如何使用R在groupby先知预测中添加自定义季节性

时间:2019-06-19 09:35:06

标签: r forecasting facebook-prophet

我目前在尝试使用Prophet package from Facebook来添加一些自定义的季节性(在按R进行管道操作的分组中)。

这是我当前数据的模型:

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)

some_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,some_group, y)

df看起来像这样:

            ds some_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

我当前在R中的实现有效。但是,我缺少代码的一部分,可以在其中添加一些自定义季节性,如项目的documentation页所指定的,有关自定义季节性的规范。

这是我当前的实现;

df2 <- df %>% 
  group_by(some_group) %>% 
  do(predict(prophet(., 
                     holidays = custom_events,
                     yearly.seasonality = FALSE,
                     weekly.seasonality = FALSE,
                     daily.seasonality = FALSE), # missing custom seasonality
             make_future_dataframe(prophet(.,
                                           holidays = events,
                                           yearly.seasonality = FALSE,
                                           weekly.seasonality = FALSE,
                                           daily.seasonality = FALSE), 
                                   periods = 30*7))) %>%
  select(ds, some_group, yhat)

如何在此管道操作中添加自定义的季节性?

0 个答案:

没有答案