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Casey Whorton

This node selects features from the input dataset, creates the desired number of leads and lags, and then binds them to the original dataset. Generating a time index column is optional. Note: A time index starts at 1

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Input dataset

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The modified dataset

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Column set

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Pick number of leads

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Pick number of lags

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Generates a time index starting at 1

from azure_codes.

#Name: leads_lags_function.R
#Function call: leads_lags
#Parameters: dataset1 - dataset from input port

colset - selected columns

leads - # of leads desired

lags - # of lags desired

#Description: leads_lags function combines the original dataset with the leads and lags of desired inputs from that dataset
#Created By: Casey Whorton

leads_lags<-function(dataset1,colset,leads,lags,TimeIndex=FALSE)
{
t_index<-data.frame((-(leads)+1):(dim(dataset1)[1]+lags))
print(t_index)
names(t_index)<-'TimeIndex'
colset<-ts(dataset1[colset])
dataset1<-ts(dataset1)
datanames<-colnames(dataset1)
colsetnames<-colnames(colset)
ileads_set<-ts()
ilags_set<-ts()

if(leads >0 || lags >0)
{
if (leads>0)
{
lead_name_list<-array()
for (i in 1:leads)
{
leads_set<-lag(colset,i)
lead_name<-paste("lead",abs(i),sep="")
new_colnames<-paste(colsetnames,lead_name,sep="_")
lead_name_list<-c(lead_name_list,new_colnames)
ileads_set<-ts.union(ileads_set,leads_set)
}
lead_name_list<-lead_name_list[2:length(lead_name_list)]
}

if (lags>0)
{
  lag_name_list<-array()
  for (i in 1:lags)
  {
    lags_set<-lag(colset,-i)
    lag_name<-paste("lag",abs(-i),sep="")
    new_colnames<-paste(colsetnames,lag_name,sep="_")
    lag_name_list<-c(lag_name_list,new_colnames)
    ilags_set<-ts.union(ilags_set,lags_set)
  }
  lag_name_list<-lag_name_list[2:length(lag_name_list)]
}

if (leads>0 && lags>0)
{
  full_dataset<-ts.union(dataset1,ileads_set[,c(2:dim(ileads_set)[2])],ilags_set[,c(2:dim(ilags_set)[2])])
  colnames(full_dataset)<-c(datanames,lead_name_list,lag_name_list)
}

if (leads>0 && lags==0)
{
  full_dataset<-ts.union(dataset1,ileads_set[,c(2:dim(ileads_set)[2])])
  colnames(full_dataset)<-c(datanames,lead_name_list)
}

if (leads==0 && lags>0)
{
  full_dataset<-ts.union(dataset1,ilags_set[,c(2:dim(ilags_set)[2])])
  colnames(full_dataset)<-c(datanames,lag_name_list)
}
full_dataset<-data.frame(full_dataset)
if (TimeIndex)
{
full_dataset<-cbind(t_index,full_dataset)
}
return(full_dataset)

}
if (TimeIndex)
{
dataset1<-cbind(t_index,data.frame(dataset1))
return(dataset1)
}
return(data.frame(dataset1))
}

from azure_codes.

-

Casey Whorton

This node selects features from the input dataset, creates the desired number of leads and lags, and then binds them to the original dataset. Generating a time index column is optional. Note: A time index starts at 1

-

-

Input dataset

-

The modified dataset

-

-

Column set

-

Pick number of leads

-

Pick number of lags

-

Generates a time index starting at 1

from azure_codes.

leads_lags.txt

from azure_codes.