问题
This is a follow-on to this question.
I am trying to get the pipeline given in that question to accept a forecast object as input:
Again, using this data:
> dput(t)
structure(c(2, 2, 267822980, 325286564, 66697091, 239352431,
94380295, 1, 126621669, 158555699, 32951026, 23, 108000151, 132505189,
29587564, 120381505, 25106680, 117506099, 22868767, 115940080,
22878163, 119286731, 22881061), .Dim = c(23L, 1L), index = structure(c(1490990400,
1490994000, 1490997600, 1491001200, 1491004800, 1491008400, 1491012000,
1491026400, 1491033600, 1491037200, 1491040800, 1491058800, 1491062400,
1491066000, 1491069600, 1491073200, 1491076800, 1491109200, 1491112800,
1491120000, 1491123600, 1491156000, 1491159600), tzone = "US/Mountain", tclass = c("POSIXct",
"POSIXt")), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = "US/Mountain", tzone = "US/Mountain", .CLASS = "double", .Dimnames = list(
NULL, "count"))
I use
highchart(type = 'stock') %>%
hc_add_series(t) %>%
hc_xAxis(type = 'datetime')
To create
But if I follow this same recipe using
require("forecast")
t.arima <- auto.arima(t)
x <- forecast(t.arima, level = c(95, 80))
highchart(type = 'stock') %>%
hc_add_series(x) %>%
hc_xAxis(type = 'datetime')
I get this error:
Error in as.Date.ts(.) : unable to convert ts time to Date class
How can I show the forecast series along with the historical? I've seen this in the documentation, but don't understand why I'd be getting this error.
JS CONSOLE OUTPUT FOR JK: DF DATA AFTER RE-INDEXING:
dput(df)
structure(list(Index = structure(c(1490968800, 1490972400, 1490976000,
1490979600, 1490983200, 1490986800, 1490990400, 1491004800, 1491012000,
1491015600, 1491019200, 1491037200, 1491040800, 1491044400, 1491048000,
1491051600, 1491055200, 1491087600, 1491091200, 1491098400, 1491102000,
1491134400, 1491138000, 1491217200, 1491220800, 1491224400, 1491228000,
1491231600, 1491235200, 1491238800, 1491242400, 1491246000, 1491249600,
1491253200, 1491256800, 1491260400, 1491264000, 1491267600), class = c("POSIXct",
"POSIXt")), Data = c(2, 2, 259465771, 315866206, 64582553, 233440220,
91918347, 1, 126563786, 158555699, 32951026, 23, 108000151, 132505189,
29587564, 120381505, 25106680, 117506099, 22868767, 115898351,
22878163, 119285747, 22881061, 157925588, 32447780, 223096830,
281656273, 45406684, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA),
Fitted = c(102170573.857143, 102170573.857143, 102170573.857143,
102170573.857143, 102170573.857143, 102170573.857143, 102170573.857143,
102170573.857143, 102170573.857143, 102170573.857143, 102170573.857143,
102170573.857143, 102170573.857143, 102170573.857143, 102170573.857143,
102170573.857143, 102170573.857143, 102170573.857143, 102170573.857143,
102170573.857143, 102170573.857143, 102170573.857143, 102170573.857143,
102170573.857143, 102170573.857143, 102170573.857143, 102170573.857143,
102170573.857143, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA),
`Point Forecast` = c(NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA, NA, 102170573.857143, 102170573.857143, 102170573.857143,
102170573.857143, 102170573.857143, 102170573.857143, 102170573.857143,
102170573.857143, 102170573.857143, 102170573.857143), `Lo 80` = c(NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, -16003477.5789723,
-16003477.5789723, -16003477.5789723, -16003477.5789723,
-16003477.5789723, -16003477.5789723, -16003477.5789723,
-16003477.5789723, -16003477.5789723, -16003477.5789723),
`Hi 80` = c(NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, 220344625.293258, 220344625.293258, 220344625.293258,
220344625.293258, 220344625.293258, 220344625.293258, 220344625.293258,
220344625.293258, 220344625.293258, 220344625.293258), `Lo 95` = c(NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, -78561041.5917782,
-78561041.5917782, -78561041.5917782, -78561041.5917782,
-78561041.5917782, -78561041.5917782, -78561041.5917782,
-78561041.5917782, -78561041.5917782, -78561041.5917782),
`Hi 95` = c(NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, 282902189.306064, 282902189.306064, 282902189.306064,
282902189.306064, 282902189.306064, 282902189.306064, 282902189.306064,
282902189.306064, 282902189.306064, 282902189.306064)), .Names = c("Index",
"Data", "Fitted", "Point Forecast", "Lo 80", "Hi 80", "Lo 95",
"Hi 95"), row.names = c(NA, -38L), class = "data.frame")
回答1:
Not sure this is due to the irregular time series.
