: Tools for Handling Extraction of
  Features from Time Series. R package version 0.3.9.6.
  https://hendersontrent.github.io/theft/

A BibTeX entry for LaTeX users is

  @Manual{,
    title = {theft: Tools for Handling Extraction of Features from Time Series},
    author = {Trent Henderson},
    year = {2022},
    note = {R package version 0.3.9.6},
    url = {https://hendersontrent.github.io/theft/},
  }