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具有多个时间序列的预测（GAM 模型）

[英]Forecast with multiple time series (GAM model)

 原文  2021-10-30 10:11:26  2   0    r/ forecasting/ arima/ forecast

问题描述

我正在学习 Forecast 包，我在尝试预测 GAM 模型（家庭 = 负二项式）的多个时间序列的未来时有点迷茫。

当我尝试预测时，我遇到了这个问题“ +.default (gam_fcast, error_fcast) 中的错误：时间序列/向量长度不匹配”

 error_fcast <- forecast(error_mod, h = 13)$mean
gam_fcast <- predict(mod_gam, newdata = df)
fcast <- gam_fcast + error_fcast

这是我的数据（很抱歉它很大，我也没有添加协变量），感谢所有帮助：

    structure(list(year = c(2006L, 2007L, 2008L, 2009L, 2010L, 2011L, 
2012L, 2013L, 2014L, 2005L, 2006L, 2007L, 2008L, 2009L, 2010L, 
2011L, 2012L, 2013L, 2014L, 2005L, 2006L, 2007L, 2008L, 2009L, 
2010L, 2011L, 2012L, 2013L, 2014L, 2015L, 2016L, 2017L, 2006L, 
2007L, 2008L, 2009L, 2010L, 2011L, 2012L, 2013L, 2014L, 2015L, 
2016L, 2017L, 2000L, 2001L, 2002L, 2003L, 2004L, 2005L, 2006L, 
2007L, 2008L, 2009L, 2010L, 2011L, 2012L, 2013L, 2014L, 2015L, 
2016L, 2017L, 2018L, 2019L, 2003L, 2004L, 2005L, 2006L, 2007L, 
2008L, 2009L, 2010L, 2011L, 2012L, 2013L, 2014L, 2015L, 2016L, 
2017L, 2018L, 2019L, 2003L, 2004L, 2005L, 2006L, 2007L, 2008L, 
2009L, 2010L, 2011L, 2012L, 2013L, 2014L, 2015L, 2016L, 2017L, 
2018L, 2019L, 2003L, 2004L, 2005L, 2006L, 2007L, 2008L, 2009L, 
2010L, 2011L, 2012L, 2013L, 2014L, 2015L, 2016L, 2017L, 2018L, 
2019L, 1994L, 1995L, 1996L, 1997L, 1998L, 1999L, 2000L, 2001L, 
2002L, 2003L, 2004L, 2005L, 2006L, 2007L, 1995L, 1996L, 1997L, 
1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 2004L, 2005L, 2006L, 
2007L, 2000L, 2001L, 2002L, 2003L, 2004L, 2005L, 2006L, 2001L, 
2002L, 2003L, 2004L, 2005L, 1994L, 1995L, 1996L, 1997L, 1998L, 
1999L, 2000L, 2001L, 2002L, 2003L, 2004L, 2005L, 2006L, 2007L, 
1995L, 1996L, 1997L, 1998L, 1994L, 1995L, 1996L, 1997L, 1998L, 
1999L, 2000L, 2001L, 2002L, 2003L, 2004L, 2005L, 2006L, 2007L, 
1999L, 2000L, 2001L, 2002L, 2003L, 2004L, 2005L, 2006L, 2007L, 
1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 2004L, 2005L, 2006L, 
2007L, 1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 2004L, 2005L, 
2006L, 2007L, 1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 2004L, 
2005L, 2006L, 2007L, 2008L, 2009L, 2010L, 1999L, 2000L, 2001L, 
2002L, 2003L, 2004L, 2005L, 1998L, 1999L, 2000L, 2001L, 2002L, 
2003L, 2004L, 2005L, 2006L, 2007L, 1998L, 1999L, 2000L, 2001L, 
2002L, 2003L, 2004L, 2005L, 2006L, 2007L, 1998L, 1999L, 2000L, 
