R/examples/example_fill_gaps.R

In forecastML: Time Series Forecasting with Machine Learning Methods

# NOAA buoy dataset with gaps in data collection
data("data_buoy_gaps", package = "forecastML")

data_buoy_no_gaps <- fill_gaps(data_buoy_gaps, date_col = 1, frequency = '1 day',
                               groups = 'buoy_id', static_features = c('lat', 'lon'))

# The returned data.frame has the same number of columns but the time-series
# are now evenly spaced at 1 day apart. Additionally, the unchanging grouping
# columns and static features columns have been filled in for the newly created dataset rows.
dim(data_buoy_gaps)
dim(data_buoy_no_gaps)

# Running create_lagged_df() is the next step in the forecastML forecasting
# process. If there are long gaps in data collection, like in this buoy dataset,
# and the user-supplied modeling algorithm cannot handle missing outcomes data,
# the best option is to filter these rows out in the user-supplied modeling function
# for train_model()