centered_lagged_windows: Create Centers the lag winow around Lag 0, with width p on...

In fnoorian/mltsp: Tools for machine-learning based time-series prediction

Description

Create Centers the lag winow around Lag 0, with width p on each side.

Usage

centered_lagged_windows(x, p = 1, pstr = deparse(substitute(x)))

Arguments

x	data input (can handle multi-column data, such as data.frames)
p	window length around lag 0.
pstr	name of data column

Details

Use this function for creating features from time-series that are available in future.

Value

A time-series object of lagged and leaded x. If p == 0, x itself is returned. If p < 0, NULL is returned.

See Also

lag_windows, seasonal_lag_windows

fnoorian/mltsp documentation built on May 16, 2019, 1:48 p.m.