**Improvements**

`tk_augment_slidify()`

,`tk_augment_lags()`

,`tk_augment_leads()`

,`tk_augment_differences()`

: Now works with multiple columns (passed via`.value`

) and`tidyselect`

(e.g.`contains()`

).

**Fixes**

- Reduce “New names” messages.

```
#> New names:
#> * NA -> ...1
```

- Remove dependency on
`lazyeval`

. #24 - Fix deprecated functions:
`select_()`

used with`tk_xts_()`

. #52

**New Functions**

`filter_period()`

(#64): Applies filtering expressions within time-based periods (windows).`slice_period()`

(#64): Applies slices within time-based periods (windows).`condense_period()`

(#64): Converts a periodicity from a higher (e.g. daily) to lower (e.g. monthly) frequency. Similar to`xts::to.period()`

and`tibbletime::as_period()`

.`tk_augment_leads()`

and`lead_vec()`

(#65): Added to make it easier / more obvious on how to create leads.

**Fixes**

`time_series_cv()`

: Fix bug with Panel Data. Train/Test Splits only returning 1st observation in final time stamp. Should return all observations.`future_frame()`

and`tk_make_future_timeseries()`

: Now sort the incoming index to ensure dates returned go into the future.`tk_augment_lags()`

and`tk_augment_slidify()`

: Now overwrite column names to match the behavior of`tk_augment_fourier()`

and`tk_augment_differences()`

.

**Improvements**

`time_series_cv()`

: Now works with time series groups. This is great for working with panel data.`future_frame()`

: Gets a new argument called`.bind_data`

. When set to`TRUE`

, it performs a data binding operation with the incoming data and the future frame.

**Miscellaneous**

- Tune startup messages (#63)

`step_slidify_augment()`

- A variant of step slidify that adds multiple rolling columns inside of a recipe.

**Bug Fixes**

- Add warning when
`%+time%`

and`%-time%`

return missing values - Fix issues with
`tk_make_timeseries()`

and`tk_make_future_timeseries()`

providing odd results for regular time series. GitHub Issue 60

**New Functionality**

`tk_time_series_cv_plan()`

- Now works with k-fold cross validation objects from`vfold_cv()`

function.`pad_by_time()`

- Added new argument`.fill_na_direction`

to specify a`tidyr::fill()`

strategy for filling missing data.

**Bug Fixes**

- Augment functions (e.g.
`tk_augment_lags()`

) - Fix bug with grouped functions not being exported - Vectorized Functions - Compatabiliy with
`ts`

class

**New Functions**

`step_log_interval_vec()`

- Extends the`log_interval_vec()`

for`recipes`

preprocessing.

**Parallel Processing**

- Parallel backend for use with
`tune`

and`recipes`

**Bug Fixes**

`log_interval_vec()`

- Correct the messaging`complement.ts_cv_split`

- Helper to show time series cross validation splits in list explorer.

**New Functions**

`mutate_by_time()`

: For applying mutates by time windows`log_interval_vec()`

&`log_interval_inv_vec()`

: For constrained interval forecasting.

**Improvements**

`plot_acf_diagnostics()`

: A new argument,`.show_white_noise_bars`

for adding white noise bars to an ACF / PACF Plot.`pad_by_time()`

: New arguments`.start_date`

and`.end_date`

for expanding/contracting the padding windows.

**New Functions**

`plot_time_series_regression()`

: Convenience function to visualize & explore features using Linear Regression (`stats::lm()`

formula).`time_series_split()`

: A convenient way to return a single split from`time_series_cv()`

. Returns the split in the same format as`rsample::initial_time_split()`

.

**Improvements**

**Auto-detect date and date-time**: Affects`summarise_by_time()`

,`filter_by_time()`

,`tk_summary_diagnostics`

`tk_time_series_cv_plan()`

: Allow a single resample from`rsample::initial_time_split`

or`timetk::time_series_split`

**Updated Vignette:**The vignette, “Forecasting Using the Time Series Signature”, has been updated with`modeltime`

and`tidymodels`

.

