timetk (version 0.4.0)

tk_augment_timeseries: Augment the time series signature to the data

Description

Augment the time series signature to the data

Usage

tk_augment_timeseries_signature(data)

Arguments

data

A time-based tibble or time-series object.

Value

Returns a tibble object describing the timeseries.

Details

tk_augment_timeseries_signature adds the time series signature features including numeric value, differences, year, month, day, day of week, day of month, day of year, hour, minute, second to the input data.

See Also

tk_get_timeseries_signature(), tk_get_timeseries_summary()

Examples

# NOT RUN {
library(tidyquant)
library(timetk)

FANG %>%
    filter(symbol == "FB") %>%
    tk_augment_timeseries_signature()

# }