Convert data to a tsibble

Convert a tibble containing time series data to a tsibble.

Usage

make_tsibble(main_frame, context)

Arguments

main_frame

A tibble containing the time series data.

context

A named list with the identifiers for series_id, value_id, and index_id.

Value

A tsibble with the same columns as main_frame, using the index and key defined in context.

Details

make_tsibble() is a small helper for time series cross-validation workflows. It uses the time index and series identifier supplied in context to create a regular tsibble.

The input data must contain the columns specified by context$index_id and context$series_id. The column specified by context$index_id is used as the time index, and the column specified by context$series_id is used as the key.

See also

Other time series cross-validation: make_future(), make_split(), slice_test(), slice_train(), split_index()

Examples

library(dplyr)
library(tsibble)

context <- list(
  series_id = "series",
  value_id = "value",
  index_id = "index"
)

main_frame <- M4_monthly_data |>
  filter(series %in% c("M23100", "M14395"))

tsibble_frame <- make_tsibble(
  main_frame = main_frame,
  context = context
)

tsibble_frame
#> # A tsibble: 354 x 4 [1M]
#> # Key:       series [2]
#>       index series category value
#>       <mth> <chr>  <chr>    <dbl>
#>  1 2001 Jul M14395 Micro    1116.
#>  2 2001 Aug M14395 Micro    1079.
#>  3 2001 Sep M14395 Micro     917.
#>  4 2001 Okt M14395 Micro     982.
#>  5 2001 Nov M14395 Micro     946.
#>  6 2001 Dez M14395 Micro     586.
#>  7 2002 Jan M14395 Micro     710.
#>  8 2002 Feb M14395 Micro     714.
#>  9 2002 Mrz M14395 Micro     675 
#> 10 2002 Apr M14395 Micro    1068.
#> # ℹ 344 more rows