ExpandedStatisticalFeatures

scirs2_series::features::statistical

Struct ExpandedStatisticalFeatures 

Source 
pub struct ExpandedStatisticalFeatures<F> {
Show 73 fields
    pub fifth_moment: F,
    pub sixth_moment: F,
    pub excess_kurtosis: F,
    pub trimmed_mean_10: F,
    pub trimmed_mean_20: F,
    pub winsorized_mean_5: F,
    pub median_absolute_deviation: F,
    pub interquartile_mean: F,
    pub midhinge: F,
    pub trimmed_range: F,
    pub p5: F,
    pub p10: F,
    pub p90: F,
    pub p95: F,
    pub p99: F,
    pub percentile_ratio_90_10: F,
    pub percentile_ratio_95_5: F,
    pub mean_absolute_deviation: F,
    pub median_mean_absolute_deviation: F,
    pub gini_coefficient: F,
    pub index_of_dispersion: F,
    pub quartile_coefficient_dispersion: F,
    pub relative_mean_deviation: F,
    pub lower_tail_ratio: F,
    pub upper_tail_ratio: F,
    pub tail_ratio: F,
    pub lower_outlier_count: usize,
    pub upper_outlier_count: usize,
    pub outlier_ratio: F,
    pub harmonic_mean: F,
    pub geometric_mean: F,
    pub quadratic_mean: F,
    pub cubic_mean: F,
    pub mode_approximation: F,
    pub mean_median_distance: F,
    pub coefficient_quartile_variation: F,
    pub standard_error_mean: F,
    pub coefficient_mean_deviation: F,
    pub relative_standard_deviation: F,
    pub variance_range_ratio: F,
    pub l_scale: F,
    pub l_skewness: F,
    pub l_kurtosis: F,
    pub bowley_skewness: F,
    pub kelly_skewness: F,
    pub moors_kurtosis: F,
    pub jarque_bera_statistic: F,
    pub anderson_darling_statistic: F,
    pub kolmogorov_smirnov_statistic: F,
    pub shapiro_wilk_statistic: F,
    pub dagostino_statistic: F,
    pub normality_score: F,
    pub biweight_midvariance: F,
    pub biweight_midcovariance: F,
    pub qn_estimator: F,
    pub sn_estimator: F,
    pub zero_crossings: usize,
    pub positive_count: usize,
    pub negative_count: usize,
    pub local_maxima_count: usize,
    pub local_minima_count: usize,
    pub above_mean_proportion: F,
    pub below_mean_proportion: F,
    pub energy: F,
    pub root_mean_square: F,
    pub sum_absolute_values: F,
    pub mean_absolute_value: F,
    pub signal_power: F,
    pub peak_to_peak: F,
    pub concentration_coefficient: F,
    pub herfindahl_index: F,
    pub shannon_diversity: F,
    pub simpson_diversity: F,

}
Expand description

Comprehensive expanded statistical features for in-depth time series analysis.

This struct contains advanced statistical measures that go beyond basic descriptive statistics, including higher-order moments, robust statistics, distribution characteristics, tail behavior analysis, normality tests, and many other sophisticated measures.

Fields§

§fifth_moment: F

Fifth moment (measure of asymmetry beyond skewness)

§sixth_moment: F

Sixth moment (measure of tail behavior beyond kurtosis)

§excess_kurtosis: F

Excess kurtosis (kurtosis - 3)

§trimmed_mean_10: F

Trimmed mean (10% trimmed)

§trimmed_mean_20: F

Trimmed mean (20% trimmed)

§winsorized_mean_5: F

Winsorized mean (5% winsorized)

§median_absolute_deviation: F

Median absolute deviation (MAD)

§interquartile_mean: F

Interquartile mean (mean of values between Q1 and Q3)

§midhinge: F

Midhinge ((Q1 + Q3) / 2)

§trimmed_range: F

Trimmed range (90% range, excluding extreme 5% on each side)

§p5: F

5th percentile

§p10: F

10th percentile

§p90: F

90th percentile

§p95: F

95th percentile

§p99: F

99th percentile

§percentile_ratio_90_10: F

Percentile ratio (P90/P10)