Anyway, ggfortify:::fortify.forecast is your friend. Why? Because fortify (try to) transform all the R object in data frames. So:
library(highcharter)
library(forecast)
t.arima <- auto.arima(t)
x <- forecast(t, level = c(95, 80))
library(highcharter)
library(ggplot2)
library(ggfortify)
#>
#> Attaching package: 'ggfortify'
#> The following object is masked from 'package:forecast':
#>
#> gglagplot
class(x)
#> [1] "forecast"
df <- fortify(x)
head(df)
#> Index Data Fitted Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
#> 1 1 2 140658844 NA NA NA NA NA
#> 2 3601 2 121734145 NA NA NA NA NA
#> 3 7201 267822980 105355638 NA NA NA NA NA
#> 4 10801 325286564 127214522 NA NA NA NA NA
#> 5 14401 66697091 153863779 NA NA NA NA NA
#> 6 18001 239352431 142136089 NA NA NA NA NA
Now you can:
highchart(type = "stock") %>%
hc_add_series(df, "line", hcaes(Index, Data), name = "Original") %>%
hc_add_series(df, "line", hcaes(Index, Fitted), name = "Fitted") %>%
hc_add_series(df, "line", hcaes(Index, `Point Forecast`), name = "Forecast") %>%
hc_add_series(df, "arearange", hcaes(Index, low = `Lo 80`, high = `Hi 80`), name = "Interval")
As you can see, fortify can't detect the real time too. So you need to transform the Index in the time what you want.
回答2:
The error
Error in as.Date.ts(.) : unable to convert ts time to Date class
is due to the fact that you have a ts object with a frequency that is not covered by the function as.Date.ts(.). When we see what this function does, this is what we get:
function (x, offset = 0, ...)
{
time.x <- unclass(time(x)) + offset
if (frequency(x) == 1)
as.Date(paste(time.x, 1, 1, sep = "-"))
else if (frequency(x) == 4)
as.Date(paste((time.x + 0.001)%/%1, 3 * (cycle(x) - 1) +
1, 1, sep = "-"))
else if (frequency(x) == 12)
as.Date(paste((time.x + 0.001)%/%1, cycle(x), 1, sep = "-"))
else stop("unable to convert ts time to Date class")
}
This function considers only 3 values for the frequency of a ts object: 1, 4, or 12. When we take a look at the frequency of your object x, we see that its frequency = 0.000277777777777778, so when highcharter calls the function using the ts objects in x it stops and gives you that error.
We have two options on how to "fix" it:
- Transform
tinto a ts object (instead of a xts object) withfrequency = 1before runningauto.arimaandforecast; - After running
auto.arimaandforecast, we can create an index for the future dates and transform the ts objects inxinto xts objects with the correct index.
I said "fix" because these solutions are not perfect, as we will see.
Option 1
t <- structure(
c(2, 2, 267822980, 325286564, 66697091, 239352431,
94380295, 1, 126621669, 158555699, 32951026, 23,
108000151, 132505189, 29587564, 120381505, 25106680,
117506099, 22868767, 115940080, 22878163, 119286731,
22881061),
.Dim = c(23L, 1L),
index = structure(c(1490990400, 1490994000, 1490997600,
1491001200, 1491004800, 1491008400,
1491012000, 1491026400, 1491033600,
1491037200, 1491040800, 1491058800,
1491062400, 1491066000, 1491069600,
1491073200, 1491076800, 1491109200,
1491112800, 1491120000, 1491123600,
1491156000, 1491159600),
tzone = "US/Mountain",
tclass = c("POSIXct","POSIXt")),
class = c("xts", "zoo"),
.indexCLASS = c("POSIXct","POSIXt"),
tclass = c("POSIXct", "POSIXt"),
.indexTZ = "US/Mountain",
tzone = "US/Mountain",
.CLASS = "double",
.Dimnames = list(NULL, "count"))
require("forecast")
library(highcharter)
# SOLUTION 1
t.tmp <- ts(t, start=1, end = length(t))
t.arima.1 <- auto.arima(t.tmp)
x.1 <- forecast(t.arima.1, level = c(95, 80))
highchart(type = 'stock') %>%
hc_add_series(x.1) %>%
hc_add_series(x.1$x, name = "Original") %>%
hc_add_series(x.1$fitted, name = "Fitted")
The problem with this approach is that we lose the dates (axis, tooltip, etc.).
Option 2, 1st try: Hourly Forecasts
I tried to create an hourly index for the future values, but for some reason Highcharter moves the intervals to the left (or there's some problem with the dates that I can't see/figure out).
Option 2, 2nd try: Daily Forecasts
When I changed it to a daily index for the future values it worked, but it's weird since we have hourly observations and the forecast part of our plot shows "daily forecasts".
