This function converts univariate or multivariate time series (xts or ts objects)
to the format necessary for mvgam
Source: R/series_to_mvgam.R
series_to_mvgam.RdThis function converts univariate or multivariate time series (xts or ts objects)
to the format necessary for mvgam
Value
A list object containing outputs needed for mvgam,
including 'data_train' and 'data_test'
Examples
# A ts object example
data("sunspots")
series <- cbind(sunspots, sunspots)
colnames(series) <- c('blood', 'bone')
head(series)
#> blood bone
#> [1,] 58.0 58.0
#> [2,] 62.6 62.6
#> [3,] 70.0 70.0
#> [4,] 55.7 55.7
#> [5,] 85.0 85.0
#> [6,] 83.5 83.5
series_to_mvgam(series, frequency(series), 0.85)
#> $data_train
#> y season year date series time
#> 1 58.0 1 1749 1749-01-01 00:00:00 blood 1
#> 2 58.0 1 1749 1749-01-01 00:00:00 bone 1
#> 3 62.6 2 1749 1749-01-31 10:00:00 blood 2
#> 4 62.6 2 1749 1749-01-31 10:00:00 bone 2
#> 5 70.0 3 1749 1749-03-02 20:00:01 blood 3
#> 6 70.0 3 1749 1749-03-02 20:00:01 bone 3
#> 7 55.7 4 1749 1749-04-02 06:00:00 blood 4
#> 8 55.7 4 1749 1749-04-02 06:00:00 bone 4
#> 9 85.0 5 1749 1749-05-02 16:00:00 blood 5
#> 10 85.0 5 1749 1749-05-02 16:00:00 bone 5
#> 11 83.5 6 1749 1749-06-02 02:00:01 blood 6
#> 12 83.5 6 1749 1749-06-02 02:00:01 bone 6
#> 13 94.8 7 1749 1749-07-02 12:00:00 blood 7
#> 14 94.8 7 1749 1749-07-02 12:00:00 bone 7
#> 15 66.3 8 1749 1749-08-01 22:00:00 blood 8
#> 16 66.3 8 1749 1749-08-01 22:00:00 bone 8
#> 17 75.9 9 1749 1749-09-01 08:00:01 blood 9
#> 18 75.9 9 1749 1749-09-01 08:00:01 bone 9
#> 19 75.5 10 1749 1749-10-01 18:00:00 blood 10
#> 20 75.5 10 1749 1749-10-01 18:00:00 bone 10
#> 21 158.6 11 1749 1749-11-01 04:00:00 blood 11
#> 22 158.6 11 1749 1749-11-01 04:00:00 bone 11
#> 23 85.2 12 1749 1749-12-01 14:00:01 blood 12
#> 24 85.2 12 1749 1749-12-01 14:00:01 bone 12
#> 25 73.3 1 1750 1750-01-01 00:00:00 blood 13
#> 26 73.3 1 1750 1750-01-01 00:00:00 bone 13
#> 27 75.9 2 1750 1750-01-31 10:00:00 blood 14
#> 28 75.9 2 1750 1750-01-31 10:00:00 bone 14
#> 29 89.2 3 1750 1750-03-02 20:00:01 blood 15
#> 30 89.2 3 1750 1750-03-02 20:00:01 bone 15
#> 31 88.3 4 1750 1750-04-02 06:00:00 blood 16
#> 32 88.3 4 1750 1750-04-02 06:00:00 bone 16
#> 33 90.0 5 1750 1750-05-02 16:00:00 blood 17
#> 34 90.0 5 1750 1750-05-02 16:00:00 bone 17
#> 35 100.0 6 1750 1750-06-02 02:00:01 blood 18
#> 36 100.0 6 1750 1750-06-02 02:00:01 bone 18
#> 37 85.4 7 1750 1750-07-02 12:00:00 blood 19
