Add many time series features to the data
Add many time series features to the data
tk_augment_timeseries_signature(.data, .date_var = NULL)
.data |
A time-based tibble or time-series object. |
.date_var |
For |
tk_augment_timeseries_signature() adds 25+ time series features including:
Trend in Seconds Granularity: index.num
Yearly Seasonality: Year, Month, Quarter
Weekly Seasonality: Week of Month, Day of Month, Day of Week, and more
Daily Seasonality: Hour, Minute, Second
Weekly Cyclic Patterns: 2 weeks, 3 weeks, 4 weeks
Returns a tibble object describing the timeseries.
Augment Operations:
tk_augment_timeseries_signature() - Group-wise augmentation of timestamp features
tk_augment_holiday_signature() - Group-wise augmentation of holiday features
tk_augment_slidify() - Group-wise augmentation of rolling functions
tk_augment_lags() - Group-wise augmentation of lagged data
tk_augment_differences() - Group-wise augmentation of differenced data
tk_augment_fourier() - Group-wise augmentation of fourier series
Underlying Function:
tk_get_timeseries_signature() - Returns timeseries features from an index
library(dplyr)
library(timetk)
m4_daily %>%
group_by(id) %>%
tk_augment_timeseries_signature(date)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.