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feat: infer business-day frequency #36

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merged 3 commits into from
Oct 18, 2024
Merged

feat: infer business-day frequency #36

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818f6db
feat: infer business-day frequency
MMenchero Oct 17, 2024
66019f8
Merge branch 'master' into feat/infer-b-freq
MMenchero Oct 18, 2024
4d2f183
docs: remove message in vignette saying business-day frequencies can'…
MMenchero Oct 18, 2024
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14 changes: 13 additions & 1 deletion R/infer_frequency.R
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Original file line number Diff line number Diff line change
Expand Up @@ -35,7 +35,13 @@ infer_frequency <- function(df, freq){
}
dates_diff <- diff(dates)
dates_table <- table(dates_diff)
mode <- as.numeric(names(which.max(dates_table)))
sorted_dates <- sort(dates_table, decreasing = TRUE)
mode <- as.numeric(names(sorted_dates[1]))
if(length(sorted_dates) > 1){
mode2 <- as.numeric(names(sorted_dates[2])) # second most frequent value
}else{
mode2 <- NA
}

freq_list = list(
list(alias = "Y", value = c(365,366)),
Expand All @@ -52,6 +58,12 @@ infer_frequency <- function(df, freq){
}
}

if(!is.na(mode2) && freq == "D") { # check if daily is business-day
if(mode2 == 3) {
freq <- "B"
}
}

message(paste0("Frequency chosen: ", freq))
return(freq)

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4 changes: 1 addition & 3 deletions vignettes/special-topics.Rmd
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Expand Up @@ -79,7 +79,7 @@ The frequency parameter is crucial when working with time series data because it
| Second-level | s |
| Business day | B |

In this table, QS and MS stand for quarter and month start, while QE and ME stand for quarter and month end. Hourly and subhourly frequencies can be preceded by an integer, such as "6h", "10min" or "30s". **Only the aliases "min" and "S" are allowed for minute and second-level frequencies**.
In this table, QS and MS stand for quarter and month start, while QE and ME stand for quarter and month end. Hourly and subhourly frequencies can be preceded by an integer, such as "6h", "10min" or "30s". **Only the aliases "min" and "s" are allowed for minute and second-level frequencies**.

The default value of the frequency parameter is `NULL`. When this parameter is not specified, `nixtlar` will attempt to determine the frequency of your data.

Expand All @@ -90,8 +90,6 @@ fcst <- nixtlar::nixtla_client_forecast(df, h = 8, level = c(80,95)) # freq = "h
# infer the frequency when `freq` is not specified
```

**Currently, `nixtlar` can't infer business day frequency, so you must set it directly using `freq="B"`.**

```{r, include=FALSE}
options(original_options)
end_vignette()
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