#> 38 85.4 7 1750 1750-07-02 12:00:00 bone 19
#> 39 103.0 8 1750 1750-08-01 22:00:00 blood 20
#> 40 103.0 8 1750 1750-08-01 22:00:00 bone 20
#> 41 91.2 9 1750 1750-09-01 08:00:01 blood 21
#> 42 91.2 9 1750 1750-09-01 08:00:01 bone 21
#> 43 65.7 10 1750 1750-10-01 18:00:00 blood 22
#> 44 65.7 10 1750 1750-10-01 18:00:00 bone 22
#> 45 63.3 11 1750 1750-11-01 04:00:00 blood 23
#> 46 63.3 11 1750 1750-11-01 04:00:00 bone 23
#> 47 75.4 12 1750 1750-12-01 14:00:01 blood 24
#> 48 75.4 12 1750 1750-12-01 14:00:01 bone 24
#> 49 70.0 1 1751 1751-01-01 00:00:00 blood 25
#> 50 70.0 1 1751 1751-01-01 00:00:00 bone 25
#> 51 43.5 2 1751 1751-01-31 10:00:00 blood 26
#> 52 43.5 2 1751 1751-01-31 10:00:00 bone 26
#> 53 45.3 3 1751 1751-03-02 20:00:01 blood 27
#> 54 45.3 3 1751 1751-03-02 20:00:01 bone 27
#> 55 56.4 4 1751 1751-04-02 06:00:00 blood 28
#> 56 56.4 4 1751 1751-04-02 06:00:00 bone 28
#> 57 60.7 5 1751 1751-05-02 16:00:00 blood 29
#> 58 60.7 5 1751 1751-05-02 16:00:00 bone 29
#> 59 50.7 6 1751 1751-06-02 02:00:01 blood 30
#> 60 50.7 6 1751 1751-06-02 02:00:01 bone 30
#> 61 66.3 7 1751 1751-07-02 12:00:00 blood 31
#> 62 66.3 7 1751 1751-07-02 12:00:00 bone 31
#> 63 59.8 8 1751 1751-08-01 22:00:00 blood 32
#> 64 59.8 8 1751 1751-08-01 22:00:00 bone 32
#> 65 23.5 9 1751 1751-09-01 08:00:01 blood 33
#> 66 23.5 9 1751 1751-09-01 08:00:01 bone 33
#> 67 23.2 10 1751 1751-10-01 18:00:00 blood 34
#> 68 23.2 10 1751 1751-10-01 18:00:00 bone 34
#> 69 28.5 11 1751 1751-11-01 04:00:00 blood 35
#> 70 28.5 11 1751 1751-11-01 04:00:00 bone 35
#> 71 44.0 12 1751 1751-12-01 14:00:01 blood 36
#> 72 44.0 12 1751 1751-12-01 14:00:01 bone 36
#> 73 35.0 1 1752 1752-01-01 00:00:00 blood 37
#> 74 35.0 1 1752 1752-01-01 00:00:00 bone 37
#> 75 50.0 2 1752 1752-01-31 12:00:00 blood 38
#> 76 50.0 2 1752 1752-01-31 12:00:00 bone 38
#> 77 71.0 3 1752 1752-03-02 00:00:01 blood 39
#> 78 71.0 3 1752 1752-03-02 00:00:01 bone 39
#> 79 59.3 4 1752 1752-04-01 12:00:00 blood 40
#> 80 59.3 4 1752 1752-04-01 12:00:00 bone 40
#> 81 59.7 5 1752 1752-05-02 00:00:00 blood 41
#> 82 59.7 5 1752 1752-05-02 00:00:00 bone 41
#> 83 39.6 6 1752 1752-06-01 12:00:01 blood 42
#> 84 39.6 6 1752 1752-06-01 12:00:01 bone 42
#> 85 78.4 7 1752 1752-07-02 00:00:00 blood 43
#> 86 78.4 7 1752 1752-07-02 00:00:00 bone 43
#> 87 29.3 8 1752 1752-08-01 12:00:00 blood 44
#> 88 29.3 8 1752 1752-08-01 12:00:00 bone 44
#> 89 27.1 9 1752 1752-09-01 00:00:01 blood 45
#> 90 27.1 9 1752 1752-09-01 00:00:01 bone 45
