timetk: A toolkit for time series analysis in the tidyverse
This tutorial focuses on, plot_time_series(), a workhorse time-series plotting function that:
plotly plots (great for exploring & shiny apps)ggplot2 & plotly codeplotly to static ggplot2 plotslibrary(tidyverse)
library(lubridate)
library(timetk)
# Setup for the plotly charts (# FALSE returns ggplots)
interactive <- FALSELet’s start with a popular time series, taylor_30_min, which includes energy demand in megawatts at a sampling interval of 30-minutes. This is a single time series.
taylor_30_min
#> # A tibble: 4,032 x 2
#> date value
#> <dttm> <dbl>
#> 1 2000-06-05 00:00:00 22262
#> 2 2000-06-05 00:30:00 21756
#> 3 2000-06-05 01:00:00 22247
#> 4 2000-06-05 01:30:00 22759
#> 5 2000-06-05 02:00:00 22549
#> 6 2000-06-05 02:30:00 22313
#> 7 2000-06-05 03:00:00 22128
#> 8 2000-06-05 03:30:00 21860
#> 9 2000-06-05 04:00:00 21751
#> 10 2000-06-05 04:30:00 21336
#> # … with 4,022 more rowsThe plot_time_series() function generates an interactive plotly chart by default.
.date_var) and the numeric variable (.value) that changes over time as the first 2 arguments.interactive = TRUE, the .plotly_slider = TRUE adds a date slider to the bottom of the chart.taylor_30_min %>%
plot_time_series(date, value,
.interactive = interactive,
.plotly_slider = TRUE)Next, let’s move on to a dataset with time series groups, m4_daily, which is a sample of 4 time series from the M4 competition that are sampled at a daily frequency.
m4_daily %>% group_by(id)
#> # A tibble: 9,743 x 3
#> # Groups: id [4]
#> id date value
#> <fct> <date> <dbl>
#> 1 D10 2014-07-03 2076.
#> 2 D10 2014-07-04 2073.
#> 3 D10 2014-07-05 2049.
#> 4 D10 2014-07-06 2049.
#> 5 D10 2014-07-07 2006.
#> 6 D10 2014-07-08 2018.
#> 7 D10 2014-07-09 2019.
#> 8 D10 2014-07-10 2007.
#> 9 D10 2014-07-11 2010
#> 10 D10 2014-07-12 2002.
#> # … with 9,733 more rowsVisualizing grouped data is as simple as grouping the data set with group_by() prior to piping into the plot_time_series() function. Key points:
group_by() or by using the ... to add groups..facet_ncol = 2 returns a 2-column faceted plot.facet_scales = "free" allows the x and y-axis of each plot to scale independently of the other plotsm4_daily %>%
group_by(id) %>%
plot_time_series(date, value,
.facet_ncol = 2, .facet_scales = "free",
.interactive = interactive)Let’s switch to an hourly dataset with multiple groups. We can showcase:
.value.color_var to highlight sub-groups.m4_hourly %>% group_by(id)
#> # A tibble: 3,060 x 3
#> # Groups: id [4]
#> id date value
#> <fct> <dttm> <dbl>
#> 1 H10 2015-07-01 12:00:00 513
#> 2 H10 2015-07-01 13:00:00 512
#> 3 H10 2015-07-01 14:00:00 506
#> 4 H10 2015-07-01 15:00:00 500
#> 5 H10 2015-07-01 16:00:00 490
#> 6 H10 2015-07-01 17:00:00 484
#> 7 H10 2015-07-01 18:00:00 467
#> 8 H10 2015-07-01 19:00:00 446
#> 9 H10 2015-07-01 20:00:00 434
#> 10 H10 2015-07-01 21:00:00 422
#> # … with 3,050 more rowsThe intent is to showcase the groups in faceted plots, but to highlight weekly windows (sub-groups) within the data while simultaneously doing a log() transformation to the value. This is simple to do:
.value = log(value) Applies the Log Transformation.color_var = week(date) The date column is transformed to a lubridate::week() number. The color is applied to each of the week numbers.m4_hourly %>%
group_by(id) %>%
plot_time_series(date, log(value), # Apply a Log Transformation
.color_var = week(date), # Color applied to Week transformation
# Facet formatting
.facet_ncol = 2,
.facet_scales = "free",
.interactive = interactive)All of the visualizations can be converted from interactive plotly (great for exploring and shiny apps) to static ggplot2 visualizations (great for reports).
taylor_30_min %>%
plot_time_series(date, value,
.color_var = month(date, label = TRUE),
# Returns static ggplot
.interactive = FALSE,
# Customization
.title = "Taylor's MegaWatt Data",
.x_lab = "Date (30-min intervals)",
.y_lab = "Energy Demand (MW)",
.color_lab = "Month") +
scale_y_continuous(labels = scales::comma_format())
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