多个时间序列数据的指数时间序列

Question

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")

我试过了

ts_test <- ts(multiple_ts, frequency=52)

转换为时间序列但失败

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！

Answer 1

将数据框转换为 3 列动物园对象z，并从z 创建ts 对象L 的列表。对L 的每个分量应用指数平滑，得到HW。然后绘制每一个。注意ts对象不能直接代表Date类，所以我们省略了X轴，在pltHW中自己绘制。

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)