**Plotting Improvements**

**All plotting functions now support Tab Completion**(a minor breaking change was needed to do so, see breaking changes below)`plot_time_series()`

:- Add
`.legend_show`

to toggle on/off legends. - Permit numeric index (fix issue with smoother failing)

- Add

**Breaking Changes**

**Tab Completion**: Replace`...`

with`.facet_vars`

or`.ccf_vars`

. This change is needed to improve tab-completion. It affects :`plot_time_series()`

`plot_acf_diagnostics()`

`plot_anomaly_diagnostics()`

`plot_seasonal_diagnostics()`

`plot_stl_diagnostics()`

**Bug Fixes**

`fourier_vec()`

and`step_fourier_vec()`

: Add error if observations have zero difference. Issue #40.

**New Interactive Plotting Functions**

`plot_anomaly_diagnostics()`

: Visualize Anomalies for One or More Time Series

**New Data Wrangling Functions**

`future_frame()`

: Make a future tibble from an existing time-based tibble.

**New Diagnostic / Data Processing Functions**

`tk_anomaly_diagnostics()`

- Group-wise anomaly detection and diagnostics. A wrapper for the`anomalize`

R package functions without importing`anomalize`

.

**New Vectorized Functions**:

`ts_clean_vec()`

- Replace Outliers & Missing Values in a Time Series`standardize_vec()`

- Centers and scales a time series to mean 0, standard deviation 1`normalize_vec()`

- Normalizes a time series to Range: (0, 1)

**New Recipes Preprocessing Steps**:

`step_ts_pad()`

- Preprocessing for padding time series data. Adds rows to fill in gaps and can be used with`step_ts_impute()`

to interpolate going from low to high frequency!`step_ts_clean()`

- Preprocessing step for cleaning outliers and imputing missing values in a time series.

**New Parsing Functions**

`parse_date2()`

and`parse_datetime2()`

: These are similar to`readr::parse_date()`

and`lubridate::as_date()`

in that they parse character vectors to date and datetimes. The key advantage is SPEED.`parse_date2()`

uses`anytime`

package to process using C++`Boost.Date_Time`

library.

**Improvements**:

`plot_acf_diagnostics()`

: The`.lags`

argument now handles time-based phrases (e.g.`.lags = "1 month"`

).`time_series_cv()`

: Implements time-based phrases (e.g.`initial = "5 years"`

and`assess = "1 year"`

)`tk_make_future_timeseries()`

: The`n_future`

argument has been deprecated for a new`length_out`

argument that accepts both numeric input (e.g.`length_out = 12`

) and time-based phrases (e.g.`length_out = "12 months"`

). A major improvement is that numeric values define the number of timestamps returned even if weekends are removed or holidays are removed. Thus, you can always anticipate the length. (Issue #19).`diff_vec`

: Now reports the initial values used in the differencing calculation.

**Bug Fixes**:

`plot_time_series()`

:- Fix name collision when
`.value = .value`

.

- Fix name collision when
`tk_make_future_timeseries()`

:- Respect timezones

`time_series_cv()`

:- Fix incorrect calculation of starts/stops
- Make
`skip = 1`

default.`skip = 0`

does not make sense. - Fix issue with
`skip`

adding 1 to stops. - Fix printing method

`plot_time_series_cv_plan()`

&`tk_time_series_cv_plan()`

:- Prevent name collisions when underlying data has column “id” or “splits”

`tk_make_future_timeseries()`

:- Fix bug when day of month doesn’t exist. Lubridate
`period()`

returns`NA`

. Fix implemented with`ceiling_date()`

.

- Fix bug when day of month doesn’t exist. Lubridate
`pad_by_time()`

:- Fix
`pad_value`

so only inserts pad values where new row was inserted.

- Fix
`step_ts_clean()`

,`step_ts_impute()`

:- Fix issue with
`lambda = NULL`

- Fix issue with

**Breaking Changes**:

These should not be of major impact since the 1.0.0 version was just released.