§percentile_ratio_95_5: F

Percentile ratio (P95/P5)

§mean_absolute_deviation: F

Mean absolute deviation from mean

§median_mean_absolute_deviation: F

Mean absolute deviation from median

§gini_coefficient: F

Gini coefficient (measure of inequality)

§index_of_dispersion: F

Index of dispersion (variance-to-mean ratio)

§quartile_coefficient_dispersion: F

Quartile coefficient of dispersion

§relative_mean_deviation: F

Relative mean deviation

§lower_tail_ratio: F

Lower tail ratio (P10/P50)

§upper_tail_ratio: F

Upper tail ratio (P90/P50)

§tail_ratio: F

Tail ratio ((P90-P50)/(P50-P10))

§lower_outlier_count: usize

Lower outlier count (values < Q1 - 1.5*IQR)

§upper_outlier_count: usize

Upper outlier count (values > Q3 + 1.5*IQR)

§outlier_ratio: F

Outlier ratio (total outliers / total observations)

§harmonic_mean: F

Harmonic mean

§geometric_mean: F

Geometric mean

§quadratic_mean: F

Quadratic mean (RMS)

§cubic_mean: F

Cubic mean

§mode_approximation: F

Mode (most frequent value approximation)

§mean_median_distance: F

Distance from mean to median

§coefficient_quartile_variation: F

Coefficient of quartile variation

§standard_error_mean: F

Standard error of mean

§coefficient_mean_deviation: F

Coefficient of mean deviation

§relative_standard_deviation: F

Relative standard deviation (CV as percentage)

§variance_range_ratio: F

Variance-to-range ratio

§l_scale: F

L-moments: L-scale (L2)

§l_skewness: F

L-moments: L-skewness (L3/L2)

§l_kurtosis: F

L-moments: L-kurtosis (L4/L2)

§bowley_skewness: F

Bowley skewness coefficient

§kelly_skewness: F

Kelly skewness coefficient

§moors_kurtosis: F

Moors kurtosis

§jarque_bera_statistic: F

Jarque-Bera test statistic

§anderson_darling_statistic: F

Anderson-Darling test statistic approximation

§kolmogorov_smirnov_statistic: F

Kolmogorov-Smirnov test statistic approximation

§shapiro_wilk_statistic: F

Shapiro-Wilk test statistic approximation

§dagostino_statistic: F

D’Agostino normality test statistic

§normality_score: F

Normality score (composite measure)

§biweight_midvariance: F

Biweight midvariance

§biweight_midcovariance: F

Biweight midcovariance

§qn_estimator: F

Qn robust scale estimator

§sn_estimator: F

Sn robust scale estimator

§zero_crossings: usize

Number of zero crossings (around mean)

§positive_count: usize

Number of positive values

§negative_count: usize

Number of negative values

§local_maxima_count: usize

Number of local maxima

§local_minima_count: usize

Number of local minima

§above_mean_proportion: F

Proportion of values above mean

§below_mean_proportion: F

Proportion of values below mean

§energy: F

Energy (sum of squares)

§root_mean_square: F

Root mean square

§sum_absolute_values: F

Sum of absolute values

§mean_absolute_value: F

Mean of absolute values

§signal_power: F

Signal power

§peak_to_peak: F

Peak-to-peak amplitude

§concentration_coefficient: F

Concentration coefficient

§herfindahl_index: F

Herfindahl index (sum of squared proportions)

§shannon_diversity: F

Shannon diversity index

§simpson_diversity: F

Simpson diversity index

Trait Implementations§

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impl<F: Clone> Clone for ExpandedStatisticalFeatures<F>

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fn clone(&self) -> ExpandedStatisticalFeatures<F>

Returns a duplicate of the value. Read more
1.0.0 · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl<F: Debug> Debug for ExpandedStatisticalFeatures<F>

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl<F> Default for ExpandedStatisticalFeatures<F>
where F: Float + FromPrimitive,

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fn default() -> Self

Returns the “default value” for a type. Read more

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