请参阅链接:http://kourentzes.com/forecasting/2016/06/17/how-to-choose-a-forecast-for-your-time-series/#comments
根据图2:应如何在验证图中添加拟合和验证区域:ETS和ARIMA预测。这些模型仅适用于时间序列的第一部分,而验证集仅用于评估其性能。
我的数据集(zz)如下:
X dataid meter_value
2015-10-27 19:50:00 1103 183138
2015-10-27 19:51:00 1103 183138
2015-10-27 19:52:00 1103 183138
2015-10-27 19:53:00 1103 183138
2015-10-27 19:54:00 1103 183138
2015-10-27 19:55:00 1103 183138
2015-10-27 19:56:00 1103 183138
2015-10-27 19:57:00 1103 183138
2015-10-27 19:58:00 1103 183138
2015-10-27 19:59:00 1103 183138
2015-10-27 20:00:00 1103 183138
2015-10-27 20:01:00 1103 183138
2015-10-27 20:02:00 1103 183138
2015-10-27 20:03:00 1103 183138
2015-10-27 20:04:00 1103 183138
2015-10-27 20:05:00 1103 183138
2015-10-27 20:06:00 1103 183138
2015-10-27 20:07:00 1103 183138
2015-10-27 20:08:00 1103 183138
2015-10-27 20:09:00 1103 183138
:
2015-12-31 23:59:00 1103 183139.3
我的R代码如下:
start_time <- as.POSIXct("2015-10-27 19:50",format="%Y-%m-%d %H:%M")
end_time <- as.POSIXct("2015-10-27 23:59",format="%Y-%m-%d %H:%M")
zoo_obj <- zoo(zz$meter_value,
order.by = seq.POSIXt(from = start_time, to = end_time ,by = "min"))
str(zoo_obj)
#‘zoo’ series from 2015-10-27 19:50:00 to 2015-10-27 20:09:00
# Data: num [1:20] 183138 183138 183138 183138 183138 ...
# Index: POSIXct[1:20], format: "2015-10-27 19:50:00" "2015-10-27 19:51:00" ...
mytsTT2 <- ts(zoo_obj)
str(mytsTT2)
#Time-Series [1:20] from 1 to 20: 183138 183138 183138 183138 183138 ...
# - attr(*, "index")= POSIXct[1:20], format: "2015-10-27 19:50:00" ...
我尝试使用“自动绘图”
autoplot(forecast(mytsTT2,1000))
我应该如何在自动绘图中添加拟合和验证区域?