我正在尝试对多个时间序列进行 Holt 的预测,并将它们与我的原始 data.frame 结合起来。考虑以下data.frame,其中我有两个人口组:
library("forecast")
d <- data.frame(SEX = c("MALE","MALE","MALE","FEMALE","FEMALE","FEMALE"),
EDUCATION = c("01","01","01","01","01","01"),
TIME = c("2000","2001","2002","2000","2001","2002"),
VALUE = c(120,150,140,90,75,60))
然后我正在对两个时间序列进行 Holt 预测:
male <- ts(as.numeric(d[1:3,]$VALUE),start=c(2000))
female <- ts(as.numeric(d[4:6,]$VALUE),start=c(2000))
forecastmale <- holt(male,h = 3,damped = FALSE)
forecastfemale <- holt(female,h = 3,damped = FALSE)
然后我保存结果并与我的原始 data.frame 结合:
forecastmale <- data.frame(forecastmale[["mean"]])
forecastfemale <- data.frame(forecastfemale[["mean"]])
forecastmale$SEX <- c("MALE","MALE","MALE")
forecastmale$EDUCATION <- c("01","01","01")
forecastmale$TIME <- c("2003","2004","2005")
colnames(forecastmale)[1] <- "VALUE"
forecastmale <- forecastmale[, c(2,3,4,1)]
forecastfemale$SEX <- c("FEMALE","FEMALE","FEMALE")
forecastfemale$EDUCATION <- c("01","01","01")
forecastfemale$TIME <- c("2003","2004","2005")
colnames(forecastfemale)[1] <- "VALUE"
forecastfemale <- forecastfemale[, c(2,3,4,1)]
d <- rbind(d,forecastmale,forecastfemale)
这在我只有两个时间序列时有效。但是,如果我有 100 个需要预测的时间序列,那么这不是一种非常有效的方法。任何人都可以帮助提高编码器的效率,例如,如果我在我的 data.frame 中包含一个额外的人口组,那么我在代码中没有任何更改?