#> 91 46.6 10 1752 1752-10-01 12:00:00 blood 46
#> 92 46.6 10 1752 1752-10-01 12:00:00 bone 46
#> 93 37.6 11 1752 1752-11-01 00:00:00 blood 47
#> 94 37.6 11 1752 1752-11-01 00:00:00 bone 47
#> 95 40.0 12 1752 1752-12-01 12:00:01 blood 48
#> 96 40.0 12 1752 1752-12-01 12:00:01 bone 48
#> 97 44.0 1 1753 1753-01-01 00:00:00 blood 49
#> 98 44.0 1 1753 1753-01-01 00:00:00 bone 49
#> 99 32.0 2 1753 1753-01-31 10:00:00 blood 50
#> 100 32.0 2 1753 1753-01-31 10:00:00 bone 50
#> 101 45.7 3 1753 1753-03-02 20:00:01 blood 51
#> 102 45.7 3 1753 1753-03-02 20:00:01 bone 51
#> 103 38.0 4 1753 1753-04-02 06:00:00 blood 52
#> 104 38.0 4 1753 1753-04-02 06:00:00 bone 52
#> 105 36.0 5 1753 1753-05-02 16:00:00 blood 53
#> 106 36.0 5 1753 1753-05-02 16:00:00 bone 53
#> 107 31.7 6 1753 1753-06-02 02:00:01 blood 54
#> 108 31.7 6 1753 1753-06-02 02:00:01 bone 54
#> 109 22.2 7 1753 1753-07-02 12:00:00 blood 55
#> 110 22.2 7 1753 1753-07-02 12:00:00 bone 55
#> 111 39.0 8 1753 1753-08-01 22:00:00 blood 56
#> 112 39.0 8 1753 1753-08-01 22:00:00 bone 56
#> 113 28.0 9 1753 1753-09-01 08:00:01 blood 57
#> 114 28.0 9 1753 1753-09-01 08:00:01 bone 57
#> 115 25.0 10 1753 1753-10-01 18:00:00 blood 58
#> 116 25.0 10 1753 1753-10-01 18:00:00 bone 58
#> 117 20.0 11 1753 1753-11-01 04:00:00 blood 59
#> 118 20.0 11 1753 1753-11-01 04:00:00 bone 59
#> 119 6.7 12 1753 1753-12-01 14:00:01 blood 60
#> 120 6.7 12 1753 1753-12-01 14:00:01 bone 60
#> 121 0.0 1 1754 1754-01-01 00:00:00 blood 61
#> 122 0.0 1 1754 1754-01-01 00:00:00 bone 61
#> 123 3.0 2 1754 1754-01-31 10:00:00 blood 62
#> 124 3.0 2 1754 1754-01-31 10:00:00 bone 62
#> 125 1.7 3 1754 1754-03-02 20:00:01 blood 63
#> 126 1.7 3 1754 1754-03-02 20:00:01 bone 63
#> 127 13.7 4 1754 1754-04-02 06:00:00 blood 64
#> 128 13.7 4 1754 1754-04-02 06:00:00 bone 64
#> 129 20.7 5 1754 1754-05-02 16:00:00 blood 65
#> 130 20.7 5 1754 1754-05-02 16:00:00 bone 65
#> 131 26.7 6 1754 1754-06-02 02:00:01 blood 66
#> 132 26.7 6 1754 1754-06-02 02:00:01 bone 66
#> 133 18.8 7 1754 1754-07-02 12:00:00 blood 67
#> 134 18.8 7 1754 1754-07-02 12:00:00 bone 67
#> 135 12.3 8 1754 1754-08-01 22:00:00 blood 68
#> 136 12.3 8 1754 1754-08-01 22:00:00 bone 68
#> 137 8.2 9 1754 1754-09-01 08:00:01 blood 69
#> 138 8.2 9 1754 1754-09-01 08:00:01 bone 69
#> 139 24.1 10 1754 1754-10-01 18:00:00 blood 70
#> 140 24.1 10 1754 1754-10-01 18:00:00 bone 70
#> 141 13.2 11 1754 1754-11-01 04:00:00 blood 71
