[英]R; Time series analysis on sensor data
我有一個傳感器數據的數據框
我有一個數據框,如下所示:
pressure datetime
4.848374 2016-04-12 10:04:00
4.683901 2016-04-12 10:04:32
5.237860 2016-04-12 10:13:20
現在,我想應用ARIMA
進行預測分析。
由於數據不是統一采樣的,因此我按小時匯總,如下所示:
datetime pressure
"2016-04-19 00:00:00 BST" 5.581806
"2016-04-19 01:00:00 BST" 4.769832
"2016-04-19 02:00:00 BST" 4.769832
"2016-04-19 03:00:00 BST" 4.553711
"2016-04-19 04:00:00 BST" 6.285599
"2016-04-19 05:00:00 BST" 5.873414
每小時的壓力如下所示:
但是我無法創建ts
對象,因為我不確定每小時數據的頻率。
您的問題已經在評論部分得到了回答,但是為了重申這一點,您應該將頻率設置為24,因為您希望預測每小時的數據:
sensor = ts(hourlyPressure, frequency = 24)
關於固定繪圖中的日期,接下來要講的是一些示例數據:
###Sequence of numbers to forecast
hourlyPressure<-c(1:24, 12:36, 24:48, 36:60)
###Sequence of Accompanying Dates
dates<-seq(as.POSIXct("2016-04-19 00:00:00"), as.POSIXct("2016-04-23 02:00:00"), by="hour")
現在我們可以將hourlyPressure數據設置為ts()對象(讓我們忽略日期一分鍾)
sensor <- ts(hourlyPressure, frequency=24)
現在適合您的Arima模型,在本示例中,我將使用預測包中的auto.arima函數,因為這里找不到關注的最佳Arima模型(盡管使用auto.arima()是查找模型的一種非常可靠的方法)適合您數據的最佳Arima模型):
###fit arima model to sensor data
sensor_arima_fit<- auto.arima(sensor)
然后,只需在plot()函數中指定x值,就可以用適當的日期繪制此數據
plot(y=sensor_arima_fit$x, x=dates)
當我們預測我們的數據並想要繪制原始數據,預測並正確設置日期時,會遇到一些困難。
###now forecast ahead (lets say 2 days) using the arima model that was fit above
forecast_sensor <- forecast(sensor_arima_fit, h = 48)
現在要繪制原始數據,並以正確的日期進行預測,我們可以執行以下操作:
###set h to be the same as above
h <- c(48)
###calculate the dates for the forecasted values
forecasted_dates<-seq(dates[length(dates)]+(60*60)*(1),
dates[length(dates)]+(60*60)*(h), by="hour")
###now plot the data
plot(y=c(forecast_sensor$x, forecast_sensor$mean),
x=seq(as.POSIXct("2016-04-19 00:00:00"),as.POSIXct(forecasted_dates[length(forecasted_dates)]), by="hour"),
xaxt="n",
type="l",
main="Plot of Original Series and Forecasts",
xlab="Date",
ylab="Pressure")
###correctly formatted x axis
axis.POSIXct(1, at=seq(as.POSIXct("2016-04-19 00:00:00"),
as.POSIXct(forecasted_dates[length(forecasted_dates)]),
by="hour"),
format="%b %d",
tick = FALSE)
這會繪制帶有預測的原始數據,並且日期正確。 但是,就像預測軟件包提供的那樣,也許我們希望預測是藍色的。
###keep same plot as before
plot(y=c(forecast_sensor$x, forecast_sensor$mean),
x=seq(as.POSIXct("2016-04-19 00:00:00"),as.POSIXct(forecasted_dates[length(forecasted_dates)]), by="hour"),
xaxt="n",
type="l",
main="Plot of Original Series and Forecasts",
xlab="Date",
ylab="Pressure")
axis.POSIXct(1, at=seq(as.POSIXct("2016-04-19 00:00:00"),
as.POSIXct(forecasted_dates[length(forecasted_dates)]),
by="hour"),
format="%b %d",
tick = FALSE)
###This time however, lets add a different color line for the forecasts
lines(y=forecast_sensor$mean, x= forecasted_dates, col="blue")
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