在 R 中开始每日时间序列 [英] starting a daily time series in R

问题描述

我有一个关于网站访问者数量的每日时间序列.我的系列从 01/06/2014 开始到今天 14/10/2015 所以我想预测未来的访客数量.如何使用 R 阅读我的系列?我在想:

I have a daily time series about number of visitors on the web site. my series start from 01/06/2014 until today 14/10/2015 so I wish to predict number of visitor for in the future. How can I read my series with R? I'm thinking:

series <- ts(visitors, frequency=365, start=c(2014, 6)) 

如果是，并且在运行我的时间序列模型后 arimadata=auto.arima() 我想预测未来 6 天的访客数量，我该怎么做?

if yes,and after runing my time series model arimadata=auto.arima() I want to predict visitor's number for the next 6o days, how can i do this?

h=..?
forecast(arimadata,h=..), 

h 的值应该是什么?预先感谢您的帮助

the value of h shoud be what ? thanks in advance for your help

推荐答案

ts 规范有误；如果您将其设置为每日观察，那么您需要指定 2014 年的哪一天是 6 月 1 日，并在 start 中指定:

The ts specification is wrong; if you are setting this up as daily observations, then you need to specify what day of the year 2014 is June 1st and specify this in start:

## Create a daily Date object - helps my work on dates
inds <- seq(as.Date("2014-06-01"), as.Date("2015-10-14"), by = "day")

## Create a time series object
set.seed(25)
myts <- ts(rnorm(length(inds)),     # random data
           start = c(2014, as.numeric(format(inds[1], "%j"))),
           frequency = 365)

请注意，我将 start 指定为 c(2014, as.numeric(format(inds[1], "%j"))).所有复杂的部分都在计算 6 月 1 日是一年中的哪一天:

Note that I specify start as c(2014, as.numeric(format(inds[1], "%j"))). All the complicated bit is doing is working out what day of the year June 1st is:

> as.numeric(format(inds[1], "%j"))
[1] 152

一旦你有了这个，你就有效了:

Once you have this, you're effectively there:

## use auto.arima to choose ARIMA terms
fit <- auto.arima(myts)
## forecast for next 60 time points
fore <- forecast(fit, h = 60)
## plot it
plot(fore)

考虑到我提供的随机数据，这似乎很合适...

That seems suitable given the random data I supplied...

您需要根据您的数据为 auto.arima() 选择合适的参数.

You'll need to select appropriate arguments for auto.arima() as suits your data.

请注意，x 轴标签指的是一年的 0.5(半年).

Note that the x-axis labels refer to 0.5 (half) of a year.

通过使用 zoo 包创建的 zoo 对象可能更容易做到这一点:

This might be easier to do via a zoo object created using the zoo package:

## create the zoo object as before
set.seed(25)
myzoo <- zoo(rnorm(length(inds)), inds)

注意你现在不需要指定任何start或frequency信息；只需使用之前从每日 Date 对象计算的 inds.

Note you now don't need to specify any start or frequency info; just use inds computed earlier from the daily Date object.

照原样进行

## use auto.arima to choose ARIMA terms
fit <- auto.arima(myts)
## forecast for next 60 time points
fore <- forecast(fit, h = 60)

绘图虽然会导致问题，因为 x 轴是自纪元 (1970-01-01) 以来的天数，所以我们需要抑制该轴的自动绘图，然后绘制我们自己的.这很简单，因为我们有 inds

The plot though will cause an issue as the x-axis is in days since the epoch (1970-01-01), so we need to suppress the auto plotting of this axis and then draw our own. This is easy as we have inds

## plot it
plot(fore, xaxt = "n")    # no x-axis 
Axis(inds, side = 1)

这只会产生几个标记的刻度；如果你想要更多的控制，告诉 R 你想要刻度和标签的位置:

This only produces a couple of labeled ticks; if you want more control, tell R where you want the ticks and labels:

## plot it
plot(fore, xaxt = "n")    # no x-axis 
Axis(inds, side = 1,
     at = seq(inds[1], tail(inds, 1) + 60, by = "3 months"),
     format = "%b %Y")

这里我们每 3 个月绘制一次.

Here we plot every 3 months.

这篇关于在 R 中开始每日时间序列的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持IT屋！