R: Augment the time series signature to the data

tk_augment_timeseries {timetk} | R Documentation

## Augment the time series signature to the data

### Description

Augment the time series signature to the data

### Usage

    tk_augment_timeseries_signature(data)

### Arguments

`data` | A time-based tibble or time-series object.

### Details

`tk_augment_timeseries_signature` adds the time series signature features including numeric value, differences, year, month, day, day of week, day of month, day of year, hour, minute, second to the input data.

### Value

Returns a `tibble` object describing the timeseries.

### See Also

`tk_get_timeseries_signature()`, `tk_get_timeseries_summary()`

### Examples

    library(dplyr)
    library(tidyquant)
    library(timetk)

    FANG %>%
        filter(symbol == "FB") %>%
        tk_augment_timeseries_signature()

[Package timetk version 0.1.2 Index]