TimeSeriesDataPrepare: TimeSeriesDataPrepare

In AdrianAntico/ModelingTools: AutoQuant

TimeSeriesDataPrepare

Description

TimeSeriesDataPrepare is a function that takes raw data and returns the necessary time series data and objects for model building. It also fills any time gaps with zeros. Use this before you run any time series model functions.

Usage

TimeSeriesDataPrepare(
  data,
  TargetName,
  DateName,
  Lags,
  SeasonalLags,
  MovingAverages,
  SeasonalMovingAverages,
  TimeUnit,
  FCPeriods,
  HoldOutPeriods,
  TSClean = TRUE,
  ModelFreq = TRUE,
  FinalBuild = FALSE
)

Arguments

data	Source data.table for forecasting
TargetName	Name of your target variable
DateName	Name of your date variable
Lags	The max number of lags you want to test
SeasonalLags	The max number of seasonal lags you want to test
MovingAverages	The max number of moving average terms
SeasonalMovingAverages	The max number of seasonal moving average terms
TimeUnit	The level of aggregation your dataset comes in. Choices include: 1Min, 5Min, 10Min, 15Min, and 30Min, hour, day, week, month, quarter, year
FCPeriods	The number of forecast periods you want to have forecasted
HoldOutPeriods	The number of holdout samples to compare models against
TSClean	TRUE or FALSE. TRUE will kick off a time series cleaning operation. Outliers will be smoothed and imputation will be conducted.
ModelFreq	TRUE or FALSE. TRUE will enable a model-based time frequency calculation for an alternative frequency value to test models on.
FinalBuild	Set to TRUE to create data sets with full data

Value

Time series data sets to pass onto auto modeling functions

Author(s)

Adrian Antico

Examples

## Not run: 
data <- data.table::fread(
  file.path(PathNormalizer(
    "C:\\Users\\aantico\\Documents\\Package\\data"),
    "tsdata.csv"))
TimeSeriesDataPrepare(
  data = data,
  TargetName = "Weekly_Sales",
  DateName = "Date",
  Lags = 5,
  MovingAverages,
  SeasonalMovingAverages,
  SeasonalLags = 1,
  TimeUnit = "week",
  FCPeriods = 10,
  HoldOutPeriods = 10,
  TSClean = TRUE,
  ModelFreq = TRUE,
  FinalBuild = FALSE)

## End(Not run)

AdrianAntico/ModelingTools documentation built on Feb. 1, 2024, 7:33 a.m.