Feature-based time series analysis

I used this example in my talk at useR!2019 in Toulouse, and it is also the basis of a vignette in the package, and a recent blog post by Mitchell O'Hara-Wild. The data set contains domestic tourist visitor nights in Australia, disaggregated by State, Region and Purpose. An example of a feature would be the autocorrelation function at lag 1 -- it is a numerical summary capturing some aspect of the time series. Autocorrelations at other lags are also features, as are the autocorrelations of the first differenced series, or the seasonally differenced series, etc. Another example of a feature is the strength of seasonality of a time series, as measured by \(1-\text{Var}(R_t)/\text{Var}(S_t R_t)\) where \(S_t\) is the seasonal component and \(R_t\) is the remainder component in an STL decomposition.