get_cets: Extracting time series from the CompEngine database

In robjhyndman/compenginets: Time series from <https://www.comp-engine.org/>

Extracting time series from the CompEngine database

Description

Return a time series with a specified name or a list of time series in a specified category.

Usage

get_cets(key, category = TRUE, maxpage = 10)

Arguments

key	The name of the time series or the name of the category, depending on value of category
category	If TRUE, the get_cets will return time series whose category match the keyword or belong to some subcategory under the matched category. If FALSE, the function will return time series with the name of key.
maxpage	The maximum number of pages to extract. Due to the number of time series that can be returned, a maximum of 10 time series are returned per page. The default is 10 pages (100 time series). This argument is only valid when category is set to TRUE.

Value

A list consisting of the selected series with class ts.

NOTE: Due to the large variation in the properties of time series stored in the CompEngine database, the tsp attribute (the start time in time units, the end time and the frequency) is not tailor made for each time series. If needed, user can customize the tsp attribute based on the output attribute of samplingInformation.

Some of the attributes are listed as follow:

name	The name of the time series
description	the description of the time series
samplingInformation	Indicating the frequency and other sampling related information
tags	The tags in the database
category	The name of the category and the hierarchy of the current category. See also category_scraping.
sfi	"special feature identification" information
source	The source of the time series
tsp	Tsp Attribute of Time-Series-like Objects. See tsp

Author(s)

Yangzhuoran Yang

See Also

category_scraping

Examples

# Getting series within Finance category (including subcategory)
cets_finance <- get_cets("finance")
unique(mapply(attr, cets_finance, MoreArgs = list(which = "category.name")))
# Getting series by its name
W138_finance_m4 <- get_cets("M4_W138_Finance_1", category = FALSE)

robjhyndman/compenginets documentation built on March 2, 2024, 12:33 a.m.