A Tool Kit for Working with Time Series in R


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Documentation for package ‘timetk’ version 1.0.0

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A B D F G H I L M P R S T W misc

-- A --

add_time Add / Subtract (For Time Series)
auto_lambda Box Cox Transformation

-- B --

between_time Between (For Time Series): Range detection for date or date-time sequences
bike_sharing_daily Daily Bike Sharing Data
box_cox_inv_vec Box Cox Transformation
box_cox_vec Box Cox Transformation

-- D --

diff_inv_vec Differencing Transformation
diff_vec Differencing Transformation

-- F --

filter_by_time Filter (for Time-Series Data)
fourier_vec Fourier Series

-- G --

get_tk_time_scale_template Get and modify the Time Scale Template

-- H --

has_timetk_idx Extract an index of date or datetime from time series objects, models, forecasts

-- I --

impute_ts_vec Missing Value Imputation for Time Series

-- L --

lag_vec Lag Transformation

-- M --

m4_daily Sample of 4 Daily Time Series Datasets from the M4 Competition
m4_hourly Sample of 4 Hourly Time Series Datasets from the M4 Competition
m4_monthly Sample of 4 Monthly Time Series Datasets from the M4 Competition
m4_quarterly Sample of 4 Quarterly Time Series Datasets from the M4 Competition
m4_weekly Sample of 4 Weekly Time Series Datasets from the M4 Competition
m4_yearly Sample of 4 Yearly Time Series Datasets from the M4 Competition

-- P --

pad_by_time Insert time series rows with regularly spaced timestamps
plot_acf_diagnostics Visualize the ACF, PACF, and CCFs for One or More Time Series
plot_seasonal_diagnostics Visualize Multiple Seasonality Features for One or More Time Series
plot_stl_diagnostics Visualize STL Decomposition Features for One or More Time Series
plot_time_series Interactive Plotting for One or More Time Series
plot_time_series_cv_plan Visualize a Time Series Resample Plan

-- R --

roll_apply_vec Rolling Window Transformation

-- S --

set_tk_time_scale_template Get and modify the Time Scale Template
slidify Create a rolling (sliding) version of any function
smooth_vec Smoothing Transformation using Loess
step_box_cox Box-Cox Transformation using Forecast Methods
step_diff Create a differenced predictor
step_fourier Fourier Features for Modeling Seasonality
step_holiday_signature Holiday Feature (Signature) Generator
step_impute_ts Imputation for Time Series using Forecast Methods
step_roll_apply Rolling Window Transformation
step_smooth Smoothing Transformation using Loess
step_timeseries_signature Time Series Feature (Signature) Generator
subtract_time Add / Subtract (For Time Series)
summarise_by_time Summarise (for Time Series Data)
summarize_by_time Summarise (for Time Series Data)

-- T --

taylor_30_min Half-hourly electricity demand
tidy.step_box_cox Box-Cox Transformation using Forecast Methods
tidy.step_diff Create a differenced predictor
tidy.step_fourier Fourier Features for Modeling Seasonality
tidy.step_holiday_signature Holiday Feature (Signature) Generator
tidy.step_impute_ts Imputation for Time Series using Forecast Methods
tidy.step_roll_apply Rolling Window Transformation
tidy.step_smooth Smoothing Transformation using Loess
tidy.step_timeseries_signature Time Series Feature (Signature) Generator
timetk timetk: a toolkit for time series
timetk_internal Internal Functions Used in timetk
time_arithmetic Add / Subtract (For Time Series)
time_series_cv Time Series Cross Validation
tk_acf_diagnostics Group-wise ACF, PACF, and CCF Data Preparation
tk_augment_differences Add many differenced columns to the data
tk_augment_fourier Add many fourier series to the data
tk_augment_holiday Add many holiday features to the data
tk_augment_holiday_signature Add many holiday features to the data
tk_augment_lags Add many lags to the data
tk_augment_roll_apply Add many rolling window calculations to the data
tk_augment_timeseries Add many time series features to the data
tk_augment_timeseries_signature Add many time series features to the data
tk_get_frequency Automatic frequency and trend calculation from a time series index
tk_get_holiday Get holiday features from a time-series index
tk_get_holidays_by_year Get holiday features from a time-series index
tk_get_holiday_signature Get holiday features from a time-series index
tk_get_timeseries Get date features from a time-series index
tk_get_timeseries_signature Get date features from a time-series index
tk_get_timeseries_summary Get date features from a time-series index
tk_get_timeseries_unit_frequency Get the timeseries unit frequency for the primary time scales
tk_get_timeseries_variables Get date or datetime variables (column names)
tk_get_trend Automatic frequency and trend calculation from a time series index
tk_index Extract an index of date or datetime from time series objects, models, forecasts
tk_make_future_timeseries Make future time series from existing
tk_make_holiday_sequence Make daily Holiday and Weekend date sequences
tk_make_timeseries Intelligent date and date-time sequence creation
tk_make_weekday_sequence Make daily Holiday and Weekend date sequences
tk_make_weekend_sequence Make daily Holiday and Weekend date sequences
tk_seasonal_diagnostics Group-wise Seasonality Data Preparation
tk_stl_diagnostics Group-wise STL Decomposition (Season, Trend, Remainder)
tk_stl_diagnostics.data.frame Group-wise STL Decomposition (Season, Trend, Remainder)
tk_summary_diagnostics Group-wise Time Series Summary
tk_tbl Coerce time-series objects to tibble.
tk_time_scale_template Get and modify the Time Scale Template
tk_time_series_cv_plan Time Series Resample Plan Data Preparation
tk_ts Coerce time series objects and tibbles with date/date-time columns to ts.
tk_ts_ Coerce time series objects and tibbles with date/date-time columns to ts.
tk_ts_.data.frame Internal Functions Used in timetk
tk_ts_.default Internal Functions Used in timetk
tk_xts Coerce time series objects and tibbles with date/date-time columns to xts.
tk_xts_ Coerce time series objects and tibbles with date/date-time columns to xts.
tk_zoo Coerce time series objects and tibbles with date/date-time columns to xts.
tk_zooreg Coerce time series objects and tibbles with date/date-time columns to ts.
tk_zooreg_ Coerce time series objects and tibbles with date/date-time columns to ts.
tk_zooreg_.data.frame Internal Functions Used in timetk
tk_zooreg_.default Internal Functions Used in timetk
tk_zoo_ Coerce time series objects and tibbles with date/date-time columns to xts.

-- W --

walmart_sales_weekly Sample Time Series Retail Data from the Walmart Recruiting Store Sales Forecasting Competition
wikipedia_traffic_daily Sample Daily Time Series Data from the Web Traffic Forecasting (Wikipedia) Competition

-- misc --

%+time% Add / Subtract (For Time Series)
%-time% Add / Subtract (For Time Series)