Time Series Resample Plan Data Preparation

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.

Value

A tibble containing the time series crossvalidation plan.

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(dplyr)
library(rsample)

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())
#> Using date_var: date

resample_spec %>% tk_time_series_cv_plan()
#> # A tibble: 3,910 × 5
#>    .id     .key     symbol date       adjusted
#>    <chr>   <fct>    <chr>  <date>        <dbl>
#>  1 Slice01 training FB     2016-03-18     111.
#>  2 Slice01 training FB     2016-03-21     112.
#>  3 Slice01 training FB     2016-03-22     112.
#>  4 Slice01 training FB     2016-03-23     113.
#>  5 Slice01 training FB     2016-03-24     113.
#>  6 Slice01 training FB     2016-03-28     114.
#>  7 Slice01 training FB     2016-03-29     116.
#>  8 Slice01 training FB     2016-03-30     115.
#>  9 Slice01 training FB     2016-03-31     114.
#> 10 Slice01 training FB     2016-04-01     116.
#> # ℹ 3,900 more rows