Read tsf files — read_tsf • mlr3forecast

Parses a file located at file and returns a data.table::data.table().

Usage

read_tsf(file)

Arguments

file: (character(1))
The path to the TSF file.

Value

(data.table::data.table()) with class "tsf". If the file contains a frequency or horizon, the "frequency" and "horizon" attributes are set, respectively.

References

Godahewa R, Bergmeir C, Webb GI, Hyndman RJ, Montero-Manso P (2021). “Monash time series forecasting archive.” arXiv preprint arXiv:2105.06643.

Examples

file = system.file("extdata", "m3_yearly_dataset.tsf", package = "mlr3forecast")
dt = read_tsf(file)
#> Reading tsf file:
#> • frequency: yearly
#> • horizon: 6
head(dt)
#>    series_name start_timestamp   value
#>         <char>          <Date>   <num>
#> 1:          T1      1975-01-01  940.66
#> 2:          T1      1976-01-01 1084.86
#> 3:          T1      1977-01-01 1244.98
#> 4:          T1      1978-01-01 1445.02
#> 5:          T1      1979-01-01 1683.17
#> 6:          T1      1980-01-01 2038.15