decompose_ts: Simple time series decomposition

In dataprep: Fast, Efficient, and Versatile Data Preprocessing and Reshaping with 'C++', 'OpenMP' & 'SIMD'

Simple time series decomposition

Description

Decomposes a time series into trend, seasonal, and residual components using simple moving averages and group means. The function returns the residual component (or the original series with trend removed) to simplify analysis.

Usage

decompose_ts(data, cols = NULL, date_col = NULL,
             period = "month", method = "additive", verbose = FALSE)

Arguments

data	A data frame with a time column.
cols	Column indices or names to decompose.
date_col	Time column index or name.
period	Seasonal period: "month", "day", or "hour".
method	Decomposition method: "additive" or "multiplicative".
verbose	Logical; if TRUE, prints progress message.

Value

A data frame with the residual component.

Examples

decompose_ts(data[1:500, c(1, 4, 17:19)], cols = 3:5, date_col = 1, period = "month")

dataprep documentation built on Oct. 1, 2026, 5:07 p.m.