R: Time Series Resample Plan Data Preparation

tk_time_series_cv_plan {timetk} | R Documentation

## Time Series Resample Plan Data Preparation

### Description

The `tk_time_series_cv_plan()` function provides a simple interface to prepare a time series resample specification (`rset`) of either `rolling_origin` or `time_series_cv` class.

### Usage

    tk_time_series_cv_plan(.data)

### Arguments

`.data` | A time series resample specification of of either `rolling_origin` or `time_series_cv` class.

### Details

Resample Set

A resample set is an output of the `timetk::time_series_cv()` function or the `rsample::rolling_origin()` function.

### See Also

- `time_series_cv()` and `rsample::rolling_origin()` - Functions used to create time series resample specfications.

- `plot_time_series_cv_plan()` - The plotting function used for visualizing the time series resample plan.

### Examples

    library(tidyverse)
    library(tidyquant)
    library(rsample)
    library(timetk)

    FB_tbl <- FANG %>%
        filter(symbol == "FB") %>%
        select(symbol, date, adjusted)

    resample_spec <- time_series_cv(
        FB_tbl,
        initial = 150, assess = 50, skip = 50,
        cumulative = FALSE,
        lag = 30,
        slice_limit = n())

    resample_spec %>% tk_time_series_cv_plan()

[Package timetk version 2.4.0 Index]