The tsibble package provides a data class of tbl_ts to represent tidy
time series data. A tsibble consists of a time index, key, and other measured
variables in a data-centric format, which is built on top of the tibble.
| tsibble-package {tsibble} | R Documentation |
The tsibble package provides a data class of tbl_ts to represent tidy
time series data. A tsibble consists of a time index, key, and other measured
variables in a data-centric format, which is built on top of the tibble.
An extensive range of indices are supported by tsibble: native time classes in R
(such as Date, POSIXct, and difftime) and tsibble's new additions
(such as yearweek, yearmonth, and yearquarter). Some commonly-used classes
have built-in support too, including ordered, hms::hms, zoo::yearmon,
zoo::yearqtr, and nanotime.
For a tbl_ts of regular interval, a choice of index representation has to
be made. For example, a monthly data should correspond to time index created
by yearmonth or zoo::yearmon, instead of Date or POSIXct. Because
months in a year ensures the regularity, 12 months every year. However, if
using Date, a month containing days ranges from 28 to 31 days, which results
in irregular time space. This is also applicable to year-week and year-quarter.
Since the tibble that underlies the tsibble only accepts a 1d atomic
vector or a list, the tsibble doesn't accept types of POSIXlt and timeDate.
Tsibble supports arbitrary index classes, as long as they can be ordered from
past to future. To support a custom class, one needs to define index_valid()
for the class and calculate the interval through interval_pull().
Key variable(s) together with the index uniquely identifies each record:
Empty: an implicit variable. NULL resulting in a univariate time series.
A single variable: For example, data(pedestrian) use the bare Sensor as
the key.
Multiple variables: For example, Declare key = c(Region, State, Purpose)
for data(tourism).
Key can be created in conjunction with tidy selectors like starts_with().
The interval function returns the interval associated with the tsibble.
Regular: the value and its time unit including "nanosecond", "microsecond", "millisecond", "second", "minute", "hour", "day", "week", "month", "quarter", "year". An unrecognisable time interval is labelled as "unit".
Irregular: as_tsibble(regular = FALSE) gives the irregular tsibble. It is
marked with !.
Unknown: if there is only one entry for each key variable, the interval
cannot be determined (?).
An interval is obtained based on the corresponding index representation:
integer/numeric/ordered (ordered factor): either "unit" or "year" (Y)
yearquarter/yearqtr: "quarter" (Q)
yearmonth/yearmon: "month" (M)
yearweek: "week" (W)
Date: "day" (D)
difftime: "quarter" (Q), "month" (M), "week" (W), "day" (D),
"hour" (h), "minute" (m), "second" (s)
POSIXct/hms: "hour" (h), "minute" (m), "second" (s), "millisecond" (us), "microsecond" (ms)
nanotime: "nanosecond" (ns)
Time zone corresponding to index will be displayed if index is POSIXct.
? means that the obtained time zone is a zero-length character "".
The tsibble package fully utilises the print method from the tibble. Please
refer to tibble::tibble-package to change display options.
Maintainer: Earo Wang earo.wang@gmail.com (0000-0001-6448-5260)
Authors:
Di Cook (0000-0002-3813-7155) [thesis advisor]
Rob Hyndman (0000-0002-2140-5352) [thesis advisor]
Mitchell O'Hara-Wild (0000-0001-6729-7695)
Useful links:
# create a tsibble w/o a key ----
tsibble(
date = as.Date("2017-01-01") + 0:9,
value = rnorm(10)
)
# create a tsibble with one key ----
tsibble(
qtr = rep(yearquarter("2010-01") + 0:9, 3),
group = rep(c("x", "y", "z"), each = 10),
value = rnorm(30),
key = group
)