A ListDataset is the format required by GluonTS. This function simplifies creating a GluonTS ListDataset.

to_gluon_list_dataset(data, date_var, value_var, id_var = NULL, freq = "D")

Arguments

data

A data.frame

date_var

The date column (Timestamps)

value_var

The value column (Target)

id_var

The Time Series ID column for tracking time series in GluonTS

freq

the Pandas Timestamp Frequency.

Examples

# \donttest{ library(timetk) m4_daily %>% to_gluon_list_dataset( date_var = date, value_var = value, id_var = id, freq = "D" )
#> <gluonts.dataset.common.ListDataset>
# }