# Feature Selection for Multivariate Time Series

## Documentation for package ‘fsMTS’ version 0.1.5

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

fsMTS-package | Feature selection for Multivariate Time Series
cutoff | Choosing most important features
fsEnsemble | Ensemble feature selection for MTS
fsMTS | Feature selection for multivariate time series
fsSimilarity | Calculating similarity of two feature sets
fsSimilarityMatrix | Constructing the similarity matrix
fsSparsity | Calculating sparsity of a feature set
traffic | Urban traffic (pre-processed)
traffic.mini | Urban traffic (preprocessed and reduced)