ts_examples: Principal Components, Dygraphs, Forecasts, Seasonal...

In christophsax/tsbox: Class-Agnostic Time Series

Principal Components, Dygraphs, Forecasts, Seasonal Adjustment

Description

Example Functions, Generated by ts_. ts_prcomp calculates the principal components of multiple time series, ts_dygraphs generates an interactive graphical visualization, ts_forecast return an univariate forecast, ts_seas the seasonally adjusted series. ts_na_interpolation imputes missing values.

Usage

ts_prcomp(x, ...)

ts_dygraphs(x, ...)

ts_forecast(x, ...)

ts_seas(x, ...)

ts_na_interpolation(x, ...)

Arguments

x	ts-boxable time series, an object of class ts, xts, zoo, zooreg, data.frame, data.table, tbl, tbl_ts, tbl_time, tis, irts or timeSeries.
...	further arguments, passed to the underlying function. For help, consider these functions, e.g., stats::prcomp.

Details

With the exception of ts_prcomp, these functions depend on external packages.

Value

a ts-boxable object of the same class as x, i.e., an object of class ts, xts, zoo, zooreg, data.frame, data.table, tbl, tbl_ts, tbl_time, tis, irts or timeSeries.

See Also

Vignette on how to make arbitrary functions ts-boxable.

Examples

ts_plot(
  ts_scale(ts_c(
    Male = mdeaths,
    Female = fdeaths,
    `First principal compenent` = -ts_prcomp(ts_c(mdeaths, fdeaths))[, 1]
  )),
  title = "Deaths from lung diseases",
  subtitle = "Normalized values"
)

ts_plot(ts_c(
  male = mdeaths, female = fdeaths,
  ts_forecast(ts_c(`male (fct)` = mdeaths, `female (fct)` = fdeaths))
),
title = "Deaths from lung diseases",
subtitle = "Exponential smoothing forecast"
)

ts_plot(
  `Raw series` = AirPassengers,
  `Adjusted series` = ts_seas(AirPassengers),
  title = "Airline passengers",
  subtitle = "X-13 seasonal adjustment"
)


# See ?imputeTS::na_interpolation for options
dta <- ts_c(mdeaths, fdeaths)
dta[c(1, 3, 10), c(1, 2)] <- NA
head(ts_na_interpolation(dta, option = "spline"))

ts_dygraphs(ts_c(mdeaths, EuStockMarkets))

christophsax/tsbox documentation built on Oct. 21, 2024, 10:52 p.m.