timetk

CRAN_Status_Badge R-CMD-check codecov

Time series analysis in the tidyverse

Installation

Download the development version with latest features:

remotes::install_github("business-science/timetk")

Or, download CRAN approved version:

install.packages("timetk")

Package Functionality

There are many R packages for working with Time Series data. Here’s how timetk compares to the “tidy” time series R packages for data visualization, wrangling, and feature engineeering (those that leverage data frames or tibbles).

Task timetk tsibble feasts tibbletime
Structure
Data Structure tibble (tbl) tsibble (tbl_ts) tsibble (tbl_ts) tibbletime (tbl_time)
Visualization
Interactive Plots (plotly) :x: :x: :x:
Static Plots (ggplot) :x: :x:
Time Series :x: :x:
Correlation, Seasonality :x: :x:
Data Wrangling
Time-Based Summarization :x: :x:
Time-Based Filtering :x: :x:
Padding Gaps :x: :x:
Low to High Frequency :x: :x: :x:
Imputation :x: :x:
Sliding / Rolling :x:
Machine Learning
Time Series Machine Learning :x: :x: :x:
Anomaly Detection :x: :x: :x:
Clustering :x: :x: :x:
Feature Engineering (recipes)
Date Feature Engineering :x: :x: :x:
Holiday Feature Engineering :x: :x: :x:
Fourier Series :x: :x: :x:
Smoothing & Rolling :x: :x: :x:
Padding :x: :x: :x:
Imputation :x: :x: :x:
Cross Validation (rsample)
Time Series Cross Validation :x: :x: :x:
Time Series CV Plan Visualization :x: :x: :x:
More Awesomeness
Making Time Series (Intelligently) :x:
Handling Holidays & Weekends :x: :x: :x:
Class Conversion :x: :x:
Automatic Frequency & Trend :x: :x: :x:

Getting Started

Summary

Timetk is an amazing package that is part of the modeltime ecosystem for time series analysis and forecasting. The forecasting system is extensive, and it can take a long time to learn:

Your probably thinking how am I ever going to learn time series forecasting. Here’s the solution that will save you years of struggling.

Take the High-Performance Forecasting Course

Become the forecasting expert for your organization

High-Performance Time Series Forecasting Course

High-Performance Time Series Course

Time Series is Changing

Time series is changing. Businesses now need 10,000+ time series forecasts every day. This is what I call a High-Performance Time Series Forecasting System (HPTSF) - Accurate, Robust, and Scalable Forecasting.

High-Performance Forecasting Systems will save companies by improving accuracy and scalability. Imagine what will happen to your career if you can provide your organization a “High-Performance Time Series Forecasting System” (HPTSF System).

How to Learn High-Performance Time Series Forecasting

I teach how to build a HPTFS System in my High-Performance Time Series Forecasting Course. You will learn:

Become the Time Series Expert for your organization.


Take the High-Performance Time Series Forecasting Course

Acknowledgements

The timetk package wouldn’t be possible without other amazing time series packages.