#> 142 13.2 11 1754 1754-11-01 04:00:00 bone 71
#> 143 4.2 12 1754 1754-12-01 14:00:01 blood 72
#> 144 4.2 12 1754 1754-12-01 14:00:01 bone 72
#> 145 10.2 1 1755 1755-01-01 00:00:00 blood 73
#> 146 10.2 1 1755 1755-01-01 00:00:00 bone 73
#> 147 11.2 2 1755 1755-01-31 10:00:00 blood 74
#> 148 11.2 2 1755 1755-01-31 10:00:00 bone 74
#> 149 6.8 3 1755 1755-03-02 20:00:01 blood 75
#> 150 6.8 3 1755 1755-03-02 20:00:01 bone 75
#> 151 6.5 4 1755 1755-04-02 06:00:00 blood 76
#> 152 6.5 4 1755 1755-04-02 06:00:00 bone 76
#> 153 0.0 5 1755 1755-05-02 16:00:00 blood 77
#> 154 0.0 5 1755 1755-05-02 16:00:00 bone 77
#> 155 0.0 6 1755 1755-06-02 02:00:01 blood 78
#> 156 0.0 6 1755 1755-06-02 02:00:01 bone 78
#> 157 8.6 7 1755 1755-07-02 12:00:00 blood 79
#> 158 8.6 7 1755 1755-07-02 12:00:00 bone 79
#> 159 3.2 8 1755 1755-08-01 22:00:00 blood 80
#> 160 3.2 8 1755 1755-08-01 22:00:00 bone 80
#> 161 17.8 9 1755 1755-09-01 08:00:01 blood 81
#> 162 17.8 9 1755 1755-09-01 08:00:01 bone 81
#> 163 23.7 10 1755 1755-10-01 18:00:00 blood 82
#> 164 23.7 10 1755 1755-10-01 18:00:00 bone 82
#> 165 6.8 11 1755 1755-11-01 04:00:00 blood 83
#> 166 6.8 11 1755 1755-11-01 04:00:00 bone 83
#> [ reached 'max' / getOption("max.print") -- omitted 4628 rows ]
#>
#> $data_test
#> y season year date series time
#> 1 136.3 10 1948 1948-10-01 12:00:00 blood 2398
#> 2 136.3 10 1948 1948-10-01 12:00:00 bone 2398
#> 3 95.8 11 1948 1948-11-01 00:00:01 blood 2399
#> 4 95.8 11 1948 1948-11-01 00:00:01 bone 2399
#> 5 138.0 12 1948 1948-12-01 12:00:01 blood 2400
#> 6 138.0 12 1948 1948-12-01 12:00:01 bone 2400
#> 7 119.1 1 1949 1949-01-01 00:00:00 blood 2401
#> 8 119.1 1 1949 1949-01-01 00:00:00 bone 2401
#> 9 182.3 2 1949 1949-01-31 10:00:01 blood 2402
#> 10 182.3 2 1949 1949-01-31 10:00:01 bone 2402
#> 11 157.5 3 1949 1949-03-02 20:00:01 blood 2403
#> 12 157.5 3 1949 1949-03-02 20:00:01 bone 2403
#> 13 147.0 4 1949 1949-04-02 06:00:00 blood 2404
#> 14 147.0 4 1949 1949-04-02 06:00:00 bone 2404
#> 15 106.2 5 1949 1949-05-02 16:00:01 blood 2405
#> 16 106.2 5 1949 1949-05-02 16:00:01 bone 2405
#> 17 121.7 6 1949 1949-06-02 02:00:01 blood 2406
#> 18 121.7 6 1949 1949-06-02 02:00:01 bone 2406
#> 19 125.8 7 1949 1949-07-02 12:00:00 blood 2407
#> 20 125.8 7 1949 1949-07-02 12:00:00 bone 2407
#> 21 123.8 8 1949 1949-08-01 22:00:01 blood 2408
#> 22 123.8 8 1949 1949-08-01 22:00:01 bone 2408
#> 23 145.3 9 1949 1949-09-01 08:00:01 blood 2409