- Renamed
`impute_ts_vec()`

to`ts_impute_vec()`

for consistency with`ts_clean_vec()`

- Renamed
`step_impute_ts()`

to`step_ts_impute()`

for consistency with underlying function - Renamed
`roll_apply_vec()`

to`slidify_vec()`

for consistency with`slidify()`

& relationship to`slider`

R package - Renamed
`step_roll_apply`

to`step_slidify()`

for consistency with`slidify()`

& relationship to`slider`

R package - Renamed
`tk_augment_roll_apply`

to`tk_augment_slidify()`

for consistency with`slidify()`

& relationship to`slider`

R package `plot_time_series_cv_plan()`

and`tk_time_series_cv_plan()`

: Changed argument from`.rset`

to`.data`

.

**New Interactive Plotting Functions**:

`plot_time_series()`

-**A workhorse time-series plotting function**that generates interactive`plotly`

plots, consolidates 20+ lines of`ggplot2`

code, and scales well to many time series using dplyr groups.`plot_acf_diagnostics()`

- Visualize the ACF, PACF, and any number of CCFs in one plot for Multiple Time Series. Interactive`plotly`

by default.`plot_seasonal_diagnostics()`

- Visualize Multiple Seasonality Features for One or More Time Series. Interactive`plotly`

by default.`plot_stl_diagnostics()`

- Visualize STL Decomposition Features for One or More Time Series.`plot_time_series_cv_plan()`

- Visualize the Time Series Cross Validation plan made with`time_series_cv()`

.

**New Time Series Data Wrangling**:

`summarise_by_time()`

- A time-based variant of`dplyr::summarise()`

for flexible summarization using common time-based criteria.`filter_by_time()`

- A time-based variant of`dplyr::filter()`

for flexible filtering by time-ranges.`pad_by_time()`

- Insert time series rows with regularly spaced timestamps.`slidify()`

- Make any function a rolling / sliding function.`between_time()`

- A time-based variant of`dplyr::between()`

for flexible time-range detection.`add_time()`

- Add for time series index. Shifts an index by a`period`

.

**New Recipe Functions:**

Feature Generators:

`step_holiday_signature()`

- New recipe step for adding 130 holiday features based on individual holidays, locales, and stock exchanges / business holidays.`step_fourier()`

- New recipe step for adding fourier transforms for adding seasonal features to time series data`step_roll_apply()`

- New recipe step for adding rolling summary functions. Similar to`recipes::step_window()`

but is more flexible by enabling application of any summary function.`step_smooth()`

- New recipe step for adding Local Polynomial Regression (LOESS) for smoothing noisy time series`step_diff()`

- New recipe for adding multiple differenced columns. Similar to`recipes::step_lag()`

.`step_box_cox()`

- New recipe for transforming predictors. Similar to`step_BoxCox()`

with improvements for forecasting including “guerrero” method for lambda selection and handling of negative data.`step_impute_ts()`

- New recipe for imputing a time series.

**New Rsample Functions**

`time_series_cv()`

- Create`rsample`

cross validation sets for time series. This function produces a sampling plan starting with the most recent time series observations, rolling backwards.

**New Vector Functions:**

These functions are useful on their own inside of `mutate()`

and power many of the new plotting and recipes functions.

`roll_apply_vec()`

- Vectorized rolling apply function - wraps`slider::slide_vec()`

`smooth_vec()`

- Vectorized smoothing function - Applies Local Polynomial Regression (LOESS)`diff_vec()`

and`diff_inv_vec()`

- Vectorized differencing function. Pads`NA`

’s by default (unlike`stats::diff`

).`lag_vec()`

- Vectorized lag functions. Returns both lags and leads (negative lags) by adjusting the`.lag`

argument.`box_cox_vec()`

,`box_cox_inv_vec()`

, &`auto_lambda()`

- Vectorized Box Cox transformation. Leverages`forecast::BoxCox.lambda()`

for automatic lambda selection.`fourier_vec()`

- Vectorized Fourier Series calculation.`impute_ts_vec()`

- Vectorized imputation of missing values for time series. Leverages`forecast::na.interp()`

.

