R/examples/example_create_windows.R

In forecastML: Time Series Forecasting with Machine Learning Methods

# Sampled Seatbelts data from the R package datasets.
data("data_seatbelts", package = "forecastML")

# Example - Training data for 2 horizon-specific models w/ common lags per feature.
horizons <- c(1, 12)
lookback <- 1:15

data_train <- create_lagged_df(data_seatbelts, type = "train", outcome_col = 1,
                               lookback = lookback, horizon = horizons)

# All historical window lengths of 12 plus any partial windows at the end of the dataset.
windows <- create_windows(data_train, window_length = 12)
windows

# Two custom validation windows with different lengths.
windows <- create_windows(data_train, window_start = c(20, 80), window_stop = c(30, 100))
windows