#> 24 145.3 9 1949 1949-09-01 08:00:01 bone 2409
#> 25 131.6 10 1949 1949-10-01 18:00:00 blood 2410
#> 26 131.6 10 1949 1949-10-01 18:00:00 bone 2410
#> 27 143.5 11 1949 1949-11-01 04:00:01 blood 2411
#> 28 143.5 11 1949 1949-11-01 04:00:01 bone 2411
#> 29 117.6 12 1949 1949-12-01 14:00:01 blood 2412
#> 30 117.6 12 1949 1949-12-01 14:00:01 bone 2412
#> 31 101.6 1 1950 1950-01-01 00:00:00 blood 2413
#> 32 101.6 1 1950 1950-01-01 00:00:00 bone 2413
#> 33 94.8 2 1950 1950-01-31 10:00:01 blood 2414
#> 34 94.8 2 1950 1950-01-31 10:00:01 bone 2414
#> 35 109.7 3 1950 1950-03-02 20:00:01 blood 2415
#> 36 109.7 3 1950 1950-03-02 20:00:01 bone 2415
#> 37 113.4 4 1950 1950-04-02 06:00:00 blood 2416
#> 38 113.4 4 1950 1950-04-02 06:00:00 bone 2416
#> 39 106.2 5 1950 1950-05-02 16:00:01 blood 2417
#> 40 106.2 5 1950 1950-05-02 16:00:01 bone 2417
#> 41 83.6 6 1950 1950-06-02 02:00:01 blood 2418
#> 42 83.6 6 1950 1950-06-02 02:00:01 bone 2418
#> 43 91.0 7 1950 1950-07-02 12:00:00 blood 2419
#> 44 91.0 7 1950 1950-07-02 12:00:00 bone 2419
#> 45 85.2 8 1950 1950-08-01 22:00:01 blood 2420
#> 46 85.2 8 1950 1950-08-01 22:00:01 bone 2420
#> 47 51.3 9 1950 1950-09-01 08:00:01 blood 2421
#> 48 51.3 9 1950 1950-09-01 08:00:01 bone 2421
#> 49 61.4 10 1950 1950-10-01 18:00:00 blood 2422
#> 50 61.4 10 1950 1950-10-01 18:00:00 bone 2422
#> 51 54.8 11 1950 1950-11-01 04:00:01 blood 2423
#> 52 54.8 11 1950 1950-11-01 04:00:01 bone 2423
#> 53 54.1 12 1950 1950-12-01 14:00:01 blood 2424
#> 54 54.1 12 1950 1950-12-01 14:00:01 bone 2424
#> 55 59.9 1 1951 1951-01-01 00:00:00 blood 2425
#> 56 59.9 1 1951 1951-01-01 00:00:00 bone 2425
#> 57 59.9 2 1951 1951-01-31 10:00:01 blood 2426
#> 58 59.9 2 1951 1951-01-31 10:00:01 bone 2426
#> 59 59.9 3 1951 1951-03-02 20:00:01 blood 2427
#> 60 59.9 3 1951 1951-03-02 20:00:01 bone 2427
#> 61 92.9 4 1951 1951-04-02 06:00:00 blood 2428
#> 62 92.9 4 1951 1951-04-02 06:00:00 bone 2428
#> 63 108.5 5 1951 1951-05-02 16:00:01 blood 2429
#> 64 108.5 5 1951 1951-05-02 16:00:01 bone 2429
#> 65 100.6 6 1951 1951-06-02 02:00:01 blood 2430
#> 66 100.6 6 1951 1951-06-02 02:00:01 bone 2430
#> 67 61.5 7 1951 1951-07-02 12:00:00 blood 2431
#> 68 61.5 7 1951 1951-07-02 12:00:00 bone 2431
#> 69 61.0 8 1951 1951-08-01 22:00:01 blood 2432
#> 70 61.0 8 1951 1951-08-01 22:00:01 bone 2432
#> 71 83.1 9 1951 1951-09-01 08:00:01 blood 2433
#> 72 83.1 9 1951 1951-09-01 08:00:01 bone 2433
#> 73 51.6 10 1951 1951-10-01 18:00:00 blood 2434
