This manual outlines the steps required to set up and implement highly comparative time-series analysis using the hctsa package, as described in our papers:
B.D. Fulcher and N.S. Jones. hctsa: A computational framework for automated time-series phenotyping using massive feature extraction. Cell Systems 5, 527 (2017).
B.D. Fulcher, M.A. Little, N.S. Jones. Highly comparative time-series analysis: the empirical structure of time series and their methods. J. Roy. Soc. Interface 10, 20130048 (2013).
An updated list of papers related to hctsa, or using hctsa is maintained on the hctsa wiki here.
An overview tutorial on applying hctsa to a 5-class EEG dataset is here.