2001L, 2002L, 2003L, 2004L, 2005L, 2006L, 2007L, 1998L, 1999L, 
2000L, 2001L, 2002L, 2003L, 2004L, 2005L, 1998L, 1999L, 2000L, 
2001L, 2002L, 2003L, 2004L, 2005L, 2006L, 2007L, 1998L, 1999L, 
2000L, 1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 2004L, 2005L, 
2006L, 1999L, 2000L, 2001L, 2002L, 2003L, 2004L, 2005L, 2006L, 
1995L, 1996L, 1997L, 1998L, 1999L, 2000L, 2001L, 1994L, 1995L, 
1996L, 1997L, 1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 2004L, 
2005L, 1994L, 1995L, 1996L, 1997L, 1998L, 1999L, 2000L, 2001L, 
2002L, 2003L, 2004L, 2005L, 2006L, 2007L, 1995L, 1996L, 1997L, 
1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 2004L, 2005L, 1995L, 
1996L, 1997L, 1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 2004L, 
2005L, 1994L, 1995L, 1996L, 1997L, 1998L, 1999L, 2000L, 2001L, 
2002L, 2003L, 2004L, 2005L, 2006L, 2007L, 1994L, 1995L, 1996L, 
1997L, 1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 2004L, 2005L, 
1996L, 1997L, 1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 2004L, 
2005L, 2006L, 2007L, 1995L, 1996L, 1997L, 1998L, 1999L, 2000L, 
2001L, 2002L, 2003L, 2004L, 2005L, 1995L, 1996L, 1997L, 1998L, 
1999L, 2000L, 2001L, 2002L, 2003L, 2004L, 2005L, 2006L, 2007L, 
1995L, 1996L, 1997L, 1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 
2004L, 2005L, 1995L, 1996L, 1997L, 1998L, 1999L, 2000L, 2001L, 
2002L, 2003L, 2004L, 2005L, 2006L, 2007L, 1995L, 1996L, 1997L, 
1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 2004L, 2005L, 2006L, 
2007L, 1995L, 1996L, 1997L, 1998L, 1999L, 2000L, 2001L, 2002L, 
2003L, 2004L, 2005L, 2006L, 2007L, 1995L, 1996L, 1997L, 1998L, 
1999L, 2000L, 2001L, 2002L, 2003L, 2004L, 2005L, 2006L, 2007L, 
1995L, 1996L, 1997L, 1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 
2004L, 2005L, 2006L, 2007L, 1999L, 2000L, 2001L, 2002L, 2003L, 
1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 1995L, 1996L, 1997L, 
1998L, 1999L, 2000L, 2001L, 1999L, 2000L, 2001L, 1997L, 1998L, 
1999L, 2000L, 2001L, 2002L, 2003L, 1995L, 1996L, 1997L, 1998L, 
1999L, 2000L, 2001L, 1995L, 1996L, 1997L, 1998L, 1999L, 2000L, 
2001L, 1996L, 1997L, 1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 
2004L, 1996L, 1997L, 1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 
1999L, 2000L, 2001L, 2002L, 2003L, 1998L, 1999L, 2000L, 2001L, 
2002L, 2003L, 2004L, 1999L, 2000L, 2001L, 2002L, 2003L, 2004L, 
