Add features for intermittency

[mitchelloharawild]

cc @robjhyndman

Any well known features that should be included for this, or should I make some up?

[robjhyndman]

The two that are used in the literature (Kostenko & Hyndman 2006: doi.org/10.1057/palgrave.jors.2602211)

• p = average interval between non-zero observations
• v = squared coefficient of variation of non-zero observations

You could probably also add proportion of zeros in the time series

[mitchelloharawild]

Great, I was considering something with rle which should be equivalent to p.

What do you think about the proportion of the series starting/ending with 0. In sales data, this may indicate if a product has been phased in or out.

[robjhyndman]

Yes, that could also be useful.