R: Add many fourier series to the data

tk_augment_fourier {timetk} | R Documentation

## Add many fourier series to the data

### Description

A handy function for adding multiple fourier series to a data frame. Works with `dplyr` groups too.

### Usage

    tk_augment_fourier(.data, .date_var, .periods, .K = 1, .names = "auto")

### Arguments

`.data` | A tibble.
`.date_var` | A date or date-time column used to calculate a fourier series
`.periods` | One or more periods for the fourier series
`.K` | The maximum number of fourier orders.
`.names` | A vector of names for the new columns. Must be of same length as the number of output columns. Use "auto" to automatically rename the columns.

### Details

Benefits

This is a scalable function that is:

- Designed to work with grouped data using `dplyr::group_by()`

- Add multiple differences by adding a sequence of differences using the `.periods` argument (e.g. `lags = 1:20`)

### Value

Returns a `tibble` object describing the timeseries.

### See Also

Augment Operations:

- `tk_augment_timeseries_signature()` - Group-wise augmentation of timestamp features

- `tk_augment_holiday_signature()` - Group-wise augmentation of holiday features

- `tk_augment_slidify()` - Group-wise augmentation of rolling functions

- `tk_augment_lags()` - Group-wise augmentation of lagged data

- `tk_augment_differences()` - Group-wise augmentation of differenced data

- `tk_augment_fourier()` - Group-wise augmentation of fourier series

Underlying Function:

- `fourier_vec()` - Underlying function that powers `tk_augment_fourier()`

### Examples

    library(tidyverse)
    library(timetk)

    m4_monthly %>%
        group_by(id) %>%
        tk_augment_fourier(date, .periods = c(6, 12), .K = 2)

[Package timetk version 2.6.1 Index]