R中的时间序列预测
[英]Time series forecasting in R
问题描述
My aim is to get forecast sales figures for a number seasonal sold products. 
我的目标是获得一些季节性销售产品的预测销售数字。
I have managed to get a forecasting with the help of the forecast package and the arima method for one single product. 我已经借助forecast软件包和arima方法对单个产品进行了forecast 。 Now I got access to historical sales data which contain the number of articles sold per month in different regions. 现在，我可以访问历史销售数据，其中包含每月在不同地区销售的商品数量。 The historical data go back several years. 历史数据可以追溯到几年前。 To give you an overview how the data is organised I have prepared an excerpt below: 为了给您概述数据的组织方式，我准备了以下摘录：
History <- read.table(sep = ";",text = "
Region;Part.number;Qty;Period;Year;Month;Plant;Material.ID;Subgroup.ID;Group.ID;Product.Subgroup;Product.Group;Not.Consider
AA;1.234;5;01/01/2008;2008;1;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;8;01/01/2008;2008;1;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;16;01/01/2008;2008;1;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;2.345;5;01/01/2008;2008;1;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
AA;2.345;14;01/01/2008;2008;1;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
BB;2.345;3;01/01/2008;2008;1;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;9;01/01/2008;2008;1;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;4;01/01/2008;2008;1;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;3.456;6;01/01/2008;2008;1;444;3.456_BB_444;Product C_BB_444;Group2_BB_444;Product C;Group2;0
BB;3.456;3;01/01/2008;2008;1;00X;3.456_BB_00X;Product C_BB_00X;Group2_BB_00X;Product C;Group2;0
AA;1.234;27;01/02/2008;2008;2;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;42;01/02/2008;2008;2;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;80;01/02/2008;2008;2;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;2.345;27;01/02/2008;2008;2;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
AA;2.345;72;01/02/2008;2008;2;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
BB;2.345;18;01/02/2008;2008;2;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;46;01/02/2008;2008;2;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;20;01/02/2008;2008;2;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;3.456;33;01/02/2008;2008;2;444;3.456_BB_444;Product C_BB_444;Group2_BB_444;Product C;Group2;0
BB;3.456;16;01/02/2008;2008;2;00X;3.456_BB_00X;Product C_BB_00X;Group2_BB_00X;Product C;Group2;0
AA;1.234;81;01/03/2008;2008;3;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;126;01/03/2008;2008;3;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;244;01/03/2008;2008;3;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;2.345;82;01/03/2008;2008;3;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
AA;2.345;219;01/03/2008;2008;3;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
BB;2.345;56;01/03/2008;2008;3;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;138;01/03/2008;2008;3;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;60;01/03/2008;2008;3;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;3.456;101;01/03/2008;2008;3;444;3.456_BB_444;Product C_BB_444;Group2_BB_444;Product C;Group2;0
BB;3.456;52;01/03/2008;2008;3;00X;3.456_BB_00X;Product C_BB_00X;Group2_BB_00X;Product C;Group2;0
AA;1.234;165;01/04/2008;2008;4;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;255;01/04/2008;2008;4;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;490;01/04/2008;2008;4;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;2.345;167;01/04/2008;2008;4;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
AA;2.345;440;01/04/2008;2008;4;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
BB;2.345;115;01/04/2008;2008;4;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;277;01/04/2008;2008;4;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;120;01/04/2008;2008;4;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;3.456;204;01/04/2008;2008;4;444;3.456_BB_444;Product C_BB_444;Group2_BB_444;Product C;Group2;0
BB;3.456;106;01/04/2008;2008;4;00X;3.456_BB_00X;Product C_BB_00X;Group2_BB_00X;Product C;Group2;0
AA;1.234;234;01/05/2008;2008;5;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;357;01/05/2008;2008;5;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;687;01/05/2008;2008;5;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;2.345;235;01/05/2008;2008;5;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
AA;2.345;619;01/05/2008;2008;5;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