Here is the full code:
t <- structure(
c(2, 2, 267822980, 325286564, 66697091, 239352431,
94380295, 1, 126621669, 158555699, 32951026, 23,
108000151, 132505189, 29587564, 120381505, 25106680,
117506099, 22868767, 115940080, 22878163, 119286731,
22881061),
.Dim = c(23L, 1L),
index = structure(c(1490990400, 1490994000, 1490997600,
1491001200, 1491004800, 1491008400,
1491012000, 1491026400, 1491033600,
1491037200, 1491040800, 1491058800,
1491062400, 1491066000, 1491069600,
1491073200, 1491076800, 1491109200,
1491112800, 1491120000, 1491123600,
1491156000, 1491159600),
tzone = "US/Mountain",
tclass = c("POSIXct","POSIXt")),
class = c("xts", "zoo"),
.indexCLASS = c("POSIXct","POSIXt"),
tclass = c("POSIXct", "POSIXt"),
.indexTZ = "US/Mountain",
tzone = "US/Mountain",
.CLASS = "double",
.Dimnames = list(NULL, "count"))
require("forecast")
library(highcharter)
library(xts)
t.arima <- auto.arima(t)
x <- forecast(t.arima, level = c(95, 80))
# Problem
## Time from 'forecast'
time.x <- time(x$mean) # ts variable
time.x # see that frequency = 0.000277777777777778
## Original time
time.t <- time(t) # POSIXct variable, use as.ts to see frequency
as.ts(time.t) # frequency = 1
## Try to transform back to formatted date
as.POSIXct(as.double(time.t), tz = "US/Mountain", origin = "1970-01-01")
as.POSIXct(as.double(time.x), tz = "US/Mountain", origin = "1970-01-01")
#--------------------------------------------------------#
# SOLUTION 1
t.tmp <- ts(t, start=1, end = length(t))
t.arima.1 <- auto.arima(t.tmp)
x.1 <- forecast(t.arima.1, level = c(95, 80))
highchart(type = 'stock') %>%
hc_add_series(x.1) %>%
hc_add_series(x.1$x, name = "Original") %>%
hc_add_series(x.1$fitted, name = "Fitted")
#------------------------------------------------------#
# SOLUTION 2 - With correct dates but wrong plot
## Create new forecast variable
x.2 <- forecast(t.arima.1, level = c(95, 80))
## Take forecast length
forecast.length <- length(time.x)
### Create New Forecast dates (HOUR)
### Since I don't know the exact forecast times, I'll add one HOUR
### for each obs starting from the last date in the original dataset
last.date <- time.t[length(time.t)]
new.forecast.time.hour <- as.POSIXct(last.date) + c((1:forecast.length)*3600)
## Insert date back
x.2$mean <- xts(x.1$mean, order.by = new.forecast.time.hour)
x.2$lower <- xts(x.1$lower, order.by = new.forecast.time.hour)
x.2$upper <- xts(x.1$upper, order.by = new.forecast.time.hour)
### Original Data
x.2$x <- xts(x.1$x, order.by = time.t)
### Fitted
x.2$fitted <- xts(x.1$fitted, order.by = time.t)
# Plot forecasts with correct date
highchart(type = 'stock') %>%
hc_add_series(x.2) %>%
hc_add_series(x.2$x, name = "Original") %>%
hc_add_series(x.2$fitted, name = "Fitted") %>%
hc_xAxis(type = 'datetime')
#------------------------------------------------------#
# SOLUTION 3 - Correct plot but only for daily forecasts
## Create new forecast variable
x.3 <- forecast(t.arima.1, level = c(95, 80))
## Take forecast length
forecast.length <- length(time.x)
### Create New Forecast dates (DAY)
### Since I don't know the exact forecast times, I'll add one DAY
### for each obs starting from the last date in the original dataset
last.date <- time.t[length(time.t)]
new.forecast.time.day <- as.POSIXct(last.date) + c((1:forecast.length)*3600*24)
## Add change from as.POSIXct to as.Date
new.forecast.time.day <- as.Date(new.forecast.time.day)
## Insert date back
x.3$mean <- xts(x.1$mean, order.by = new.forecast.time.day)
x.3$lower <- xts(x.1$lower, order.by = new.forecast.time.day)
x.3$upper <- xts(x.1$upper, order.by = new.forecast.time.day)
### Original Data
x.3$x <- xts(x.1$x, order.by = time.t)
### Fitted
x.3$fitted <- xts(x.1$fitted, order.by = time.t)
# Plot forecasts with correct date
highchart(type = 'stock') %>%
hc_add_series(x.3) %>%
hc_add_series(x.3$x, name = "Original") %>%
hc_add_series(x.3$fitted, name = "Fitted") %>%
hc_xAxis(type = 'datetime')
One other thing: the fitted values on my plots differ from the fitted values on jbkunst's plot because he used forecast directly on t, not on t.arima (just a typo, I believe). This way, my forecasts are based on an Arima model, while his are based on an ETS model.
来源：https://stackoverflow.com/questions/43188706/how-can-i-get-highcharter-to-represent-a-forecast-object