#> 74 51.6 10 1951 1951-10-01 18:00:00 bone 2434
#> 75 52.4 11 1951 1951-11-01 04:00:01 blood 2435
#> 76 52.4 11 1951 1951-11-01 04:00:01 bone 2435
#> 77 45.8 12 1951 1951-12-01 14:00:01 blood 2436
#> 78 45.8 12 1951 1951-12-01 14:00:01 bone 2436
#> 79 40.7 1 1952 1952-01-01 00:00:00 blood 2437
#> 80 40.7 1 1952 1952-01-01 00:00:00 bone 2437
#> 81 22.7 2 1952 1952-01-31 12:00:01 blood 2438
#> 82 22.7 2 1952 1952-01-31 12:00:01 bone 2438
#> 83 22.0 3 1952 1952-03-02 00:00:01 blood 2439
#> 84 22.0 3 1952 1952-03-02 00:00:01 bone 2439
#> 85 29.1 4 1952 1952-04-01 12:00:00 blood 2440
#> 86 29.1 4 1952 1952-04-01 12:00:00 bone 2440
#> 87 23.4 5 1952 1952-05-02 00:00:01 blood 2441
#> 88 23.4 5 1952 1952-05-02 00:00:01 bone 2441
#> 89 36.4 6 1952 1952-06-01 12:00:01 blood 2442
#> 90 36.4 6 1952 1952-06-01 12:00:01 bone 2442
#> 91 39.3 7 1952 1952-07-02 00:00:00 blood 2443
#> 92 39.3 7 1952 1952-07-02 00:00:00 bone 2443
#> 93 54.9 8 1952 1952-08-01 12:00:01 blood 2444
#> 94 54.9 8 1952 1952-08-01 12:00:01 bone 2444
#> 95 28.2 9 1952 1952-09-01 00:00:01 blood 2445
#> 96 28.2 9 1952 1952-09-01 00:00:01 bone 2445
#> 97 23.8 10 1952 1952-10-01 12:00:00 blood 2446
#> 98 23.8 10 1952 1952-10-01 12:00:00 bone 2446
#> 99 22.1 11 1952 1952-11-01 00:00:01 blood 2447
#> 100 22.1 11 1952 1952-11-01 00:00:01 bone 2447
#> 101 34.3 12 1952 1952-12-01 12:00:01 blood 2448
#> 102 34.3 12 1952 1952-12-01 12:00:01 bone 2448
#> 103 26.5 1 1953 1953-01-01 00:00:00 blood 2449
#> 104 26.5 1 1953 1953-01-01 00:00:00 bone 2449
#> 105 3.9 2 1953 1953-01-31 10:00:01 blood 2450
#> 106 3.9 2 1953 1953-01-31 10:00:01 bone 2450
#> 107 10.0 3 1953 1953-03-02 20:00:01 blood 2451
#> 108 10.0 3 1953 1953-03-02 20:00:01 bone 2451
#> 109 27.8 4 1953 1953-04-02 06:00:00 blood 2452
#> 110 27.8 4 1953 1953-04-02 06:00:00 bone 2452
#> 111 12.5 5 1953 1953-05-02 16:00:01 blood 2453
#> 112 12.5 5 1953 1953-05-02 16:00:01 bone 2453
#> 113 21.8 6 1953 1953-06-02 02:00:01 blood 2454
#> 114 21.8 6 1953 1953-06-02 02:00:01 bone 2454
#> 115 8.6 7 1953 1953-07-02 12:00:00 blood 2455
#> 116 8.6 7 1953 1953-07-02 12:00:00 bone 2455
#> 117 23.5 8 1953 1953-08-01 22:00:01 blood 2456
#> 118 23.5 8 1953 1953-08-01 22:00:01 bone 2456
#> 119 19.3 9 1953 1953-09-01 08:00:01 blood 2457
#> 120 19.3 9 1953 1953-09-01 08:00:01 bone 2457
#> 121 8.2 10 1953 1953-10-01 18:00:00 blood 2458
#> 122 8.2 10 1953 1953-10-01 18:00:00 bone 2458
#> 123 1.6 11 1953 1953-11-01 04:00:01 blood 2459