1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 1996L, 1997L, 1998L, 
1999L, 2000L, 2001L, 2002L, 2003L, 1996L, 1997L, 1998L, 1999L, 
2000L, 2001L, 2002L, 2003L, 1997L, 1998L, 1999L, 2000L, 2001L, 
2002L, 2003L, 1997L, 1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 
1996L, 1997L, 1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 1996L, 
1997L, 1998L, 1999L, 1996L, 1997L, 1998L, 1999L, 2000L, 2001L, 
2002L, 2003L, 1996L, 1997L, 1998L, 1999L, 2000L, 2001L, 2002L, 
2003L, 1996L, 1997L, 1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 
1995L, 1996L, 1997L, 1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 
2004L, 2005L, 2006L, 2007L, 1995L, 1996L, 1997L, 1998L, 1999L, 
2000L, 2001L, 2002L, 2003L, 2004L, 2005L, 2006L, 2007L, 1995L, 
1996L, 1997L, 1998L, 1999L, 2000L, 2001L, 2002L, 2003L, 2004L, 
2005L, 2006L, 2007L, 2005L, 2006L, 2007L, 2008L, 2009L, 2010L, 
2011L, 2012L, 2013L, 2006L, 2007L, 2008L, 2009L, 2010L, 2011L, 
2012L, 2013L, 2014L, 2015L, 2016L, 2017L, 2005L, 2006L, 2007L, 
2008L, 2009L, 2010L, 2011L, 2012L, 2013L, 2014L, 2015L, 2016L, 
2017L, 2005L, 2006L, 2007L, 2008L, 2009L, 2010L, 2011L, 2012L, 
2013L, 2014L, 2015L, 2016L, 2017L, 2010L, 2011L, 2012L, 2013L, 
2014L, 2015L, 2016L, 2017L, 2005L, 2006L, 2007L, 2008L, 2009L, 
2010L, 2011L, 2012L, 2013L, 2014L, 2015L, 2016L, 2017L, 2011L, 
2012L, 2013L, 2014L, 2009L, 2010L, 2011L, 2012L, 2013L, 2014L, 
2015L, 2016L, 2017L, 2005L, 2006L, 2007L, 2008L, 2009L, 2010L, 
2011L, 2012L, 2013L, 2014L, 2015L, 2016L, 2017L, 2009L, 2010L, 
2011L, 2012L, 2013L, 2014L, 2015L, 2016L, 2017L, 2009L, 2010L, 
2011L, 2012L, 2013L, 2014L, 2015L, 2016L, 2017L, 2005L, 2006L, 
2007L, 2008L, 2009L, 2010L, 2011L, 2012L, 2013L, 2014L, 2015L, 
2016L, 2017L, 2005L, 2006L, 2007L, 2008L, 2009L, 2010L, 2011L, 
2012L, 2013L, 2014L, 2015L, 2016L, 2017L, 2005L, 2006L, 2007L, 
2008L, 2009L, 2010L, 2011L, 2012L, 2013L, 2014L, 2015L, 2016L, 
2017L, 2005L, 2006L, 2007L, 2008L, 2009L, 2010L, 2011L, 2012L, 
2013L, 2014L, 2015L, 2016L, 2017L, 2007L, 2008L, 2009L, 2010L, 
2011L, 2012L, 2013L, 2014L, 2015L, 2016L, 2017L, 2005L, 2006L, 
2007L, 2008L, 2009L, 2010L, 2011L, 2012L, 2013L, 2014L, 2015L, 
2016L, 2017L, 2009L, 2010L, 2011L, 2012L, 2013L, 2014L, 2015L, 
2016L, 2017L, 2005L, 2006L, 2007L, 2008L, 2009L, 2010L, 2011L, 
2012L, 2013L, 2014L, 2015L, 2016L, 2017L, 2009L, 2010L, 2011L, 
2012L, 2013L, 2014L, 2015L, 2016L, 2017L, 2012L, 2013L, 2014L, 
