Time series augmentation - none¶

In [1]:

# TSPredIT
# version 1.0.767

source("https://raw.githubusercontent.com/cefet-rj-dal/tspredit/main/jupyter.R")

#loading TSPredIT
load_library("daltoolbox") 
load_library("tspredit")

Loading required package: daltoolbox

Registered S3 method overwritten by 'quantmod':
  method            from
  as.zoo.data.frame zoo 


Attaching package: ‘daltoolbox’


The following object is masked from ‘package:base’:

    transform


Loading required package: tspredit

Series for studying¶

In [2]:

data(sin_data)
library(ggplot2)
plot_ts(x=sin_data$x, y=sin_data$y) + theme(text = element_text(size=16))

Sliding windows¶

In [3]:

sw_size <- 10
xw <- ts_data(sin_data$y, sw_size)

Augment¶

In [4]:

augment <- ts_aug_none()
augment <- fit(augment, xw)
xa <- transform(augment, xw)
idx <- attr(xa, "idx")
ts_head(xa)

A matrix: 6 × 10 of type dbl
t9	t8	t7	t6	t5	t4	t3	t2	t1	t0
0.0000000	0.2474040	0.4794255	0.6816388	0.8414710	0.9489846	0.9974950	0.9839859	0.9092974	0.7780732
0.2474040	0.4794255	0.6816388	0.8414710	0.9489846	0.9974950	0.9839859	0.9092974	0.7780732	0.5984721
0.4794255	0.6816388	0.8414710	0.9489846	0.9974950	0.9839859	0.9092974	0.7780732	0.5984721	0.3816610
0.6816388	0.8414710	0.9489846	0.9974950	0.9839859	0.9092974	0.7780732	0.5984721	0.3816610	0.1411200
0.8414710	0.9489846	0.9974950	0.9839859	0.9092974	0.7780732	0.5984721	0.3816610	0.1411200	-0.1081951
0.9489846	0.9974950	0.9839859	0.9092974	0.7780732	0.5984721	0.3816610	0.1411200	-0.1081951	-0.3507832

Plot¶

In [5]:

i <- 1:nrow(xw)
y <- xw[,sw_size]
plot(x = i, y = y, main = "cosine")
lines(x = i, y = y, col="black")
for (j in 1:nrow(xa)) {
  lines(x = (idx[j]-sw_size+1):idx[j], y = xa[j,1:sw_size], col="green")
}

In [ ]: