我正在复制R Anomalize package home page中的示例，但是似乎一旦将每日样本数据替换为Monthly，代码就会中断。
下面是我使用的代码，它产生了以下错误：
# load necessary packages
library(tidyverse)
library(anomalize)
set.seed(1234)
df = tibble(MONTH = rep(seq(from = as.Date("2000-01-01"),
to = as.Date("2018-06-01"),
by = "1 month"),2),
variable = rep(c("A","B"), each = length(seq(from = as.Date("2000-01-01"),
to = as.Date("2018-06-01"),
by = "1 month"))),
value = rnorm(2*length(seq(from = as.Date("2000-01-01"),
to = as.Date("2018-06-01"),
by = "1 month"))))
df %>%
time_decompose(value, merge = TRUE, method = "twitter") %>%
anomalize(remainder, method = "gesd")
这是错误消息：
Error in mutate_impl(.data, dots) :
Evaluation error: Only year, quarter, month, week, and day periods are allowed for an index of class Date.
答案 0 :(得分：0)
通过加载tibbletime包，我能够将df转换为tbl_time对象。这使我可以将对象的周期设置为几个月。之后，您的代码将按预期运行。
注意：tibbletime软件包开发is on hold截至2018年8月。此答案使用version 0.1.1 from CRAN。
# load necessary packages -----
library(anomalize)
library(tibbletime)
library(tidyverse)
# set seed --------
set.seed(1234)
# load necessary data -----
df <- tibble(MONTH = rep(seq(from = as.Date("2000-01-01"),
to = as.Date("2018-06-01"),
by = "1 month"),2),
variable = rep(c("A","B"), each = length(seq(from = as.Date("2000-01-01"),
to = as.Date("2018-06-01"),
by = "1 month"))),
value = rnorm(2*length(seq(from = as.Date("2000-01-01"),
to = as.Date("2018-06-01"),
by = "1 month")))) %>%
arrange(MONTH) %>%
# convert tbl to tbl_time object
as_tbl_time(index = MONTH) %>%
# specify the tbl_time periodicity to monthly
as_period(period = "month")
# conduct anomaly detection -----
results <-
df %>%
# decompose a time series in preparation for anomaly detection
time_decompose(target = value
, merge = TRUE
, method = "twitter") %>%
# detect anomalies using the tidyverse
anomalize(target = remainder, method = "gesd")
# view results ----
results %>%
select(MONTH, variable, value, anomaly)
# A time tibble: 222 x 4
# Index: MONTH
# MONTH variable value anomaly
# <date> <chr> <dbl> <chr>
# 1 2000-01-01 A -1.21 No
# 2 2000-02-01 A 0.277 No
# 3 2000-03-01 A 1.08 No
# 4 2000-04-01 A -2.35 No
# 5 2000-05-01 A 0.429 No
# 6 2000-06-01 A 0.506 No
# 7 2000-07-01 A -0.575 No
# 8 2000-08-01 A -0.547 No
# 9 2000-09-01 A -0.564 No
# 10 2000-10-01 A -0.890 No
# ... with 212 more rows
# end of script #
R version 3.5.1 (2018-07-02)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS High Sierra 10.13.6
Matrix products: default
BLAS: /System/Library/Frameworks/Accelerate.framework/Versions/A/Frameworks/vecLib.framework/Versions/A/libBLAS.dylib
LAPACK: /Library/Frameworks/R.framework/Versions/3.5/Resources/lib/libRlapack.dylib
locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] bindrcpp_0.2.2 forcats_0.3.0 stringr_1.3.1 dplyr_0.7.6 purrr_0.2.5
[6] readr_1.1.1 tidyr_0.8.1 tibble_1.4.2 ggplot2_3.0.0 tidyverse_1.2.1
[11] tibbletime_0.1.1 anomalize_0.1.1
loaded via a namespace (and not attached):
[1] zoo_1.8-3 tidyselect_0.2.4 haven_1.1.2 lattice_0.20-35
[5] timetk_0.1.1.1 colorspace_1.3-2 htmltools_0.3.6 viridisLite_0.3.0
[9] yaml_2.2.0 rlang_0.2.2 pillar_1.3.0 glue_1.3.0
[13] withr_2.1.2 modelr_0.1.2 readxl_1.1.0 bindr_0.1.1
[17] plyr_1.8.4 munsell_0.5.0 gtable_0.2.0 cellranger_1.1.0
[21] rvest_0.3.2 evaluate_0.11 knitr_1.20 xts_0.11-0
[25] broom_0.5.0 Rcpp_0.12.18 backports_1.1.2 scales_1.0.0
[29] jsonlite_1.5 gridExtra_2.3 hms_0.4.2 digest_0.6.16
[33] stringi_1.2.4 grid_3.5.1 rprojroot_1.3-2 cli_1.0.0
[37] tools_3.5.1 magrittr_1.5 lazyeval_0.2.1 crayon_1.3.4
[41] pkgconfig_2.0.2 xml2_1.2.0 lubridate_1.7.4 assertthat_0.2.0
[45] rmarkdown_1.10 httr_1.3.1 rstudioapi_0.7 viridis_0.5.1
[49] R6_2.2.2 nlme_3.1-137 compiler_3.5.1