Name

Formula

Variants

Nr instances

n

$\frac{p}{n}$ , $\log \left(n\right)$ , $\log \left(\frac{n}{p}\right)$

Nr features

p

$\log \left(p\right)$ , % categorical

Sample mean

$\mu$

Sample median

$\tilde{X}$

Sample var

${\sigma }^2$

Sample min

$\underset{X}{\max }$

Sample max

$\underset{X}{\min }$

Sample std

$\sigma$

Percentile

$P_i$

q1, q25, q75, q99

Interquartile Range (IQR)

$q75-q25$

Normalized mean

$\frac{\mu }{\underset{X}{\max }}$

Normalized median

$\frac{\widetilde{X^X}}{\max X}$

Sample range

$\underset{X}{\max }-\underset{X}{\min }$

Sample Gini

Median absolute deviation

$median\left(X-\tilde{X}\right)$

Average absolute deviation

$avg\left(X-\tilde{X}\right)$

Quantile Coefficient Dispersion

$\frac{\left(q75-q25\right)}{\left(q75+q25\right)}$

Coefficient of variance

Outlier outside 1% or 99%

%samples outlier 1% or 99%

Outlier 3 STD

%samples outside $3\sigma$

Normal test

k-th moments

5th to 10th moments

Skewness

Feature skewness

max, min, μ, σ, skewness, kurtosis

Kurtosis

$\frac{{\mu }_4}{{\sigma }^4}$

max, min, μ, σ, skewness, kurtosis

Correlation

$\rho$

max, min, μ, σ, skewness, kurtosis

Covariance

$Cov$

max, min, μ, σ, skewness, kurtosis

Sparsity

$\frac{\#Uniquevalues}{n}$

max, min, μ, σ, skewness, kurtosis

ANOVA p-value

$p_{ANOVA}^n$

max, min, μ, σ, skewness, kurtosis

Coeff of variation

$\frac{{\sigma }_x}{{\mu }_x}$

Norm. entropy

$\frac{H\left(X\right)}{{\log }_{2}n}$

max, min, μ, σ