Methods that power time_decompose()
Usage
decompose_twitter(
data,
target,
frequency = "auto",
trend = "auto",
message = TRUE
)
decompose_stl(data, target, frequency = "auto", trend = "auto", message = TRUE)
Arguments
- data
A
tibble
ortbl_time
object.- target
A column to apply the function to
- frequency
Controls the seasonal adjustment (removal of seasonality). Input can be either "auto", a time-based definition (e.g. "1 week"), or a numeric number of observations per frequency (e.g. 10). Refer to
time_frequency()
.- trend
Controls the trend component For stl, the trend controls the sensitivity of the lowess smoother, which is used to remove the remainder. For twitter, the trend controls the period width of the median, which are used to remove the trend and center the remainder.
- message
A boolean. If
TRUE
, will output information related totbl_time
conversions, frequencies, and trend / median spans (if applicable).
References
The "twitter" method is used in Twitter's
AnomalyDetection
package
Examples
library(dplyr)
#>
#> Attaching package: ‘dplyr’
#> The following objects are masked from ‘package:stats’:
#>
#> filter, lag
#> The following objects are masked from ‘package:base’:
#>
#> intersect, setdiff, setequal, union
tidyverse_cran_downloads %>%
ungroup() %>%
filter(package == "tidyquant") %>%
decompose_stl(count)
#> frequency = 7 days
#> trend = 91 days
#> # A time tibble: 425 × 5
#> # Index: date
#> date observed season trend remainder
#> <date> <dbl> <dbl> <dbl> <dbl>
#> 1 2017-01-01 9 -19.8 27.3 1.46
#> 2 2017-01-02 55 12.4 27.4 15.2
#> 3 2017-01-03 48 11.3 27.4 9.28
#> 4 2017-01-04 25 8.91 27.4 -11.4
#> 5 2017-01-05 22 9.80 27.5 -15.3
#> 6 2017-01-06 7 -1.26 27.5 -19.3
#> 7 2017-01-07 7 -21.3 27.5 0.807
#> 8 2017-01-08 32 -19.8 27.6 24.2
#> 9 2017-01-09 70 12.4 27.6 30.0
#> 10 2017-01-10 33 11.3 27.6 -5.95
#> # ℹ 415 more rows