4.7 Further reading

  • The idea of using STL for features originated with Wang et al. (2006).
  • The features provided by the feasts package were motivated by their use in Hyndman et al. (2015) and Kang et al. (2017).
  • The exploration of a set of time series using principal components on a large collection of features was proposed by Kang et al. (2017).