我正在使用Facebook发布的一个名为Prophet的新软件包。它可以进行时间序列预测,我希望能够对其应用By Group功能。
请往下滚动至R部分。
https://facebookincubator.github.io/prophet/docs/quick_start.html
这是我的尝试:
grouped_output = df %>% group_by(group) %>%
do(m = prophet(df[,c(1,3)])) %>%
do(future = make_future_dataframe(m, period = 7)) %>%
do(forecast = prophet:::predict.prophet(m, future))
grouped_output[[1]]
我现在需要从每个组的列表中提取结果,但我遇到了麻烦。
以下是没有分组的原始数据框:
ds <- as.Date(c('2016-11-01','2016-11-02','2016-11-03','2016-11-04',
'2016-11-05','2016-11-06','2016-11-07','2016-11-08',
'2016-11-09','2016-11-10','2016-11-11','2016-11-12',
'2016-11-13','2016-11-14','2016-11-15','2016-11-16',
'2016-11-17','2016-11-18','2016-11-19','2016-11-20',
'2016-11-21','2016-11-22','2016-11-23','2016-11-24',
'2016-11-25','2016-11-26','2016-11-27','2016-11-28',
'2016-11-29','2016-11-30'))
y <- c(15,17,18,19,20,54,67,23,12,34,12,78,34,12,3,45,67,89,12,111,123,112,14,566,345,123,567,56,87,90)
y<-as.numeric(y)
df <- data.frame(ds, y)
df
ds y
1 2016-11-01 15
2 2016-11-02 17
3 2016-11-03 18
4 2016-11-04 19
5 2016-11-05 20
6 2016-11-06 54
7 2016-11-07 67
8 2016-11-08 23
9 2016-11-09 12
10 2016-11-10 34
11 2016-11-11 12
12 2016-11-12 78
13 2016-11-13 34
14 2016-11-14 12
15 2016-11-15 3
16 2016-11-16 45
17 2016-11-17 67
18 2016-11-18 89
19 2016-11-19 12
20 2016-11-20 111
21 2016-11-21 123
22 2016-11-22 112
23 2016-11-23 14
24 2016-11-24 566
25 2016-11-25 345
26 2016-11-26 123
27 2016-11-27 567
28 2016-11-28 56
29 2016-11-29 87
30 2016-11-30 90
当我对单个组执行以下操作时,当前函数可以正常工作:
#install.packages('prophet')
library(prophet)
m<-prophet(df)
future <- make_future_dataframe(m, period = 7)
forecast <- prophet:::predict.prophet(m, future)
forecast$yhat
[1] -2.649032 -29.762095 128.169781 59.573684 -11.623727 107.473617 -29.949730 -42.862455 -62.378408 104.797639 46.868610
[12] -12.502864 119.282058 -4.914921 -4.402638 -10.643570 169.309505 123.321261 74.734746 215.856347 99.290218 105.508059
[23] 102.882915 284.245984 237.401258 185.688202 321.466962 197.451536 194.280518 180.535663 349.304365 288.684031 222.337210
[34] 342.968499 203.648851 185.377165
现在我想改变这个,使其对每个组应用prophet:::predict
函数。因此,按组分的新数据框如下所示:
ds <- as.Date(c('2016-11-01','2016-11-02','2016-11-03','2016-11-04',
'2016-11-05','2016-11-06','2016-11-07','2016-11-08',
'2016-11-09','2016-11-10','2016-11-11','2016-11-12',
'2016-11-13','2016-11-14','2016-11-15','2016-11-16',
'2016-11-17','2016-11-18','2016-11-19','2016-11-20',
'2016-11-21','2016-11-22','2016-11-23','2016-11-24',
'2016-11-25','2016-11-26','2016-11-27','2016-11-28',
'2016-11-29','2016-11-30',
'2016-11-01','2016-11-02','2016-11-03','2016-11-04',
'2016-11-05','2016-11-06','2016-11-07','2016-11-08',
'2016-11-09','2016-11-10','2016-11-11','2016-11-12',
'2016-11-13','2016-11-14','2016-11-15','2016-11-16',
'2016-11-17','2016-11-18','2016-11-19','2016-11-20',
'2016-11-21','2016-11-22','2016-11-23','2016-11-24',
'2016-11-25','2016-11-26','2016-11-27','2016-11-28',
'2016-11-29','2016-11-30'))
y <- c(15,17,18,19,20,54,67,23,12,34,12,78,34,12,3,45,67,89,12,111,123,112,14,566,345,123,567,56,87,90,
45,23,12,10,21,34,12,45,12,44,87,45,32,67,1,57,87,99,33,234,456,123,89,333,411,232,455,55,90,21)
y<-as.numeric(y)
group<-c("A","A","A","A","A","A","A","A","A","A","A","A","A","A","A",
"A","A","A","A","A","A","A","A","A","A","A","A","A","A","A",
"B","B","B","B","B","B","B","B","B","B","B","B","B","B","B",
"B","B","B","B","B","B","B","B","B","B","B","B","B","B","B")
df <- data.frame(ds,group, y)
df
ds group y
1 2016-11-01 A 15
2 2016-11-02 A 17
3 2016-11-03 A 18
4 2016-11-04 A 19
5 2016-11-05 A 20
6 2016-11-06 A 54
7 2016-11-07 A 67
8 2016-11-08 A 23
9 2016-11-09 A 12
10 2016-11-10 A 34
11 2016-11-11 A 12
12 2016-11-12 A 78
13 2016-11-13 A 34
14 2016-11-14 A 12
15 2016-11-15 A 3
16 2016-11-16 A 45
17 2016-11-17 A 67
18 2016-11-18 A 89
19 2016-11-19 A 12
20 2016-11-20 A 111
21 2016-11-21 A 123
22 2016-11-22 A 112
23 2016-11-23 A 14
24 2016-11-24 A 566
25 2016-11-25 A 345
26 2016-11-26 A 123
27 2016-11-27 A 567
28 2016-11-28 A 56
29 2016-11-29 A 87
30 2016-11-30 A 90
31 2016-11-01 B 45
32 2016-11-02 B 23
33 2016-11-03 B 12
34 2016-11-04 B 10
35 2016-11-05 B 21
36 2016-11-06 B 34
37 2016-11-07 B 12
38 2016-11-08 B 45
39 2016-11-09 B 12
40 2016-11-10 B 44
41 2016-11-11 B 87
42 2016-11-12 B 45
43 2016-11-13 B 32
44 2016-11-14 B 67
45 2016-11-15 B 1
46 2016-11-16 B 57
47 2016-11-17 B 87
48 2016-11-18 B 99
49 2016-11-19 B 33
50 2016-11-20 B 234
51 2016-11-21 B 456
52 2016-11-22 B 123
53 2016-11-23 B 89
54 2016-11-24 B 333
55 2016-11-25 B 411
56 2016-11-26 B 232
57 2016-11-27 B 455
58 2016-11-28 B 55
59 2016-11-29 B 90
60 2016-11-30 B 21
如何使用 prophet
包按组预测 y-hat 而不是总体?
map(m, ~predict(.x, future))
还是map2(m, future, ~predict(.x, .y))
?它们似乎在这里给出了相同的输出。 - FlorianGDmap2
,但由于我的会话中有一个名为 future 的变量,所以得到了相同的结果。 - FlorianGDpredict
对我没用,我用prophet:::predict.prophet
代替了它。 - nak5120Error in FUN(X[[i]], ...) : Stan does not support NA (in y) in data failed to preprocess the data; optimization not done Error: 'data' must be of a vector type, was 'NULL'
。 - nak5120