#> 124 1.6 11 1953 1953-11-01 04:00:01 bone 2459
#> 125 2.5 12 1953 1953-12-01 14:00:01 blood 2460
#> 126 2.5 12 1953 1953-12-01 14:00:01 bone 2460
#> 127 0.2 1 1954 1954-01-01 00:00:00 blood 2461
#> 128 0.2 1 1954 1954-01-01 00:00:00 bone 2461
#> 129 0.5 2 1954 1954-01-31 10:00:01 blood 2462
#> 130 0.5 2 1954 1954-01-31 10:00:01 bone 2462
#> 131 10.9 3 1954 1954-03-02 20:00:01 blood 2463
#> 132 10.9 3 1954 1954-03-02 20:00:01 bone 2463
#> 133 1.8 4 1954 1954-04-02 06:00:00 blood 2464
#> 134 1.8 4 1954 1954-04-02 06:00:00 bone 2464
#> 135 0.8 5 1954 1954-05-02 16:00:01 blood 2465
#> 136 0.8 5 1954 1954-05-02 16:00:01 bone 2465
#> 137 0.2 6 1954 1954-06-02 02:00:01 blood 2466
#> 138 0.2 6 1954 1954-06-02 02:00:01 bone 2466
#> 139 4.8 7 1954 1954-07-02 12:00:00 blood 2467
#> 140 4.8 7 1954 1954-07-02 12:00:00 bone 2467
#> 141 8.4 8 1954 1954-08-01 22:00:01 blood 2468
#> 142 8.4 8 1954 1954-08-01 22:00:01 bone 2468
#> 143 1.5 9 1954 1954-09-01 08:00:01 blood 2469
#> 144 1.5 9 1954 1954-09-01 08:00:01 bone 2469
#> 145 7.0 10 1954 1954-10-01 18:00:00 blood 2470
#> 146 7.0 10 1954 1954-10-01 18:00:00 bone 2470
#> 147 9.2 11 1954 1954-11-01 04:00:01 blood 2471
#> 148 9.2 11 1954 1954-11-01 04:00:01 bone 2471
#> 149 7.6 12 1954 1954-12-01 14:00:01 blood 2472
#> 150 7.6 12 1954 1954-12-01 14:00:01 bone 2472
#> 151 23.1 1 1955 1955-01-01 00:00:00 blood 2473
#> 152 23.1 1 1955 1955-01-01 00:00:00 bone 2473
#> 153 20.8 2 1955 1955-01-31 10:00:01 blood 2474
#> 154 20.8 2 1955 1955-01-31 10:00:01 bone 2474
#> 155 4.9 3 1955 1955-03-02 20:00:01 blood 2475
#> 156 4.9 3 1955 1955-03-02 20:00:01 bone 2475
#> 157 11.3 4 1955 1955-04-02 06:00:00 blood 2476
#> 158 11.3 4 1955 1955-04-02 06:00:00 bone 2476
#> 159 28.9 5 1955 1955-05-02 16:00:01 blood 2477
#> 160 28.9 5 1955 1955-05-02 16:00:01 bone 2477
#> 161 31.7 6 1955 1955-06-02 02:00:01 blood 2478
#> 162 31.7 6 1955 1955-06-02 02:00:01 bone 2478
#> 163 26.7 7 1955 1955-07-02 12:00:00 blood 2479
#> 164 26.7 7 1955 1955-07-02 12:00:00 bone 2479
#> 165 40.7 8 1955 1955-08-01 22:00:01 blood 2480
#> 166 40.7 8 1955 1955-08-01 22:00:01 bone 2480
#> [ reached 'max' / getOption("max.print") -- omitted 680 rows ]
#>
# An xts object example
library(xts)
#> Loading required package: zoo
#>
#> Attaching package: ‘zoo’
#> The following objects are masked from ‘package:base’:
#>
#> as.Date, as.Date.numeric
dates <- seq(as.Date("2001-05-01"), length=30, by="quarter")
