knitr::opts_chunk$set( message = FALSE, warning = FALSE, fig.width = 8, fig.height = 4.5, fig.align = 'center', out.width='95%', dpi = 100, collapse = TRUE, comment = "#>" )

timetk: A toolkit for time series analysis in the tidyverse

knitr::include_graphics("timetk_version_2.jpg")

This tutorial focuses on, `plot_time_series()`

, a workhorse time-series plotting function that:

- Generates interactive
`plotly`

plots (great for exploring & shiny apps) - Consolidates 20+ lines of
`ggplot2`

&`plotly`

code - Scales well to many time series
- Can be converted from interactive
`plotly`

to static`ggplot2`

plots

library(tidyverse) library(lubridate) library(timetk) # Setup for the plotly charts (# FALSE returns ggplots) interactive <- FALSE

Let's start with a popular time series, `taylor_30_min`

, which includes energy demand in megawatts at a sampling interval of 30-minutes. This is a single time series.

taylor_30_min

The `plot_time_series()`

function generates an interactive `plotly`

chart by default.

- Simply provide the date variable (time-based column,
`.date_var`

) and the numeric variable (`.value`

) that changes over time as the first 2 arguments - When
`.interactive = TRUE`

, the`.plotly_slider = TRUE`

adds a date slider to the bottom of the chart.

taylor_30_min %>% plot_time_series(date, value, .interactive = interactive, .plotly_slider = TRUE)

Next, let's move on to a dataset with time series groups, `m4_daily`

, which is a sample of 4 time series from the M4 competition that are sampled at a daily frequency.

m4_daily %>% group_by(id)

Visualizing grouped data is as simple as grouping the data set with `group_by()`

prior to piping into the `plot_time_series()`

function. Key points:

- Groups can be added in 2 ways: by
`group_by()`

or by using the`...`

to add groups. - Groups are then converted to facets.
`.facet_ncol = 2`

returns a 2-column faceted plot`.facet_scales = "free"`

allows the x and y-axis of each plot to scale independently of the other plots

m4_daily %>% group_by(id) %>% plot_time_series(date, value, .facet_ncol = 2, .facet_scales = "free", .interactive = interactive)

Let's switch to an hourly dataset with multiple groups. We can showcase:

- Log transformation to the
`.value`

- Use of
`.color_var`

to highlight sub-groups.

m4_hourly %>% group_by(id)

The intent is to showcase the groups in faceted plots, but to highlight weekly windows (sub-groups) within the data while simultaneously doing a `log()`

transformation to the value. This is simple to do:

`.value = log(value)`

Applies the Log Transformation`.color_var = week(date)`

The date column is transformed to a`lubridate::week()`

number. The color is applied to each of the week numbers.

m4_hourly %>% group_by(id) %>% plot_time_series(date, log(value), # Apply a Log Transformation .color_var = week(date), # Color applied to Week transformation # Facet formatting .facet_ncol = 2, .facet_scales = "free", .interactive = interactive)

All of the visualizations can be converted from interactive `plotly`

(great for exploring and shiny apps) to static `ggplot2`

visualizations (great for reports).

taylor_30_min %>% plot_time_series(date, value, .color_var = month(date, label = TRUE), # Returns static ggplot .interactive = FALSE, # Customization .title = "Taylor's MegaWatt Data", .x_lab = "Date (30-min intervals)", .y_lab = "Energy Demand (MW)", .color_lab = "Month") + scale_y_continuous(labels = scales::comma_format())

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