timetk - A Tool Kit for Working with Time Series
Easy visualization, wrangling, and feature engineering of time series data for forecasting and machine learning prediction. Consolidates and extends time series functionality from packages including 'dplyr', 'stats', 'xts', 'forecast', 'slider', 'padr', 'recipes', and 'rsample'.
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coercioncoercion-functionsdata-miningdplyrforecastforecastingforecasting-modelsmachine-learningseries-decompositionseries-signaturetibbletidytidyquanttidyversetimetime-seriestimeseries
14.20 score 640 stars 17 dependents 3.9k scripts 18k downloads
tidyquant - Tidy Quantitative Financial Analysis
Bringing business and financial analysis to the 'tidyverse'. The 'tidyquant' package provides a convenient wrapper to various 'xts', 'zoo', 'quantmod', 'TTR' and 'PerformanceAnalytics' package functions and returns the objects in the tidy 'tibble' format. The main advantage is being able to use quantitative functions with the 'tidyverse' functions including 'purrr', 'dplyr', 'tidyr', 'ggplot2', 'lubridate', etc. See the 'tidyquant' website for more information, documentation and examples.
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dplyrfinancial-analysisfinancial-datafinancial-statementsmultiple-stocksperformance-analysisperformanceanalyticsquantmodstockstock-exchangesstock-indexesstock-listsstock-performancestock-pricesstock-symboltidyversetime-seriestimeseriesxts
13.45 score 907 stars 1 dependents 5.9k scripts 18k downloads
modeltime - The Tidymodels Extension for Time Series Modeling
The time series forecasting framework for use with the 'tidymodels' ecosystem. Models include ARIMA, Exponential Smoothing, and additional time series models from the 'forecast' and 'prophet' packages. Refer to "Forecasting Principles & Practice, Second edition" (<https://otexts.com/fpp2/>). Refer to "Prophet: forecasting at scale" (<https://research.facebook.com/blog/2017/02/prophet-forecasting-at-scale/>.).
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arimadata-sciencedeep-learningetsforecastingmachine-learningmachine-learning-algorithmsmodeltimeprophettbatstidymodelingtidymodelstimetime-seriestime-series-analysistimeseriestimeseries-forecasting
10.83 score 577 stars 7 dependents 1.4k scripts 1.9k downloadstibbletime - Time Aware Tibbles
Built on top of the 'tibble' package, 'tibbletime' is an extension that allows for the creation of time aware tibbles. Some immediate advantages of this include: the ability to perform time-based subsetting on tibbles, quickly summarising and aggregating results by time periods, and creating columns that can be used as 'dplyr' time-based groups.
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periodicitytibbletimetime-seriestimeseriescpp
10.23 score 177 stars 2 dependents 700 scripts 2.8k downloads
sweep - Tidy Tools for Forecasting
Tidies up the forecasting modeling and prediction work flow, extends the 'broom' package with 'sw_tidy', 'sw_glance', 'sw_augment', and 'sw_tidy_decomp' functions for various forecasting models, and enables converting 'forecast' objects to "tidy" data frames with 'sw_sweep'.
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broomforecastforecasting-modelspredictiontidytidyversetimetime-seriestimeseries
9.36 score 154 stars 1 dependents 321 scripts 1.7k downloads
anomalize - Tidy Anomaly Detection
The 'anomalize' package enables a "tidy" workflow for detecting anomalies in data. The main functions are time_decompose(), anomalize(), and time_recompose(). When combined, it's quite simple to decompose time series, detect anomalies, and create bands separating the "normal" data from the anomalous data at scale (i.e. for multiple time series). Time series decomposition is used to remove trend and seasonal components via the time_decompose() function and methods include seasonal decomposition of time series by Loess ("stl") and seasonal decomposition by piecewise medians ("twitter"). The anomalize() function implements two methods for anomaly detection of residuals including using an inner quartile range ("iqr") and generalized extreme studentized deviation ("gesd"). These methods are based on those used in the 'forecast' package and the Twitter 'AnomalyDetection' package. Refer to the associated functions for specific references for these methods.
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anomalyanomaly-detectiondecompositiondetect-anomaliesiqrtime-series
9.21 score 339 stars 318 scripts 995 downloads
modeltime.ensemble - Ensemble Algorithms for Time Series Forecasting with Modeltime
A 'modeltime' extension that implements time series ensemble forecasting methods including model averaging, weighted averaging, and stacking. These techniques are popular methods to improve forecast accuracy and stability.
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ensembleensemble-learningforecastforecastingmodeltimestackingstacking-ensembletidymodelstimetime-seriestimeseries
8.87 score 80 stars 1 dependents 137 scripts 789 downloads
modeltime.resample - Resampling Tools for Time Series Forecasting
A 'modeltime' extension that implements forecast resampling tools that assess time-based model performance and stability for a single time series, panel data, and cross-sectional time series analysis.
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accuracy-metricsbacktestingbootstrapbootstrappingcross-validationforecastingmodeltimemodeltime-resampleresamplingstatisticstidymodelstime-series
7.55 score 22 stars 2 dependents 45 scripts 650 downloadscorrelationfunnel - Speed Up Exploratory Data Analysis (EDA) with the Correlation Funnel
Speeds up exploratory data analysis (EDA) by providing a succinct workflow and interactive visualization tools for understanding which features have relationships to target (response). Uses binary correlation analysis to determine relationship. Default correlation method is the Pearson method. Lian Duan, W Nick Street, Yanchi Liu, Songhua Xu, and Brook Wu (2014) <doi:10.1145/2637484>.
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correlationexploratory-analysisexploratory-data-analysisexploratory-data-visualizationstidyverse
7.31 score 140 stars 146 scripts 389 downloadsalphavantager - Lightweight Interface to the Alpha Vantage API
Alpha Vantage has free historical financial information. All you need to do is get a free API key at <https://www.alphavantage.co>. Then you can use the R interface to retrieve free equity information. Refer to the Alpha Vantage website for more information.
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alpha-vantagefinancial-datahistorical-financial-data
6.14 score 72 stars 80 scripts 2.4k downloadsriingo - An R Interface to the 'Tiingo' Stock Price API
Functionality to download stock prices, cryptocurrency data, and more from the 'Tiingo' API <https://api.tiingo.com/>.
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5.38 score 52 stars 54 scripts 1.7k downloads