Feature overview table
Note that all catch22 features are statistical properties of the z-scored time series—they 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 |
---|---|---|---|---|
1 | DN_HistogramMode_5 | mode_5 | 5-bin histogram mode | |
2 | DN_HistogramMode_10 | mode_10 | 10-bin histogram mode | |
3 | DN_OutlierInclude_p_001_mdrmd | outlier_timing_pos | Positive outlier timing | |
4 | DN_OutlierInclude_n_001_mdrmd | outlier_timing_neg | Negative outlier timing | |
5 | first1e_acf_tau | acf_timescale | First crossing of the ACF | |
6 | firstMin_acf | acf_first_min | First minimum of the ACF | |
7 | SP_Summaries_welch_rect_area_5_1 | low_freq_power | Power in lowest 20% frequencies | |
8 | SP_Summaries_welch_rect_centroid | centroid_freq | Centroid frequency | |
9 | FC_LocalSimple_mean3_stderr | forecast_error | Error of 3-point rolling mean forecast | |
10 | FC_LocalSimple_mean1_tauresrat | whiten_timescale | Change in autocorrelation timescale after incremental differencing | |
11 | MD_hrv_classic_pnn40 | high_fluctuation | Proportion of high incremental changes in the series | |
12 | SB_BinaryStats_mean_longstretch1 | stretch_high | Longest stretch of above-mean values | |
13 | SB_BinaryStats_diff_longstretch0 | stretch_decreasing | Longest stretch of decreasing values | |
14 | SB_MotifThree_quantile_hh | entropy_pairs | Entropy of successive pairs in symbolized series | |
15 | CO_HistogramAMI_even_2_5 | ami2 | Histogram-based automutual information (lag 2, 5 bins) | |
16 | CO_trev_1_num | trev | Time reversibility | |
17 | IN_AutoMutualInfoStats_40_gaussian_fmmi | ami_timescale | First minimum of the AMI function | |
18 | SB_TransitionMatrix_3ac_sumdiagcov | transition_variance | Transition matrix column variance | |
19 | PD_PeriodicityWang_th001 | periodicity | Wang's periodicity metric | |
20 | CO_Embed2_Dist_tau_d_expfit_meandiff | embedding_dist | Goodness of exponential fit to embedding distance distribution | |
21 | SC_FluctAnal_2_rsrangefit_50_1_logi_prop_r1 | rs_range | Rescaled range fluctuation analysis (low-scale scaling) | |
22 | SC_FluctAnal_2_dfa_50_1_2_logi_prop_r1 | dfa | Detrended fluctuation analysis (low-scale scaling) |
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 |
Last modified 1mo ago