在预测包中设置h = 1的问题

时间:2018-10-30 00:01:00

标签: r time-series forecast

我在使用预测包设置预测参数h = 1时遇到问题。

示例1

我正在尝试生成here中所述的预测组合。大致按照提供的示例进行操作,我的代码如下:

library(forecast)
y <- AirPassengers
h <- 1
ETS <- forecast(ets(y), h = h)
ARIMA <- forecast(auto.arima(y, lambda = 0, biasadj = TRUE), h = h)
STL <- stlf(y, lambda = 0, h = h, biasadj = TRUE)
NNAR <- forecast(nnetar(y), h = h)
TBATS <- forecast(tbats(y, biasadj = TRUE), h = h)
Combination <- (ETS[["mean"]] + ARIMA[["mean"]] + STL[["mean"]] + 
  NNAR[["mean"]] + TBATS[["mean"]]) / 5
  

NextMethod(.Generic)中的错误:无法将'tsp'分配给零长度   向量另外:警告消息:在.cbind.ts(list(e1,e2)中,   c(deparse(substitute(e1))[1L],deparse(substitute(e2))[1L]),:
  不相交的系列

示例2

在各种参数设置下,与其他数据集分别运行stlf()函数:

library(fpp2)
# stlf(fpp2::debitcards, h = 1, lambda = NULL, biasadj = FALSE)  # works
# stlf(fpp2::debitcards, h = 1, lambda = NULL, biasadj = TRUE)  # works
# stlf(fpp2::debitcards, h = 1, lambda = 0, biasadj = FALSE)  # works
stlf(fpp2::debitcards, h = 1, lambda = 0, biasadj = TRUE)  # does not work
  

NextMethod(.Generic)中的错误:无法将'tsp'分配给零长度   向量另外:警告消息:在.cbind.ts(list(e1,e2)中,   c(deparse(substitute(e1))[1L],deparse(substitute(e2))[1L]),:
  不相交的系列

我正在使用预测版本8.5。我的sessionInfo()输出:

R version 3.5.1 (2018-07-02)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows >= 8 x64 (build 9200)

Matrix products: default

locale:
[1] LC_COLLATE=Swedish_Sweden.1252  LC_CTYPE=Swedish_Sweden.1252    LC_MONETARY=Swedish_Sweden.1252 LC_NUMERIC=C                    LC_TIME=Swedish_Sweden.1252    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] fpp2_2.3             expsmooth_2.3        fma_2.3              ggplot2_3.0.0        forecast_8.5         RevoUtils_11.0.1     RevoUtilsMath_11.0.0

loaded via a namespace (and not attached):
 [1] Rcpp_0.12.18      urca_1.3-0        pillar_1.3.0      compiler_3.5.1    plyr_1.8.4        bindr_0.1.1       xts_0.11-0        tseries_0.10-45   tools_3.5.1       nlme_3.1-137     
[11] tibble_1.4.2      gtable_0.2.0      lattice_0.20-35   pkgconfig_2.0.1   rlang_0.2.1       rstudioapi_0.7    curl_3.2          yaml_2.2.0        parallel_3.5.1    bindrcpp_0.2.2   
[21] withr_2.1.2       dplyr_0.7.6       knitr_1.20        lmtest_0.9-36     grid_3.5.1        nnet_7.3-12       tidyselect_0.2.4  glue_1.3.0        R6_2.2.2          TTR_0.23-3       
[31] purrr_0.2.5       magrittr_1.5      scales_0.5.0      quantmod_0.4-13   assertthat_0.2.0  timeDate_3043.102 colorspace_1.3-2  fracdiff_1.4-2    quadprog_1.5-5    lazyeval_0.2.1 

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