BB;2.345;161;01/05/2008;2008;5;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;389;01/05/2008;2008;5;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;172;01/05/2008;2008;5;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;3.456;289;01/05/2008;2008;5;444;3.456_BB_444;Product C_BB_444;Group2_BB_444;Product C;Group2;0
BB;3.456;150;01/05/2008;2008;5;00X;3.456_BB_00X;Product C_BB_00X;Group2_BB_00X;Product C;Group2;0
AA;1.234;237;01/06/2008;2008;6;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;361;01/06/2008;2008;6;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;690;01/06/2008;2008;6;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;2.345;237;01/06/2008;2008;6;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
AA;2.345;620;01/06/2008;2008;6;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
BB;2.345;164;01/06/2008;2008;6;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;393;01/06/2008;2008;6;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;174;01/06/2008;2008;6;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;3.456;293;01/06/2008;2008;6;444;3.456_BB_444;Product C_BB_444;Group2_BB_444;Product C;Group2;0
BB;3.456;153;01/06/2008;2008;6;00X;3.456_BB_00X;Product C_BB_00X;Group2_BB_00X;Product C;Group2;0
AA;1.234;173;01/07/2008;2008;7;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;260;01/07/2008;2008;7;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;496;01/07/2008;2008;7;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;2.345;172;01/07/2008;2008;7;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
AA;2.345;443;01/07/2008;2008;7;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
BB;2.345;119;01/07/2008;2008;7;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;281;01/07/2008;2008;7;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;125;01/07/2008;2008;7;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;3.456;212;01/07/2008;2008;7;444;3.456_BB_444;Product C_BB_444;Group2_BB_444;Product C;Group2;0
BB;3.456;112;01/07/2008;2008;7;00X;3.456_BB_00X;Product C_BB_00X;Group2_BB_00X;Product C;Group2;0
AA;1.234;88;01/08/2008;2008;8;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;131;01/08/2008;2008;8;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;252;01/08/2008;2008;8;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;2.345;88;01/08/2008;2008;8;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
AA;2.345;225;01/08/2008;2008;8;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
BB;2.345;63;01/08/2008;2008;8;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;141;01/08/2008;2008;8;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;63;01/08/2008;2008;8;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;3.456;106;01/08/2008;2008;8;444;3.456_BB_444;Product C_BB_444;Group2_BB_444;Product C;Group2;0
BB;3.456;58;01/08/2008;2008;8;00X;3.456_BB_00X;Product C_BB_00X;Group2_BB_00X;Product C;Group2;0
AA;1.234;31;01/09/2008;2008;9;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;47;01/09/2008;2008;9;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;88;01/09/2008;2008;9;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;2.345;31;01/09/2008;2008;9;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
AA;2.345;79;01/09/2008;2008;9;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
BB;2.345;24;01/09/2008;2008;9;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;48;01/09/2008;2008;9;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;24;01/09/2008;2008;9;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;3.456;38;01/09/2008;2008;9;444;3.456_BB_444;Product C_BB_444;Group2_BB_444;Product C;Group2;0
BB;3.456;23;01/09/2008;2008;9;00X;3.456_BB_00X;Product C_BB_00X;Group2_BB_00X;Product C;Group2;0
AA;1.234;7;01/10/2008;2008;10;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;11;01/10/2008;2008;10;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;20;01/10/2008;2008;10;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;2.345;8;01/10/2008;2008;10;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
AA;2.345;17;01/10/2008;2008;10;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
BB;2.345;5;01/10/2008;2008;10;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;11;01/10/2008;2008;10;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;6;01/10/2008;2008;10;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;3.456;10;01/10/2008;2008;10;444;3.456_BB_444;Product C_BB_444;Group2_BB_444;Product C;Group2;0
BB;3.456;5;01/10/2008;2008;10;00X;3.456_BB_00X;Product C_BB_00X;Group2_BB_00X;Product C;Group2;0
