modeltime.gluonts: to_gluon_list_dataset – R documentation

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to_gluon_list_dataset

Convert a data frame to a GluonTS ListDataset

Description

A ListDataset is the format required by GluonTS. This function simplifies creating a GluonTS ListDataset.

Usage

to_gluon_list_dataset(data, date_var, value_var, id_var = NULL, freq = "D")

Arguments

`data`	A data.frame
`date_var`	The date column (Timestamps)
`value_var`	The value column (Target)
`id_var`	The Time Series ID column for tracking time series in GluonTS
`freq`	the Pandas Timestamp Frequency.

Examples

library(timetk)

m4_daily %>%
    to_gluon_list_dataset(
        date_var  = date,
        value_var = value,
        id_var    = id,
        freq      = "D"
    )

modeltime.gluonts

'GluonTS' Deep Learning

v0.1.0

MIT + file LICENSE

Authors

Matt Dancho [aut, cre], Business Science [cph]

Initial release