tk_augment_fourier: Add many fourier series to the data

View source: R/augment-tk_augment_fourier.R

tk_augment_fourierR Documentation

Add many fourier series to the data


A handy function for adding multiple fourier series to a data frame. Works with dplyr groups too.


tk_augment_fourier(.data, .date_var, .periods, .K = 1, .names = "auto")



A tibble.


A date or date-time column used to calculate a fourier series


One or more periods for the fourier series


The maximum number of fourier orders.


A vector of names for the new columns. Must be of same length as the number of output columns. Use "auto" to automatically rename the columns.



This is a scalable function that is:

  • Designed to work with grouped data using dplyr::group_by()

  • Add multiple differences by adding a sequence of differences using the .periods argument (e.g. lags = 1:20)


Returns a tibble object describing the timeseries.

See Also

Augment Operations:

  • tk_augment_timeseries_signature() - Group-wise augmentation of timestamp features

  • tk_augment_holiday_signature() - Group-wise augmentation of holiday features

  • tk_augment_slidify() - Group-wise augmentation of rolling functions

  • tk_augment_lags() - Group-wise augmentation of lagged data

  • tk_augment_differences() - Group-wise augmentation of differenced data

  • tk_augment_fourier() - Group-wise augmentation of fourier series

Underlying Function:

  • fourier_vec() - Underlying function that powers tk_augment_fourier()



m4_monthly %>%
    group_by(id) %>%
    tk_augment_fourier(date, .periods = c(6, 12), .K = 2)

timetk documentation built on Nov. 2, 2023, 6:18 p.m.