AA;1.234;2;01/11/2008;2008;11;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;2;01/11/2008;2008;11;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;3;01/11/2008;2008;11;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;2.345;2;01/11/2008;2008;11;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
AA;2.345;3;01/11/2008;2008;11;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
BB;2.345;4;01/11/2008;2008;11;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;3;01/11/2008;2008;11;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;2;01/11/2008;2008;11;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;3.456;5;01/11/2008;2008;11;444;3.456_BB_444;Product C_BB_444;Group2_BB_444;Product C;Group2;0
BB;3.456;3;01/11/2008;2008;11;00X;3.456_BB_00X;Product C_BB_00X;Group2_BB_00X;Product C;Group2;0
AA;1.234;1;01/12/2008;2008;12;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;0;01/12/2008;2008;12;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;1.234;2;01/12/2008;2008;12;555;1.234_AA_555;Product A_AA_555;Group1_AA_555;Product A;Group1;0
AA;2.345;1;01/12/2008;2008;12;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
AA;2.345;2;01/12/2008;2008;12;555;2.345_AA_555;Product B_AA_555;Group1_AA_555;Product B;Group1;0
BB;2.345;3;01/12/2008;2008;12;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;3;01/12/2008;2008;12;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;2.345;3;01/12/2008;2008;12;444;2.345_BB_444;Product B_BB_444;Group1_BB_444;Product B;Group1;0
BB;3.456;3;01/12/2008;2008;12;444;3.456_BB_444;Product C_BB_444;Group2_BB_444;Product C;Group2;0
BB;3.456;4;01/12/2008;2008;12;00X;3.456_BB_00X;Product C_BB_00X;Group2_BB_00X;Product C;Group2;0
",
header=TRUE)
This is how the head table displays: 主表是这样显示的：
Region Part.number Qty Period Year Month Plant Material.ID Subgroup.ID Group.ID Product.Subgroup Product.Group Not.Consider
1 AA 1.234 5 01/01/2008 2008 1 555 1.234_AA_555 Product A_AA_555 Group1_AA_555 Product A Group1 0
2 AA 1.234 8 01/01/2008 2008 1 555 1.234_AA_555 Product A_AA_555 Group1_AA_555 Product A Group1 0
3 AA 1.234 16 01/01/2008 2008 1 555 1.234_AA_555 Product A_AA_555 Group1_AA_555 Product A Group1 0
4 AA 2.345 5 01/01/2008 2008 1 555 2.345_AA_555 Product B_AA_555 Group1_AA_555 Product B Group1 0
5 AA 2.345 14 01/01/2008 2008 1 555 2.345_AA_555 Product B_AA_555 Group1_AA_555 Product B Group1 0
6 BB 2.345 3 01/01/2008 2008 1 444 2.345_BB_444 Product B_BB_444 Group1_BB_444 Product B Group1 0
The intermediate goal is to get a table with the forecasted values for 2015 organised like that: 中间目标是获得一个表格，其中包含如下所示的2015年预测值：
Region Part.number January February March April May ... Total
AA 1.234 2 4 9 9 5 ... 29
The parts I'm struggling with is how to feed the data as it is organised right now into forecast::stl and how to do so for all the different Region&Part.number combinations. 我正在苦苦挣扎的部分是如何将数据组织起来，将其立即组织到forecast::stl以及如何对所有不同的Region＆Part.number组合进行处理。
Hints are appreciated. 提示表示赞赏。
1 个解决方案
解决方案1
2 2015-03-17 13:16:28
# load some useful libraries
library(forecast)
library(dplyr)
library(stringr)
library(lubridate)
# reformat Period column to Date variable
df <-
History %>%
mutate(Period = as.Date(dmy(Period)))
# prepeare a vector of possible Region-Part.number combinations
filtered <-
df %>%
select(Region, Part.number) %>%
unique(.)
# filter your data using above defined object called "filtered"
my_df <-
df %>%
filter(Region == filtered[1, 1],
Part.number == filtered[1, 2])
# select only relevant columns, prepeare name for a time series
my_ts_df <-
my_df %>%
select(Region, Part.number, Qty, Period) %>%
mutate(reg_part = str_c(Region, Part.number)) %>%
select(reg_part, Period, Qty)
my_ts_name <-
my_ts_df %>%
select(reg_part) %>%
unique(.) %>%
unlist(.) %>%
unname(.)
Using the ts() command like below: 使用ts（）命令，如下所示：
ts(my_ts_df$Qty, start = first(my_ts_df$Period), end = last(my_ts_df$Period), freq = 12)
you should be able to construct a time series. 您应该能够构建一个时间序列。 However, your dataset only contains data for 1 day. 但是，您的数据集仅包含1天的数据。
After you constructed a time series, forecast it, extract the forecasted values and put them in a list. 构建时间序列后，对其进行预测，提取预测值并将其放入列表中。 Loop over all rows of object called "filtered", defining a for loop and replacing filtered[1, 1] with filtered[i, 1] . 循环遍历对象的所有行，称为“ filtered”，定义一个for循环，然后将filtered[1, 1]替换为filtered[i, 1] 。 At the end of looping, plyr::ldply() the list into a data frame. 循环结束时，将列表plyr::ldply()放入数据帧。
If you provide data for more dates, I can provide better answer. 如果您提供更多日期的数据，我可以提供更好的答案。
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