It's tibbletime v0.0.2: Time-Aware Tibbles, New Functions, Weather Analysis and More

    Written by Davis Vaughan on October 8, 2017

    Today we are introducing tibbletime v0.0.2, and we’ve got a ton of new features in store for you. We have functions for converting to flexible time periods with the ~period formula~ and making/calculating custom rolling functions with rollify() (plus a bunch more new functionality!). We’ll take the new functionality for a spin with some weather data (from the weatherData package). However, the new tools make tibbletime useful in a number of broad applications such as forecasting, financial analysis, business analysis and more! We truly view tibbletime as the next phase of time series analysis in the tidyverse. If you like what we do, please connect with us on social media to stay up on the latest Business Science news, events and information!

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    It's tibbletime: Time-Aware Tibbles

    Written by Davis Vaughan on September 7, 2017

    We are very excited to announce the initial release of our newest R package, tibbletime. As evident from the name, tibbletime is built on top of the tibble package (and more generally on top of the tidyverse) with the main purpose of being able to create time-aware tibbles through a one-time specification of an “index” column (a column containing timestamp information). There are a ton of useful time functions that we can now use such as time_filter(), time_summarize(), tmap(), as_period() and time_collapse(). We’ll walk through the basics in this post.

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    alphavantager: An R interface to the Free Alpha Vantage Financial Data API

    Written by Matt Dancho on September 3, 2017

    We’re excited to announce the alphavantager package, a lightweight R interface to the Alpha Vantage API! Alpha Vantage is a FREE API for retreiving real-time and historical financial data. It’s very easy to use, and, with the recent glitch with the Yahoo Finance API, Alpha Vantage is a solid alternative for retrieving financial data for FREE! It’s definitely worth checking out if you are interested in financial analysis. We’ll go through the alphavantager R interface in this post to show you how easy it is to get real-time and historical financial data. In the near future, we have plans to incorporate the alphavantager into tidyquant to enable scaling from one equity to many.

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    Tidy Time Series Analysis, Part 3: The Rolling Correlation

    Written by Matt Dancho on July 30, 2017

    In the third part in a series on Tidy Time Series Analysis, we’ll use the runCor function from TTR to investigate rolling (dynamic) correlations. We’ll again use tidyquant to investigate CRAN downloads. This time we’ll also get some help from the corrr package to investigate correlations over specific timespans, and the cowplot package for multi-plot visualizations. We’ll end by reviewing the changes in rolling correlations to show how to detect events and shifts in trend. If you like what you read, please follow us on social media to stay up on the latest Business Science news, events and information! As always, we are interested in both expanding our network of data scientists and seeking new clients interested in applying data science to business and finance. If interested, contact us.

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    BizSci Package Updates: Formerly timekit... Now timetk :)

    Written by Matt Dancho on July 27, 2017

    We have several announcements regarding Business Science R packages. First, as of this week the R package formerly known as timekit has changed to timetk for time series tool kit. There are a few “breaking” changes because of the name change, and this is discussed further below. Second, the sweep and tidyquant packages have several improvements, which are discussed in detail below. Finally, don’t miss a beat on future news, events and information by following us on social media.

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    Tidy Time Series Analysis, Part 2: Rolling Functions

    Written by Matt Dancho on July 23, 2017

    In the second part in a series on Tidy Time Series Analysis, we’ll again use tidyquant to investigate CRAN downloads this time focusing on Rolling Functions. If you haven’t checked out the previous post on period apply functions, you may want to review it to get up to speed. Both zoo and TTR have a number of “roll” and “run” functions, respectively, that are integrated with tidyquant. In this post, we’ll focus on the rollapply function from zoo because of its flexibility with applying custom functions across rolling windows. If you like what you read, please follow us on social media to stay up on the latest Business Science news, events and information! As always, we are interested in both expanding our network of data scientists and seeking new clients interested in applying data science to business and finance.

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    sweep: Extending broom for time series forecasting

    Written by Matt Dancho on July 9, 2017

    We’re pleased to introduce a new package, sweep, now on CRAN! Think of it like broom for the forecast package. The forecast package is the most popular package for forecasting, and for good reason: it has a number of sophisticated forecast modeling functions. There’s one problem: forecast is based on the ts system, which makes it difficult work within the tidyverse. This is where sweep fits in! The sweep package has tidiers that convert the output from forecast modeling and forecasting functions to “tidy” data frames. We’ll go through a quick introduction to show how the tidiers can be used, and then show a fun example of forecasting GDP trends of US states. If you’re familiar with broom it will feel like second nature. If you like what you read, don’t forget to follow us on social media to stay up on the latest Business Science news, events and information!

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    Tidy Time Series Analysis, Part 1

    Written by Matt Dancho on July 2, 2017

    In the first part in a series on Tidy Time Series Analysis, we’ll use tidyquant to investigate CRAN downloads. You’re probably thinking, “Why tidyquant?” Most people think of tidyquant as purely a financial package and rightfully so. However, because of its integration with xts, zoo and TTR, it’s naturally suited for “tidy” time series analysis. In this post, we’ll discuss the the “period apply” functions from the xts package, which make it easy to apply functions to time intervals in a “tidy” way using tq_transmute()!

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    Business Science EARL SF 2017 Presentation: tidyquant, timekit, and more!

    Written by Matt Dancho on June 18, 2017

    The EARL SF 2017 conference was just held June 5 - 7 in San Francisco, CA. There were some amazing presentations illustrating how R is truly being embraced in enterprises. We gave a three-part presentation on tidyquant for financial data science at scale, timekit for time series machine learning, and Business Science enterprise applications. We’ve uploaded the EARL presentation to YouTube. Check out the presentation, and don’t forget to check out our announcements and to follow us on social media to stay up on the latest Business Science news, events and information!

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