trajectory_reframer: Build Lag or Lead Trajectory Features for One Series

In CRAFT: Conditional Regime Analog Forecasting with Trajectories

Build Lag or Lead Trajectory Features for One Series

Description

Creates cumulative scaled lag or lead trajectory features for a single time series. For a backward trajectory, horizon h at time t is x[t] / x[t - h] - 1. For a forward trajectory, horizon h is x[t + h] / x[t] - 1.

Usage

trajectory_reframer(ts, k, mode = c("backward", "forward"), ts_name = NULL)

Arguments

ts	A numeric vector or time-series-like object.
k	Positive integer number of lag or lead horizons to create.
mode	Direction of the trajectory. "backward" creates cumulative lag changes; "forward" creates cumulative lead changes.
ts_name	Optional name used as the prefix for output columns.

Value

An object of class trajectory_reframer, represented as a list with trajectory, ts, k, and mode.

Examples

x <- c(100, 102, 105, 103, 108)
traj <- trajectory_reframer(x, k = 2, mode = "backward", ts_name = "price")
head(traj$trajectory)

CRAFT documentation built on Nov. 2, 2026, 9:06 a.m.