R - 线之间的颜色或阴影区域

时间:2015-12-28 17:29:04

标签: r xts lattice confidence-interval timeserieschart

我试图用R在R上复制我在Excel上制作的图表,该图表应代表围绕时间序列预测的95%置信区间(CI)。 Excel图表如下所示:

enter image description here

所以,基本上,原始的历史时间序列,并从某个时间点预测它与各自的CI有什么关系。

他们在Excel上完成的方式效率有点低:

  1. 我有四个时间序列,大部分时间重叠;
  2. 实际/历史时间序列(上面的蓝线)在预测开始时停止;
  3. 在预测期开始之前,预测(上面的红色虚线)只是隐藏在蓝色的预测之下;
  4. 然后我有一个时间序列表示CI的上限和下限之间的差异,它与Excel Stacked Areas图表一起使用,成为上图中的阴影区域。
  5. 显然,生成预测和CI的计算速度更快,更容易推广和使用R,虽然我可以在R上完成任务然后只需复制Excel上的输出来绘制图表,做一切在R中会更好。

    在问题的最后,我根据@MLavoie的建议提供了原始数据dput()

    这里我加载的软件包(不确定你是否都需要它们,但它们是我经常使用的软件包):

        require(zoo)
        require(xts)
        require(lattice)
        require(latticeExtra)
    

    我的数据在前100行中看起来像这样:

        > head(data)
                   fifth_percentile   Median nintyfifth_percentile
        2017-06-18         1.146267 1.146267              1.146267
        2017-06-19         1.134643 1.134643              1.134643
        2017-06-20         1.125664 1.125664              1.125664
        2017-06-21         1.129037 1.129037              1.129037
        2017-06-22         1.147542 1.147542              1.147542
        2017-06-23         1.159989 1.159989              1.159989
    

    然后在100个数据点之后,时间序列开始发散,最后它们看起来像这样:

        > tail(data)
                   fifth_percentile   Median nintyfifth_percentile
        2017-12-30        0.9430930 1.125844              1.341603
        2017-12-31        0.9435227 1.127391              1.354928
        2018-01-01        0.9417235 1.124625              1.355527
        2018-01-02        0.9470077 1.124088              1.361420
        2018-01-03        0.9571596 1.127299              1.364005
        2018-01-04        0.9515535 1.127978              1.369536
    

    DaveTurek提供的解决方案

    感谢DaveTurek,我找到了答案。但是,唯一不同的是,对于我的xts数据帧,显然,我需要先将每列转换为数字(使用as.numeric())。不知道是否源于我对xts和晶格做错了,或者它是使用DaveTurek建议实现它的唯一方法。将尝试进一步调查。

    以下是生成图表的代码:

        x = index(data[1:100,2])
        y = as.numeric(data[1:100,2])
        ex.x = index(data[101:200,2])
        ex.y = as.numeric(data[101:200,2])
        ex.lo = as.numeric(data[101:200,1])
        ex.hi = as.numeric(data[101:200,3])
    
        xyplot(y~x, ylim = c(0.9,1.4),
       panel=function(x,y,...) {
         panel.lines(x,y,lwd=2,col=4)
         panel.polygon(c(ex.x,rev(ex.x)),c(ex.lo,rev(ex.hi)),border=NA,col=5)
         panel.lines(ex.x,ex.y,lwd=2,col=2)
       })
    

    这里是最终结果:

    enter image description here

    这是来自dput()的最终数据集,我试图绘制:

        > dput(data)
        structure(c(1.14626724930899, 1.13464279067717, 1.12566420479952, 
        1.12903662366847, 1.14754211999921, 1.15998855701439, 1.15274364578958, 
        1.16226441955745, 1.16169992687419, 1.16520028734587, 1.16823402018407, 
        1.19832130049664, 1.18411773220697, 1.18531274215286, 1.16421444455115, 
        1.17108139956539, 1.18392357740377, 1.20103911352579, 1.17791736605905, 
        1.18277944964829, 1.20162550199013, 1.19665058179752, 1.19411188122108, 
        1.19367558590966, 1.19803272562951, 1.20600155861871, 1.22189449901607, 
        1.22072774140118, 1.22312376195254, 1.25355505518571, 1.25895911759195, 
        1.2613354420716, 1.24440525381363, 1.24444079462029, 1.24168652168112, 
        1.24154936710117, 1.23440527301777, 1.22592718438811, 1.21709102449773, 
        1.21448030929365, 1.23109601090898, 1.24401127451953, 1.23953314346685, 
        1.21863565024168, 1.20834325548551, 1.20281193695583, 1.20405850724191, 
        1.19608032796923, 1.22008184095742, 1.21675995421116, 1.20198916403093, 
        1.20029121301547, 1.18822375424598, 1.19007923345344, 1.19285965857709, 
        1.1971013197471, 1.1776860331227, 1.18028531916998, 1.18394951589397, 
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        1.16967697995898, 1.14498266161799, 1.12782282645368, 1.11540004479973, 
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        1.10243149863659, 1.10404564773364, 1.12949458422398, 1.11679224666313, 
        1.11338078540871, 1.10762728498848, 1.12437898939299, 1.11572706259347, 
        1.1148111967932, 1.12358625045939, 1.11169207274881, 1.13009253108247, 
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        1509926400, 1510012800, 1510099200, 1510185600, 1510272000, 1510358400, 
        1510444800, 1510531200, 1510617600, 1510704000, 1510790400, 1510876800, 
        1510963200, 1511049600, 1511136000, 1511222400, 1511308800, 1511395200, 
        1511481600, 1511568000, 1511654400, 1511740800, 1511827200, 1511913600, 
        1.512e+09, 1512086400, 1512172800, 1512259200, 1512345600, 1512432000, 
        1512518400, 1512604800, 1512691200, 1512777600, 1512864000, 1512950400, 
        1513036800, 1513123200, 1513209600, 1513296000, 1513382400, 1513468800, 
        1513555200, 1513641600, 1513728000, 1513814400, 1513900800, 1513987200, 
        1514073600, 1514160000, 1514246400, 1514332800, 1514419200, 1514505600, 
        1514592000, 1514678400, 1514764800, 1514851200, 1514937600, 1515024000
        ), tzone = "UTC", tclass = "Date"), .Dim = c(201L, 3L), .Dimnames = list(
    NULL, c("fifth_percentile", "Median", "nintyfifth_percentile"
    )))
    

1 个答案:

答案 0 :(得分:2)

我没有尝试过你的数据,但如果问题是如何遮蔽预测区域,也许这个简单的例子会有所帮助。

library(lattice)

x = 1:12 # base data
y = x
ex.x = 12:16 # extrapolated data
ex.y = 12:16
ex.lo = 12+0:4*.3 # lower bound
ex.hi = 12+0:4*1.6 # upper bound

xyplot(y~x,xlim=c(0:18),ylim=c(0:20),
  panel=function(x,y,...) {
    panel.lines(x,y,lwd=2,col=4)
    panel.polygon(c(ex.x,rev(ex.x)),c(ex.lo,rev(ex.hi)),border=NA,col=5)
    panel.lines(ex.x,ex.y,lwd=2,col=2)
})

您可以在面板函数中将阴影多边形添加到晶格图中。我使用c(ex.x,rev(ex.x))c(ex.lo,rev(ex.hi))来构造多边形边界。