data <- cbind(c(gas = rpois(30, cumprod(1+rnorm(30, mean = 0.01, sd = 0.001)))),
c(oil = rpois(30, cumprod(1+rnorm(30, mean = 0.01, sd = 0.001)))))
series <- xts(x = data, order.by = dates)
colnames(series) <- c('gas', 'oil')
head(series)
#> gas oil
#> 2001-05-01 1 2
#> 2001-08-01 0 0
#> 2001-11-01 2 3
#> 2002-02-01 2 3
#> 2002-05-01 1 3
#> 2002-08-01 1 1
series_to_mvgam(series, freq = 4, train_prop = 0.85)
#> $data_train
#> y season year date series time
#> 1 1 2 2001 2001-05-01 gas 1
#> 2 2 2 2001 2001-05-01 oil 1
#> 3 0 3 2001 2001-08-01 gas 2
#> 4 0 3 2001 2001-08-01 oil 2
#> 5 2 4 2001 2001-11-01 gas 3
#> 6 3 4 2001 2001-11-01 oil 3
#> 7 2 1 2002 2002-02-01 gas 4
#> 8 3 1 2002 2002-02-01 oil 4
#> 9 1 2 2002 2002-05-01 gas 5
#> 10 3 2 2002 2002-05-01 oil 5
#> 11 1 3 2002 2002-08-01 gas 6
#> 12 1 3 2002 2002-08-01 oil 6
#> 13 2 4 2002 2002-11-01 gas 7
#> 14 0 4 2002 2002-11-01 oil 7
#> 15 3 1 2003 2003-02-01 gas 8
#> 16 3 1 2003 2003-02-01 oil 8
#> 17 2 2 2003 2003-05-01 gas 9
#> 18 0 2 2003 2003-05-01 oil 9
#> 19 0 3 2003 2003-08-01 gas 10
#> 20 1 3 2003 2003-08-01 oil 10
#> 21 0 4 2003 2003-11-01 gas 11
#> 22 1 4 2003 2003-11-01 oil 11
#> 23 2 1 2004 2004-02-01 gas 12
#> 24 2 1 2004 2004-02-01 oil 12
#> 25 1 2 2004 2004-05-01 gas 13
#> 26 1 2 2004 2004-05-01 oil 13
#> 27 1 3 2004 2004-08-01 gas 14
#> 28 2 3 2004 2004-08-01 oil 14
#> 29 2 4 2004 2004-11-01 gas 15
#> 30 0 4 2004 2004-11-01 oil 15
#> 31 0 1 2005 2005-02-01 gas 16
#> 32 2 1 2005 2005-02-01 oil 16
#> 33 2 2 2005 2005-05-01 gas 17
#> 34 1 2 2005 2005-05-01 oil 17
#> 35 1 3 2005 2005-08-01 gas 18
#> 36 1 3 2005 2005-08-01 oil 18
#> 37 1 4 2005 2005-11-01 gas 19
#> 38 2 4 2005 2005-11-01 oil 19
#> 39 2 1 2006 2006-02-01 gas 20
#> 40 2 1 2006 2006-02-01 oil 20
#> 41 1 2 2006 2006-05-01 gas 21
#> 42 0 2 2006 2006-05-01 oil 21
#> 43 0 3 2006 2006-08-01 gas 22
#> 44 1 3 2006 2006-08-01 oil 22
#> 45 0 4 2006 2006-11-01 gas 23
#> 46 0 4 2006 2006-11-01 oil 23
#> 47 1 1 2007 2007-02-01 gas 24
#> 48 2 1 2007 2007-02-01 oil 24
#> 49 2 2 2007 2007-05-01 gas 25
#> 50 0 2 2007 2007-05-01 oil 25
#>
#> $data_test
#> y season year date series time
#> 1 2 3 2007 2007-08-01 gas 26
#> 2 2 3 2007 2007-08-01 oil 26
#> 3 1 4 2007 2007-11-01 gas 27
#> 4 0 4 2007 2007-11-01 oil 27
#> 5 1 1 2008 2008-02-01 gas 28
#> 6 0 1 2008 2008-02-01 oil 28
#> 7 1 2 2008 2008-05-01 gas 29
#> 8 1 2 2008 2008-05-01 oil 29
#> 9 2 3 2008 2008-08-01 gas 30
#> 10 1 3 2008 2008-08-01 oil 30
#>