Extract discrete cosine transform coefficients

Extracts k discrete cosine transform coefficients with the most variance across the set of time series.

See reconstruct to reconstruct the time series using the k coefficients.

Adds k column to new data (per input column).

step_dct(
  recipe,
  ...,
  role = "predictor",
  trained = FALSE,
  k = 4,
  coefs = NULL,
  skip = FALSE,
  id = recipes::rand_id("dct")
)

Arguments

recipe	A recipe object. The step will be added to the sequence of operations for this recipe.
...	One or more selector functions to choose which variables are affected by the step. See selections() for more details. For the tidy method, these are not currently used.
role	For model terms created by this step, what analysis role should they be assigned?. By default, the function assumes that the new columns created from the original variables will be used as predictors in a model.
trained	A logical to indicate if the quantities for preprocessing have been estimated.
k	The number of discrete cosine transform coefficients, tunable.
coefs	A list of the length and coefficient indices for each time series passed to the step, created once the step has been trained.
skip	A logical. Should the step be skipped when the recipe is baked by bake.recipe()? While all operations are baked when prep.recipe() is run, some operations may not be able to be conducted on new data (e.g. processing the outcome variable(s)). Care should be taken when using skip = TRUE as it may affect the computations for subsequent operations
id	A character string that is unique to this step to identify it.