timetk 2.9.0

Anomalize Integration:

anomalize R package is now available in timetk:

1. anomlize(): 1 function that breaks down, identifies, and cleans anomalies
2. plot_anomalies(): Visualize the anomalies and anomaly bands
3. plot_anomalies_decomp(): Visualize the time series decomposition. Make adjustments as needed.
4. plot_anomalies_cleaned(): Visualize the before/after of cleaning anomalies.

Note - anomalize(.method): Only the .method = "stl" is supported at this time. The "twitter" method is also planned.

Trelliscope Plotting

• Expose the facet_trelliscope() plotting parameters.
  • plot_time_series()
  • plot_time_series_boxplot()
  • plot_anomaly_diagnostics()

New Features

Many of the plotting functions have been upgraded for use with trelliscopejs for easier visualization of many time series.

• plot_time_series():

  • Gets a new argument trelliscope: Used for visualizing many time series.
  • Gets a new argument .facet_strip_remove to remove facet strips since trelliscope is automatically labeled.
  • Gets a new argument .facet_nrow to adjust grid with trelliscope.
  • The default argument for facet_collapse = TRUE was changed to FALSE for better compatibility with Trelliscope JS. This may cause some plots to have multiple groups take up extra space in the strip.

• plot_time_series_boxplot():

  • Gets a new argument trelliscope: Used for visualizing many time series.
  • Gets a new argument .facet_strip_remove to remove facet strips since trelliscope is automatically labeled.
  • Gets a new argument .facet_nrow to adjust grid with trelliscope.
  • The default argument for .facet_collapse = TRUE was changed to FALSE for better compatibility with Trelliscope JS. This may cause some plots to have multiple groups take up extra space in the strip.

• plot_anomaly_diagnostics():

  • Gets a new argument trelliscope: Used for visualizing many time series.
  • Gets a new argument .facet_strip_remove to remove facet strips since trelliscope is automatically labeled.
  • Gets a new argument .facet_nrow to adjust grid with trelliscope.
  • The default argument for .facet_collapse = TRUE was changed to FALSE for better compatibility with Trelliscope JS. This may cause some plots to have multiple groups take up extra space in the strip.

Updates & Bug Fixes

• Recipes steps (e.g. step_timeseries_signature()) use the new recipes::print_step() function. Requires recipes >= 0.2.0. #110

• Offset parameter in step_log_interval() was not working properly. Now works. #103

Potential Breaking Changes

• The default argument for .facet_collapse = TRUE was changed to FALSE for better compatibility with Trelliscope JS. This may cause some plots to have multiple groups take up extra space in the strip.

New Features

• tk_tsfeatures(): A new function that makes it easy to generate time series feature matrix using tsfeatures. The main benefit is that you can pipe time series data in tibbles with dplyr groups. The features will be produced by group. #95 #84

• plot_time_series_boxplot(): A new function that makes plotting time series boxplots simple using a .period argument for time series aggregation.

New Vignettes

• Time Series Clustering: Uses the new tk_tsfeatures() function to perform time series clustering. #95 #84
• Time Series Visualization: Updated to include plot_time_series_boxplot() and plot_time_series_regression().

Improvements

Improvements for point forecasting when the target is n-periods into the future.

• time_series_cv(), time_series_split(): New parameter point_forecast. This is useful for testing / assessing the n-th prediction in the future. When set to TRUE, will return a single point that returns on the last value in assess.

Fixes

• Updates for rlang > 0.4.11 (dev version) #98
• plot_time_series(): Smoother no longer fails when time series has 1 observation #106

Improvements

• summarize_by_time(): Added a .week_start argument to allow specifying .week_start = 1 for Monday start. Default is 7 for Sunday Start. This can also be changed with the lubridate by setting the lubridate.week.start option.

• Plotting Functions:

  • Several plotting functions gain a new .facet_dir argument for adjusting the direction of facet_wrap(dir). #94
  • Plot ACF Diagnostics (plot_acf_diagnostics()): Change default parameter to .show_white_noise_bars = TRUE. #85
  • plot_timeseries_regression(): Can now show_summary for group-wise models when visualizing groups

• Time Series CV (time_series_cv()): Add Label for tune_results

• Improve speed of pad_by_time(). #93

Bug Fixes

• tk_make_timeseries() and tk_make_future_timeseries() are now able to handle end of months. #72

• tk_tbl.zoo(): Fix an issue when readr::type_convert() produces warning messages about not having character columns in inputs. #89

• plot_time_series_regression(): Fixed an issue when lags are added to .formula. Pads lags with NA.

• step_fourier() and fourier_vec(): Fixed issue with step_fourier failing with one observation. Added scale_factor argument to override date sequences with the stored scale factor. #77