**New Augment Functions**:

All of the functions are designed for scale. They respect `dplyr::group_by()`

.

`tk_augment_holiday_signature()`

- Add holiday features to a`data.frame`

using only a time-series index.`tk_augment_roll_apply()`

- Add multiple columns of rolling window calculations to a`data.frame`

.`tk_augment_differences()`

- Add multiple columns of differences to a`data.frame`

.`tk_augment_lags()`

- Add multiple columns of lags to a`data.frame`

.`tk_augment_fourier()`

- Add multiple columns of fourier series to a`data.frame`

.

**New Make Functions**:

Make date and date-time sequences between start and end dates.

`tk_make_timeseries()`

- Super flexible function for creating daily and sub-daily time series.`tk_make_weekday_sequence()`

- Weekday sequence that accounts for both**stripping weekends and holidays**`tk_make_holiday_sequence()`

- Makes a sequence of dates corresponding to business holidays in calendars from`timeDate`

(common non-working days)`tk_make_weekend_sequence()`

- Weekday sequence of dates for Saturday and Sunday (common non-working days)

**New Get Functions**:

`tk_get_holiday_signature()`

- Get 100+ holiday features using only a time-series index.`tk_get_frequency()`

and`tk_get_trend()`

- Automatic frequency and trend calculation from a time series index.

**New Diagnostic / Data Processing Functions**

`tk_summary_diagnostics()`

- Group-wise time series summary.`tk_acf_diagnostics()`

- The data preparation function for`plot_acf_diagnostics()`

`tk_seasonal_diagnostics()`

- The data preparation function for`plot_seasonal_diagnostics()`

`tk_stl_diagnostics()`

- Group-wise STL Decomposition (Season, Trend, Remainder). Data prep for`plot_stl_diagnostics()`

.`tk_time_series_cv_plan`

- The data preparation function for`plot_time_series_cv_plan()`

**New Datasets**

**M4 Competition**- Sample “economic” datasets from hourly, daily, weekly, monthly, quarterly, and yearly.**Walmart Recruiting Retail Sales Forecasting Competition**- Sample of 7 retail time series**Web Traffic Forecasting (Wikipedia) Competition**- Sample of 10 website time series**Taylor’s Energy Demand**- Single time series with 30-minute interval of energy demand**UCI Bike Sharing Daily**- A time series consisting of Capital Bikesharing Transaction Counts and related time-based features.

**Improvements:** * `tk_make_future_timeseries()`

- Now accepts `n_future`

as a time-based phrase like “12 seconds” or “1 year”.

**Bug Fixes:**

- Don’t set timezone on date - Accommodate recent changes to
`lubridate::tz<-`

which now returns POSIXct when used Date objects. Fixed in PR32 by @vspinu.

**Potential Breaking Changes:**

`tk_augment_timeseries_signature()`

- Changed from`data`

to`.data`

to prevent name collisions when piping.

**New Features:**

`recipes`

Integration - Ability to applyin the*time series feature engineering*`tidymodels`

machine learning workflow.`step_timeseries_signature()`

- New`step_timeseries_signature()`

for adding date and date-time features.

- New Vignette -
*“Time Series Machine Learning”*(previously forecasting using the time series signature)

**Bug Fixes:**

`xts::indexTZ`

is deprecated. Use`tzone`

instead.- Replace
`arrange_`

with`arrange`

. - Fix failing tests due to
`tidyquant`

1.0.0 upagrade (single stocks now return an extra symbol column).

- Compatability with
`tidyquant`

v0.5.7 - Removed dependency on`tidyverse`

- Dependency cleanup - removed devtools and other unncessary dependencies.

- Added
`timeSeries`

to Suggests to satisfy a CRAN issue.

- Renamed package
`timetk`

. Was formerly`timekit`

. - Improvements:
- Fixed issue with back-ticked date columns
- Update pkgdown
- support for
`robets`