library(fpp3)
## ── Attaching packages ──────────────────────────────────────────── fpp3 1.0.3 ──
## ✔ tibble 3.3.1 ✔ tsibble 1.2.0
## ✔ dplyr 1.2.1 ✔ tsibbledata 0.4.1
## ✔ tidyr 1.3.2 ✔ ggtime 1.0.0
## ✔ lubridate 1.9.5 ✔ feasts 0.5.0
## ✔ ggplot2 4.0.3 ✔ fable 0.5.0
## ── Conflicts ───────────────────────────────────────────────── fpp3_conflicts ──
## ✖ lubridate::date() masks base::date()
## ✖ dplyr::filter() masks stats::filter()
## ✖ tsibble::intersect() masks base::intersect()
## ✖ tsibble::interval() masks lubridate::interval()
## ✖ dplyr::lag() masks stats::lag()
## ✖ tsibble::setdiff() masks base::setdiff()
## ✖ tsibble::union() masks base::union()
This exercise explores four time series by identifying their time intervals and creating time plots.
aus_productionThe Bricks series contains quarterly clay-brick
production in Australia, measured in millions of bricks.
?aus_production
aus_production
## # A tsibble: 218 x 7 [1Q]
## Quarter Beer Tobacco Bricks Cement Electricity Gas
## <qtr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
## 1 1956 Q1 284 5225 189 465 3923 5
## 2 1956 Q2 213 5178 204 532 4436 6
## 3 1956 Q3 227 5297 208 561 4806 7
## 4 1956 Q4 308 5681 197 570 4418 6
## 5 1957 Q1 262 5577 187 529 4339 5
## 6 1957 Q2 228 5651 214 604 4811 7
## 7 1957 Q3 236 5317 227 603 5259 7
## 8 1957 Q4 320 6152 222 582 4735 6
## 9 1958 Q1 272 5758 199 554 4608 5
## 10 1958 Q2 233 5641 229 620 5196 7
## # ℹ 208 more rows
The [1Q] in the output shows that the data are recorded
once every quarter.
autoplot(aus_production, Bricks)
## Warning: Removed 20 rows containing missing values or values outside the scale range
## (`geom_line()`).
### 2. Lynx from
pelt
The Lynx series contains the number of Canadian lynx
pelts traded by the Hudson Bay Company.
?pelt
pelt
## # A tsibble: 91 x 3 [1Y]
## Year Hare Lynx
## <dbl> <dbl> <dbl>
## 1 1845 19580 30090
## 2 1846 19600 45150
## 3 1847 19610 49150
## 4 1848 11990 39520
## 5 1849 28040 21230
## 6 1850 58000 8420
## 7 1851 74600 5560
## 8 1852 75090 5080
## 9 1853 88480 10170
## 10 1854 61280 19600
## # ℹ 81 more rows
The [1Y] in the output shows that the data are recorded
once every year.
autoplot(pelt, Lynx)
### 3. Closing Stock Prices from
gafa_stock
The Close series contains the daily closing prices of
Google, Amazon, Facebook, and Apple stocks.
?gafa_stock
gafa_stock
## # A tsibble: 5,032 x 8 [!]
## # Key: Symbol [4]
## Symbol Date Open High Low Close Adj_Close Volume
## <chr> <date> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
## 1 AAPL 2014-01-02 79.4 79.6 78.9 79.0 67.0 58671200
## 2 AAPL 2014-01-03 79.0 79.1 77.2 77.3 65.5 98116900
## 3 AAPL 2014-01-06 76.8 78.1 76.2 77.7 65.9 103152700
## 4 AAPL 2014-01-07 77.8 78.0 76.8 77.1 65.4 79302300
## 5 AAPL 2014-01-08 77.0 77.9 77.0 77.6 65.8 64632400
## 6 AAPL 2014-01-09 78.1 78.1 76.5 76.6 65.0 69787200
## 7 AAPL 2014-01-10 77.1 77.3 75.9 76.1 64.5 76244000
## 8 AAPL 2014-01-13 75.7 77.5 75.7 76.5 64.9 94623200
## 9 AAPL 2014-01-14 76.9 78.1 76.8 78.1 66.1 83140400
## 10 AAPL 2014-01-15 79.1 80.0 78.8 79.6 67.5 97909700
## # ℹ 5,022 more rows
This is an irregular daily time series because stock prices are recorded only on trading days, excluding weekends and market holidays.
autoplot(gafa_stock, Close)
### 4. Electricity Demand from
vic_elec
The Demand series contains electricity demand in
Victoria, Australia, measured in megawatt-hours.
?vic_elec
vic_elec
## # A tsibble: 52,608 x 5 [30m] <Australia/Melbourne>
## Time Demand Temperature Date Holiday
## <dttm> <dbl> <dbl> <date> <lgl>
## 1 2012-01-01 00:00:00 4383. 21.4 2012-01-01 TRUE
## 2 2012-01-01 00:30:00 4263. 21.0 2012-01-01 TRUE
## 3 2012-01-01 01:00:00 4049. 20.7 2012-01-01 TRUE
## 4 2012-01-01 01:30:00 3878. 20.6 2012-01-01 TRUE
## 5 2012-01-01 02:00:00 4036. 20.4 2012-01-01 TRUE
## 6 2012-01-01 02:30:00 3866. 20.2 2012-01-01 TRUE
## 7 2012-01-01 03:00:00 3694. 20.1 2012-01-01 TRUE
## 8 2012-01-01 03:30:00 3562. 19.6 2012-01-01 TRUE
## 9 2012-01-01 04:00:00 3433. 19.1 2012-01-01 TRUE
## 10 2012-01-01 04:30:00 3359. 19.0 2012-01-01 TRUE
## # ℹ 52,598 more rows
The [30m] in the output shows that electricity demand is
recorded every 30 minutes.
autoplot(vic_elec, Demand) +
labs(
title = "Half-Hourly Electricity Demand in Victoria",
x = "Date and Time",
y = "Electricity Demand (MWh)"
)
## Summary
The Bricks series is quarterly, the Lynx
series is annual, the Close series contains irregular daily
trading observations, and the Demand series is recorded
every 30 minutes. The time plots show that the lynx series has
noticeable cycles, stock prices change differently for each company, and
electricity demand contains frequent repeating patterns.