【发布时间】:2020-01-24 22:06:51
【问题描述】:
tsfknn 包中,有自动绘图功能。它绘制预测和预测中使用的最近邻居。预测值是红色的,来自数据的值是黑色的。有没有办法将红点提取到数据框中?
例子:
# prepping data
data <- as.data.frame(seq(as.Date('2017/04/01'), as.Date('2019/11/01'), by="day"))
data <- rlang::set_names(data, "Date")
data[, "Year"] <- format(data[,"Date"], "%Y")
data[, "Month"] <- format(data[,"Date"], "%m")
data[, "Quantity"] <- sample(100, size = nrow(data), replace = TRUE)
monthly <- dplyr::group_by(data, Year, Month)
monthly <- summarise(monthly, sum(Quantity))
monthly <- set_names(monthly, c("Year", "Month", "Quantity"))
# ts the data
ts.example <- ts(data = monthly$Quantity, start = c(2017,4), frequency = 12)
# quarterly ts
quarterly <- aggregate(ts.example, nfrequency = 4)/3
# knn part
quarterly.knn <- knn_forecasting(quarterly, h = 4, lags = 1:4, k = 3, msas = "MIMO")
# plotting the predictions
autoplot(quarterly.knn, highlight = "none", faceting = TRUE)
我想知道这些预测值到底是什么。
感谢您的宝贵时间!
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