reason_dataleaks: Correlation calculation based on rolling window with...

In tsdataleaks: Exploit Data Leakages in Time Series Forecasting Competitions

Correlation calculation based on rolling window with overlapping observations.

Description

Correlation calculation based on rolling window with overlapping observations.

Correlation calculation based on rolling window with overlapping observations.

Usage

reason_dataleaks(lstx, finddataleaksout, h, ang = 0)

reason_dataleaks(lstx, finddataleaksout, h, ang = 0)

Arguments

lstx	list of time series
finddataleaksout	list, the output generated from find_dataleaks function
h	length of the window size
ang	angle at which the tick and axis labels should be displayed (default 0)

Value

matrix visualizing the output

matrix visualizing the output

Examples

a = rnorm(15)
lst <- list(
 a = a,
 b = c(a[10:15], rnorm(10), a[1:5]+10, a[1:5]),
 c = c(rnorm(10), a[1:5])
)
f1 <- find_dataleaks(lst, h=5)
reason_dataleaks(lst, f1, h=5)

# List without naming elements
lst <- list(
 a,
 c(rnorm(10), a[1:5], a[1:5]),
 rnorm(10)
)
f2 <- find_dataleaks(lst, h=5)
reason_dataleaks(lst, f2, h=5)
a = rnorm(15)
lst <- list(
 a = a,
 b = c(a[10:15], rnorm(10), a[1:5], a[1:5]),
 c = c(rnorm(10), a[1:5])
)
f1 <- find_dataleaks(lst, h=5)
reason_dataleaks(lst, f1, h=5)

tsdataleaks documentation built on May 29, 2024, 9:23 a.m.