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To make it easy to visualize, wrangle, and feature engineer time series data for forecasting and machine learning prediction.


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Getting Started

Package Functionality

There are many R packages for working with Time Series data. Here’s how timetk compares to the “tidy” time series R packages for data visualization, wrangling, and feature engineeering (those that leverage data frames or tibbles).

Task timetk tsibble feasts tibbletime
Data Structure tibble (tbl) tsibble (tbl_ts) tsibble (tbl_ts) tibbletime (tbl_time)
Interactive Plots (plotly) :x: :x: :x:
Static Plots (ggplot) :x: :x:
Time Series :x: :x:
Correlation, Seasonality :x: :x:
Anomaly Detection :x: :x: :x:
Data Wrangling
Time-Based Summarization :x: :x:
Time-Based Filtering :x: :x:
Padding Gaps :x: :x:
Low to High Frequency :x: :x: :x:
Imputation :x: :x:
Sliding / Rolling :x:
Feature Engineering (recipes)
Date Feature Engineering :x: :x: :x:
Holiday Feature Engineering :x: :x: :x:
Fourier Series :x: :x: :x:
Smoothing & Rolling :x: :x: :x:
Padding :x: :x: :x:
Imputation :x: :x: :x:
Cross Validation (rsample)
Time Series Cross Validation :x: :x: :x:
Time Series CV Plan Visualization :x: :x: :x:
More Awesomeness
Making Time Series (Intelligently) :x:
Handling Holidays & Weekends :x: :x: :x:
Class Conversion :x: :x:
Automatic Frequency & Trend :x: :x: :x:

What can you do in 1 line of code?

Investigate a time series…

taylor_30_min %>%
    plot_time_series(date, value, .color_var = week(date), 
                     .interactive = FALSE, .color_lab = "Week")

Visualize anomalies…

walmart_sales_weekly %>%
    group_by(Store, Dept) %>%
    plot_anomaly_diagnostics(Date, Weekly_Sales, 
                             .facet_ncol = 3, .interactive = FALSE)

Make a seasonality plot…

taylor_30_min %>%
    plot_seasonal_diagnostics(date, value, .interactive = FALSE)

Inspect autocorrelation, partial autocorrelation (and cross correlations too)…

taylor_30_min %>%
    plot_acf_diagnostics(date, value, .lags = "1 week", .interactive = FALSE)


The timetk package wouldn’t be possible without other amazing time series packages.

Learning More


My Talk on High-Performance Time Series Forecasting

Time series is changing. Businesses now need 10,000+ time series forecasts every day. This is what I call a High-Performance Time Series Forecasting System (HPTSF) - Accurate, Robust, and Scalable Forecasting.

High-Performance Forecasting Systems will save companies MILLIONS of dollars. Imagine what will happen to your career if you can provide your organization a “High-Performance Time Series Forecasting System” (HPTSF System).

I teach how to build a HPTFS System in my High-Performance Time Series Forecasting Course. If interested in learning Scalable High-Performance Forecasting Strategies then take my course. You will learn:

Unlock the High-Performance Time Series Forecasting Course