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我正在预测时间序列数据(使用行名),并希望将一些准确性度量组合到一个数据框中,同时区分方法。举个例子:

library(fpp2)
beer.train <- window(beer, end = c(1994, 12))
beer.test <- window(beer, start = 1995)
AccMean <- accuracy(meanf(beer.train, h = 8), beer.test)
AccRW <- accuracy(rwf(beer.train, h = 8), beer.test)
rbind(AccMean, AccRW)
#                         ME     RMSE      MAE         MPE     MAPE     MASE       ACF1 Theil's U
# Training set -9.474373e-15 19.82001 15.97396  -1.6202496 10.42125 1.726914  0.4628439        NA
# Test set     -1.289583e+01 17.57100 13.57292 -10.1596449 10.60310 1.467342 -0.4904015 0.7998411
# Training set  3.829787e-01 20.18004 15.14894  -0.6398801 10.05885 1.637723 -0.1547700        NA
# Test set     -4.375000e+01 45.34865 43.75000 -32.6470928 32.64709 4.729730 -0.4904015 2.0312792

但是,我希望看到如下输出:

# Method   Set            ME     RMSE      MAE         MPE     MAPE     MASE       ACF1 Theil's U
#   Mean Train -9.474373e-15 19.82001 15.97396  -1.6202496 10.42125 1.726914  0.4628439        NA
#   Mean  Test -1.289583e+01 17.57100 13.57292 -10.1596449 10.60310 1.467342 -0.4904015 0.7998411
#     RW Train  3.829787e-01 20.18004 15.14894  -0.6398801 10.05885 1.637723 -0.1547700        NA
#     RW  Test -4.375000e+01 45.34865 43.75000 -32.6470928 32.64709 4.729730 -0.4904015 2.0312792

一种方法是执行以下操作:

AccMean <- AccMean %>% as.data.frame() %>% mutate(Method = "Mean", Set = c("Train", "Test")) %>% select(Method, Set, everything())
AccRW <- AccRW %>% as.data.frame() %>% mutate(Method = "RW", Set = c("Train", "Test")) %>% select(Method, Set, everything())
rbind(AccRW, AccMean)
#   Method   Set            ME     RMSE      MAE         MPE     MAPE     MASE       ACF1 Theil's U
# 1   Mean Train -9.474373e-15 19.82001 15.97396  -1.6202496 10.42125 1.726914  0.4628439        NA
# 2   Mean  Test -1.289583e+01 17.57100 13.57292 -10.1596449 10.60310 1.467342 -0.4904015 0.7998411
# 3     RW Train  3.829787e-01 20.18004 15.14894  -0.6398801 10.05885 1.637723 -0.1547700        NA
# 4     RW  Test -4.375000e+01 45.34865 43.75000 -32.6470928 32.64709 4.729730 -0.4904015 2.0312792

但是我想将其概括为n方法,而对于大型n. 我想使用gather()会有所帮助,但我似乎无法让它与row.names.

请注意,这个相关问题没有回答我的问题。

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1 回答 1

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这可以使用purrr'imap函数轻松完成。

第一个技巧是预先定义所有测试方法函数并标记它们:

# define and label test methods
test_methods <- list(
  Mean = meanf,
  RW = rwf
)

然后,我们imap_dfr做一些有趣的事情——将每个函数应用于数据,重新格式化,标记,并将它们绑定在一起

library(purrr)
result_df <- imap_dfr(test_methods, function(f, .method) {
  tmp <- accuracy(f(beer.train, h = 8), beer.test) 
  tmp %>%
    as.data.frame() %>%
    mutate(
      Set = str_extract(rownames(tmp), "Train|Test"),
      Method = .method
    ) %>% 
    select(Method, Set, everything())
})

我们使用imap它是因为它自动将函数中的第二个变量(此处.method)设置为我们列表中的名称(例如 中的名称test_methods)。这正是这里所需要的。

更新

要向函数调用添加参数,我们需要将该信息合并到测试方法中。例如:

test_methods <- list(
  Mean = meanf,
  RW = rwf,
  RWdrift = function(x, ...) rwf(x, drift = TRUE, ...)
)

点符号是必需的,因为h=8它被硬编码到函数调用中。如果h也有变化,您需要将其从 中的调用中删除imap_dfr,并在所有test_methods条目中指定它:

test_methods <- list(
  Mean08 = function(x) meanf(x, h = 8),
  Mean10 = function(x) meanf(x, h = 10),
  RW8 = function(x) rwf(x, h = 8,
  RWdrift8 = function(x, ...) rwf(x, h = 8, drift = TRUE, ...)
)
于 2018-06-07T04:54:48.130 回答