2015L, 2016L, 2017L, 2006L, 2007L, 2008L, 2009L, 2010L, 2011L, 
2012L, 2013L, 2014L, 2015L, 2016L, 2017L, 2018L, 2010L, 2011L, 
2012L, 2013L, 2014L, 2015L, 2016L, 2017L, 2008L, 2009L, 2010L, 
2011L, 2012L, 2013L, 2014L, 2015L, 2016L, 2017L, 2018L, 2012L, 
2013L, 2014L, 2015L, 2016L, 2017L, 2018L, 2019L, 2009L, 2010L, 
2011L, 2012L, 2013L, 2014L, 2015L, 2016L, 2017L, 2018L, 2019L, 
2011L, 2012L, 2013L, 2014L, 2015L, 2016L, 2017L, 2018L), Dikerogammarus.villosus = c(12, 
31, 33, 87, 73, 0, 56, 90, 483, 4, 434, 231, 137, 154, 262, 323, 
528, 106, 235, 4, 434, 231, 137, 154, 262, 323, 528, 106, 235, 
162, 181, 397, 38, 8, 59, 6, 3, 11, 258, 5, 121, 4, 81, 18, 3, 
1, 27, 10, 11, 3, 9, 11, 165, 26, 293, 384, 564, 540, 227, 470, 
301, 232, 262, 505, 73, 463, 124, 220, 95, 137, 189, 591, 374, 
679, 582, 375, 582, 373, 1409, 1160, 1492, 246, 86, NA, 11, 100, 
208, 188, 321, 158, 323, 123, 994, 411, 519, 976, 788, 264, 610, 
16, NA, 30, 77, 127, 146, 126, 123, 94, 302, 580, 363, 621, 853, 
2037, 745, 6, 65, 65, NA, 65, 200, NA, 6, 20, 65, 65, 20, NA, 
24, 6, 0, 65, 65, 20, 6, 20, 20, 200, 200, 20, NA, 20, 20, 0, 
NA, NA, NA, NA, 2.4, 65, 65, 20, 65, 200, 6, NA, 65, NA, 20, 
NA, NA, NA, NA, NA, NA, NA, NA, 24, 65, 65, 20, 65, 65, 20, NA, 
NA, 65, 20, NA, 6, 6, 6, NA, NA, NA, 400, 20, 6, NA, NA, NA, 
NA, 6, NA, 176, 20, 20, 65, 20, 20, NA, NA, 20, NA, 256, 20, 
20, 20, 65, 0, NA, NA, 6, NA, 112, 20, 20, 6, 20, 20, 6, NA, 
NA, 40, 24, NA, NA, 864, 20, 6, NA, 6, 6, NA, 6, 65, 20, 20, 
20, 20, 6, NA, 20, NA, 196, 20, 6, 6, 20, 20, 6, NA, 6, NA, 136, 
20, 20, 20, 20, 20, 20, NA, 6, NA, 16, 20, 6, 20, NA, 20, 20, 
NA, 20, 20, 6, 0, NA, 6, NA, NA, NA, NA, 16, 20, 6, 6, 20, 6, 
NA, 65, 6, NA, NA, NA, 384, 20, 20, 1, 65, NA, NA, NA, 352, 65, 
200, 200, 200, 65, 200, 200, 6, 20, NA, 200, 200, 200, 65, NA, 
NA, NA, NA, 65, 20, 20, 6, 200, 65, 65, 20, 6, NA, NA, 65, NA, 
NA, 20, 20, 200, NA, 65, 20, 20, 20, 20, 65, 200, 20, 20, 65, 
20, 200, 65, NA, NA, NA, 65, 65, 65, 6, 0, 65, NA, 65, 65, 6, 
6, NA, 20, 65, 20, NA, 240, 1, 0, 65, NA, 65, 65, 20, 20, 20, 
65, 65, 20, 65, NA, 65, 20, NA, 6, 6, 65, 20, 0, NA, 56, 6, 200, 
65, 65, 65, NA, 20, 20, 200, 65, 20, 6, 65, 20, 20, 20, NA, 6, 
NA, NA, 65, 65, NA, 152, 20, 65, 20, 20, 20, NA, 6, NA, 65, 20, 
65, 20, 65, 20, 200, 65, NA, 0, NA, NA, 20, 20, NA, 96, 6, 65, 
65, 65, 20, 6, 6, 20, 20, 20, 20, NA, 24, 20, 65, 200, 200, 65, 
20, 65, 20, 200, 65, 6, NA, 96, 65, 65, 200, 200, 65, NA, 20, 
