otsfeatures: Ordinal Time Series Analysis
An implementation of several functions for feature extraction in
ordinal time series datasets. Specifically, some of the features proposed by
Weiss (2019) <doi:10.1080/01621459.2019.1604370> can be computed.
These features can be used to perform inferential tasks or to feed machine
learning algorithms for ordinal time series, among others. The package also includes some
interesting datasets containing financial time series. Practitioners from a
broad variety of fields could benefit from the general framework provided
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