R Plot: ggplot2 extensions for ts objects
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install.packages(
c("ggfortify", "changepoint",
"strucchange", "ggpmisc")
)
Then use the autoplot.ts() function to visualize time series objects, as follow:
library(ggfortify) library(magrittr) # for piping %>% # Plot ts objects autoplot(AirPassengers) # Identify change points in mean and variance AirPassengers %>% changepoint:: cpt.meanvar() %>% # Identify change points autoplot() # Detect jump in a data strucchange::breakpoints(Nile ~ 1) %>% autoplot()
Detect peaks and valleys:
library(ggpmisc)
ggplot(lynx, as.numeric = FALSE) + geom_line() +
stat_peaks(colour = "red") +
stat_peaks(geom = "text", colour = "red",
vjust = -0.5, x.label.fmt = "%Y") +
stat_valleys(colour = "blue") +
stat_valleys(geom = "text", colour = "blue", angle = 45,
vjust = 1.5, hjust = 1, x.label.fmt = "%Y")+
ylim(-500, 7300)