6, 200, 200, 20, NA, 248, 6, 200, 20, 20, 65, NA, NA, NA, NA, 
65, 20, NA, 32, 200, 200, NA, NA, 6, 200, 65, 200, NA, NA, 6, 
20, 200, NA, 65, 65, 200, 200, 65, 650, 200, 65, NA, 200, 65, 
650, 650, 200, 65, NA, NA, 200, 200, 200, 200, 200, NA, NA, 65, 
NA, NA, 200, 20, NA, NA, 200, NA, 65, 20, 20, 200, 6, NA, NA, 
NA, NA, NA, 65, 20, 200, NA, NA, 200, 20, 1, 200, NA, NA, 20, 
20, 200, 200, 200, NA, 650, 65, 650, 200, 200, NA, NA, 65, 20, 
200, 65, NA, 200, 200, NA, NA, 20, 6, 200, NA, 200, 650, NA, 
NA, 20, 200, NA, 200, NA, NA, NA, 20, 65, NA, 65, NA, NA, NA, 
20, 65, NA, NA, 65, NA, NA, NA, 20, 65, 65, NA, 650, 65, NA, 
NA, 65, NA, NA, NA, 20, 65, NA, NA, 65, NA, NA, 20, 20, 65, NA, 
NA, 65, NA, NA, 65, 65, 6, 65, 6, NA, 65, NA, 20, 20, 65, 200, 
20, NA, 8, 65, NA, 65, 65, 65, NA, NA, NA, 20, 200, 6, NA, 48, 
65, NA, 65, 200, 65, NA, 6, 20, 200, 6, 65, NA, 16, 52, 52, 52, 
16, 160, 286, 25, 22.4, 5.2, 49.6, 40, 40, 240, 28.8, 19.2, 32, 
40, 67.2, 44, 48.8, 57.6, 83.2, 332.8, 320, 64, 640, 9.6, 288, 
288, 112, 128, 163.2, 136, 50.4, 12.8, 41.6, 31.11, 160, 1568, 
296, 80, 1120, NA, 220, 0, 52.8, 20, 6.4, 38666, 14.4, 9.6, 2.4, 
NA, NA, 3.2, 12.8, 16, 10.4, 7.2, 0, 2.4, 78933, 15.2, NA, 4, 
16, 4, 0.8, 1.6, 3.2, 8, 6.4, 115.2, NA, 208, 340.8, 1331.2, 
304, NA, 0, 48, 33.6, 96, NA, 100, 64, 36.8, 38.4, 9.6, NA, NA, 
NA, NA, 12.8, 4.8, 67.2, 25.6, 0, 6.4, 1.6, NA, NA, 14.4, 10666, 
NA, 24.8, 235.2, 96, 76.8, 60, 1.6, 0, 12.8, 16, 16, 4, 40533, 
0.8, 14.4, 17.6, NA, 8, 42.4, 5.6, 16.8, 4.8, NA, 1.6, 4.8, 0, 
0.8, 0.8, 3.2, 4.8, 0.8, 0, 0.8, 9.6, 0, 3.2, 28.8, 11.2, 53333, 
1.6, 23466, 14.4, NA, 1.6, 8.8, 9.6, 2.4, 72, NA, NA, 5, 48, 
80, 320, 68.8, 60.8, NA, NA, 0, 22.4, 19.2, NA, NA, NA, 1.6, 
40, 3.2, NA, NA, 19.2, 0, 25.6, 115.2, 80, 240, 96, 87.2, 110.4, 
64, 88, 164, 32, 46.4, 46.4, 5.33, 0, 566.4, 21333, NA, 3.2, 
30.4, 0, 1.6, 0, NA, 8, 14.4, 40533, 0.8, 18.4, 20.8, NA, 1.6, 
0.8, 27.2, 10.4, 12.8, 16, 136, NA, 3.2, 6.4, NA, 0, 11.2, 4.8, 
9.6, 0, 9.6, 0, 2.4, 1.6, 1.6, 76.8, NA, NA, 8.73, 26.67, 48, 
NA, NA, 32, 28.8, 29.54, 23.27, 0, 7.2, 0, 2.53, NA, NA, 24, 
48, NA, NA, 110.4, NA, 28, 225.6, 24, 8, 14.4, 14.4, 19, NA, 
1, NA, 1, NA, NA, 1, 1, 21093, 4958, 92, 122.4, 9538, NA, 10, 
NA, NA, 132, 15, 5, NA, NA, 9, NA, 12, 63)), class = "data.frame", row.names = c(NA, 
-968L))

0 个解决方案

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