多個時間序列數據的指數時間序列

Question

我的數據有不同的起點和終點。

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")

我試着做

ts_test <- ts(multiple_ts, frequency=52)

轉換為時間序列，但失敗了

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"))

有人可以幫助我如何將項目逐項轉換為時間序列，並將指數平滑應用於每個項目。 提前致謝！

Answer 1

將數據幀轉換為3列動物園對象z然后從z創建ts對象L的列表。 對給出HW的L每個分量應用指數平滑。 然后繪制每個。 注意ts對象不能直接表示Date類，因此我們省略了X軸，並在pltHW中pltHW繪制了它。

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)