README.md

In bearloga/maltese: Machine Learning For Time Series

maltese: machine learning for time series

Installing

# install.packages("remotes")
remotes::install_github("bearloga/maltese")

Example

Data

The included dataset is a tidy time series of pageviews for R's article on English Wikipedia from 2015-10-01 to 2017-01-30.

library(maltese)
head(r_enwiki)

|date | pageviews| |:----------|---------:| |2015-10-01 | 3072| |2015-10-02 | 2575| |2015-10-03 | 1431| |2015-10-04 | 1540| |2015-10-05 | 3041| |2015-10-06 | 3695|

We can use mlts_transform to convert the data into a machine learning-friendly format with a 7-day lag:

mlts <- mlts_transform(
  r_enwiki, date, pageviews,
  p = 7, # how many previous points of data to use as features
  granularity = "day", # optional, can be automatically detected,
  extras = TRUE, extrasAsFactors = TRUE # FALSE by default :D
)
head(mlts)

|dt | y|mlts_extras_monthday |mlts_extras_weekday |mlts_extras_week |mlts_extras_month |mlts_extras_year | mlts_lag_1| mlts_lag_2| mlts_lag_3| mlts_lag_4| mlts_lag_5| mlts_lag_6| mlts_lag_7| |:----------|----:|:--------------------|:-------------------|:----------------|:-----------------|:----------------|----------:|----------:|----------:|----------:|----------:|----------:|----------:| |2015-10-08 | 3278|8 |Thursday |41 |October |2015 | 3385| 3695| 3041| 1540| 1431| 2575| 3072| |2015-10-09 | 2886|9 |Friday |41 |October |2015 | 3278| 3385| 3695| 3041| 1540| 1431| 2575| |2015-10-10 | 1692|10 |Saturday |41 |October |2015 | 2886| 3278| 3385| 3695| 3041| 1540| 1431| |2015-10-11 | 1902|11 |Sunday |41 |October |2015 | 1692| 2886| 3278| 3385| 3695| 3041| 1540| |2015-10-12 | 3030|12 |Monday |41 |October |2015 | 1902| 1692| 2886| 3278| 3385| 3695| 3041| |2015-10-13 | 3245|13 |Tuesday |41 |October |2015 | 3030| 1902| 1692| 2886| 3278| 3385| 3695|

Results

See the vignette for a detailed walkthrough.

Additional Information

Users of maltese may also be interested in timetk (available on CRAN) which provides several utility functions for working with and manipulating time series data into a ML-friendly form.

Please note that this project is released with a Contributor Code of Conduct. By participating in this project you agree to abide by its terms.

bearloga/maltese documentation built on March 7, 2020, 11:03 a.m.