to_gluon_list_dataset: Convert a data frame to a GluonTS ListDataset

In modeltime.gluonts: 'GluonTS' Deep Learning

Description

A ListDataset is the format required by GluonTS. This function simplifies creating a GluonTS ListDataset.

Usage

to_gluon_list_dataset(data, date_var, value_var, id_var = NULL, freq = "D")

Arguments

data	A data.frame
date_var	The date column (Timestamps)
value_var	The value column (Target)
id_var	The Time Series ID column for tracking time series in GluonTS
freq	the Pandas Timestamp Frequency.

Examples

library(timetk)

m4_daily %>%
    to_gluon_list_dataset(
        date_var  = date,
        value_var = value,
        id_var    = id,
        freq      = "D"
    )

modeltime.gluonts documentation built on Jan. 8, 2021, 2:23 a.m.