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我的数据有不同的起点和终点。

structure(list(item = c("Card", "Card", "Card", "Card", "Card", 
"Card", "Card", "Card", "battery", "battery", "battery", "battery", 
"battery", "laptop", "laptop", "laptop", "laptop", "laptop", 
"laptop", "laptop"), sales = c(20.4, 29, 26, 40, 35, 36, 28, 
41, 70, 75, 78, 99, 40, 100, 132, 123, 145, 125, 145, 124), Date = structure(c(17784, 
17791, 17798, 17805, 17812, 17819, 17826, 17833, 17608, 17615, 
17622, 17629, 17636, 17713, 17726, 17739, 17752, 17765, 17778, 
17791), class = "Date")), row.names = c(NA, -20L), class = "data.frame")

我试着做

ts_test <- ts(multiple_ts, frequency=52)

转换为时间序列，但它失败了

structure(c(NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, 
NA, NA, NA, NA, NA, NA, NA, 20.4, 29, 26, 40, 35, 36, 28, 41, 
70, 75, 78, 99, 40, 100, 132, 123, 145, 125, 145, 124, 17784, 
17791, 17798, 17805, 17812, 17819, 17826, 17833, 17608, 17615, 
17622, 17629, 17636, 17713, 17726, 17739, 17752, 17765, 17778, 
17791), .Dim = c(20L, 3L), .Dimnames = list(NULL, c("item", "sales", 
"Date")), .Tsp = c(1, 1.36538461538462, 52), class = c("mts", 
"ts", "matrix"))

有人可以帮助我如何逐项转换为时间序列并对每个项目应用指数平滑。提前致谢！

4

1 回答 1

0

将数据框转换为 3 列动物园对象z并从中z创建ts对象列表L。L对给定的每个分量应用指数平滑HW。然后绘制每一个。请注意，ts对象不能Date直接表示类，因此我们省略了 X 轴并自己将其绘制在pltHW.

library(zoo)

z <- read.zoo(multiple_ts, index = "Date", split = "item")
L <- lapply(as.list(z), function(x) as.ts(na.omit(x)))
HW <- lapply(L, HoltWinters, beta = FALSE, gamma = FALSE)

# given HoltWinters object x get fitted values as zooreg object
fitHW <- function(x) {
  fitted <- fitted(x)
  zooreg(fitted[, 1], as.Date(start(fitted)), frequency = frequency(fit))
}

# plot
pltHW <- function(x, sub) {
  plot(x, sub = sub, xaxt = "n")
  fit <- fit(x)
  Axis(time(fit), side = 1)
  invisible(x)
}

par.old <- par(mfrow = c(3, 1))
junk <- Map(pltHW, HW, names(HW))
par(par.old)

截屏

于 2018-11-12T16:17:42.493 回答