我有这个 excel 文件(参考最左边的图像),它有两列——A 列的期间值从 2005 年 1 月到 2014 年 12 月,B 列包含 AA15 的权重值。我想为 AA15 列做 Holt Winters 预测(未来 24 个月),并创建一个 Excel 文件作为输出(参考中间图像),该文件将在 Excel 表中包含预测值和绘图。
R 代码允许用户选择 .csv excel 文件,该文件具有执行 Holt Winters 预测的输入数据。
适用于 AA15 Holt Winter 预报的 R 代码:
# Install the packages : tseries, forecast, WriteXLS, ggplot2, reshape2
library(tseries)
library(forecast)
library(WriteXLS)
# Let user select the excel (.csv) file for importing the input data
AA15file <- read.csv(file.choose(), header = T)
# convert to time series
AA15 <- ts(AA15file[,2], start=c(2005,1), end= c(2014,12),frequency = 12)
AA15
# convert to Holt Winter
AA15HW <- HoltWinters(AA15, seasonal = "multiplicative",optim.start = c(alpha=0.3, beta=0.3, gamma =0.3))
AA15HW
AA15HW$fitted
summary(AA15HW)
##########################################################################################
# Combine Holt Winter Forecast plots
library(ggplot2)
library(reshape2)
HWplot<-function(AA15, n.ahead=12, CI=.95, error.ribbon='green', line.size=1){
hw_object<-HoltWinters(AA15)
forecast<-predict(hw_object, n.ahead=24, prediction.interval=T, level=0.95)
for_values<-data.frame(time=round(time(forecast), 3), value_forecast=as.data.frame(forecast)$fit, dev=as.data.frame(forecast)$upr- as.data.frame(forecast)$fit)
fitted_values<-data.frame(time=round(time(hw_object$fitted), 3), value_fitted=as.data.frame(hw_object$fitted)$xhat)
actual_values<-data.frame(time=round(time(hw_object$x), 3), Actual=c(hw_object$x))
graphset<-merge(actual_values, fitted_values, by='time', all=TRUE)
graphset<-merge(graphset, for_values, all=TRUE, by='time')
graphset[is.na(graphset$dev), ]$dev<-0
graphset$Fitted<-c(rep(NA, NROW(graphset)-(NROW(for_values) + NROW(fitted_values))), fitted_values$value_fitted, for_values$value_forecast)
graphset.melt<-melt(graphset[, c('time', 'Actual', 'Fitted')], id='time')
p<-ggplot(graphset.melt, aes(x=time, y=value)) + geom_ribbon(data=graphset, aes(x=time, y=Fitted, ymin=Fitted-dev, ymax=Fitted + dev), alpha=.2, fill=error.ribbon) + geom_line(aes(colour=variable), size=line.size) + geom_vline(x=max(actual_values$time), lty=2) + xlab('Time') + ylab('Value') + theme(legend.position='bottom') + scale_colour_hue('')
return(p)
}
# Calculate the Holt Winter Forecast values
HoltWinters(AA15)
forecast<-forecast.HoltWinters(AA15HW)
forecast$mean
forecastvalues<-data.frame(forecast$mean)
forecastvalues
# Save the plot
ggsave(filename = "zipggplotAA15.png")
png(filename = "zipggplotAA15.png", units = "px", width = 600, height = 600)
HWplot(AA15, n.ahead=12, CI=.95, error.ribbon='blue',line.size=1)
dev.off()
library(xlsx)
wb<-createWorkbook(type="xlsx")
# Create a new sheet to contain the plot
sheet <-createSheet(wb, sheetName = "ggplotFORECASTAA15")
# Add the plot created previously
addPicture("zipggplotAA15.png", sheet, scale = 1, startRow = 4,
startColumn = 5)
# Add title
xlsx.addTitle(sheet, rowIndex=1, title="ForecastPlotsggplot2AA15",
titleStyle = TITLE_STYLE)
# remove the plot from the disk
res<-file.remove("zipggplotAA15.png")
# Save the workbook to a file...
saveWorkbook(wb, "ggplotforecastplotAA15.xlsx")
#Add forecast data to excel sheet
addDataFrame(forecastvalues, sheet, startRow = 1, startColumn = 1)
saveWorkbook(wb, "ggplotforecastplotAA15.xlsx")
# The excel file and the sheet will be created in the working directory
getwd()
现在我想应用相同的代码并循环调用所有函数,这样我就可以计算输入文件(参考最右边的图像)不同列的 Holt Winter 预测,其中包含 AA15、AA16、AA17 等的权重值。并在与每个列值对应的单独的 Excel 表中生成与上述相同的输出 - AA15、AA16 等,这将是在工作目录中创建的同一个 Excel 工作簿中的 ggplotFORECASTAA15、ggplotFORECASTAA16、ggplotFORECASTAA17 等。
同样在 Holt Winter Forecast 的输出 excel 表中,我能够打印未来 24 个月的预测值,但无法打印日期(2015 年 1 月至 2016 年 12 月),请告诉我如何获取日期在输出文件中。
在 R 中创建循环的任何帮助将不胜感激。谢谢你。