need help with data management
On Dec 25, 2010, at 10:45 AM, analyst41 at hotmail.com wrote:
On Dec 25, 10:17 am, David Winsemius <dwinsem... at comcast.net> wrote:
On Dec 25, 2010, at 8:08 AM, analys... at hotmail.com wrote:
I have a data frame that reads
client ID date transcations
323232 11/1/2010 22 323232 11/2/2010 0 323232 11/3/2010 missing 121212 11/10/2010 32 121212 11/11/2010 15 .................................
I want to order the rows by client ID and date and using a black-box forecasting method create the data fcst(client,date of forecast, date for which forecast applies).
Assume that I have a function that given a time series x(1),x(2),....x(k) will generate f(i,j) where f(i,j) = forecast j days ahead, given data till date i.
How can the forecast data be best stored and how would I go about the taks of processing all the clients and dates?
http://lmgtfy.com/?q=forecast+r-project -- David Winsemius, MD West Hartford, CT
Thanks. I am planning to write my own univariate forecasting routine. My question is mostly concerned with separting out the time series by client,
See the various manipulation functions: split, aggregate, tapply, and the plyr package. Specifics will depend on the data structures that constitute input.
generating the forecasts
Well, there is the forecast package ... but you said you had methods in mind, so you can offer code.
and then putting everything back
Will depend on the choices made in the first step.
together into something like ClientID | forecast date| date forecast is for |forecast| actual
The answer is going to depend on the data structures used. Show us some data _and_ your code.
David Winsemius, MD West Hartford, CT