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timetk for R

R-CMD-check CRAN_Status_Badge codecov

Making time series analysis in R easier.

Mission: To make time series analysis in R easier, faster, and more enjoyable.

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 (retired)
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.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.