timetk (0.1.2)

0 users

A Tool Kit for Working with Time Series.

https://github.com/business-science/timetk
http://cran.r-project.org/web/packages/timetk

Get the time series index (date or date-time component), time series signature (feature extraction of date or date-time component for time series machine learning), and time series summary (summary attributes about time series). Create future time series based on properties of existing time series index using logistic regression. Coerce between time-based tibbles ('tbl') and 'xts', 'zoo', and 'ts'. Methods discussed herein are commonplace in machine learning, and have been cited in various literature. Refer to "Calendar Effects" in papers such as Taieb, Souhaib Ben. "Machine learning strategies for multi-step-ahead time series forecasting." Universit Libre de Bruxelles, Belgium (2014): 75-86. .

Maintainer: Matt Dancho
Author(s): Matt Dancho [aut, cre], Davis Vaughan [aut]

License: GPL (>= 3)

Uses: dplyr, lazyeval, lubridate, padr, purrr, readr, stringi, tibble, tidyr, xts, zoo, fracdiff, tseries, timeDate, timeSeries, forecast, stringr, testthat, scales, knitr, rmarkdown, broom, forcats, tidyverse, robets, tidyquant
Reverse suggests: alphavantager

Released about 1 month ago.


3 previous versions

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of timetk yet. Want to be the first? Write one now.


Related packages: ArDec, Ecdat, TSdbi, boot, brainwaver, chron, cts, depmix, dlm, dse, dyn, dynlm, ensembleBMA, fGarch, fNonlinear, fame, fracdiff, fractal, kza, mAr(20 best matches, based on common tags.)


Search for timetk on google, google scholar, r-help, r-devel.

Visit timetk on R Graphical Manual.