Prophet forecasting multiple time-series with add_regressor
I recently started using the R package Prophet for forecasting. I would like to make forecasts for multiple time series at once. Based on prior questions about this on stack overflow by other users I found out that this can be done (see R code below). What I would like to add is an additional regressor. According to the documentation this can be done:
m <- prophet()
m <- add_regressor(m, 'regressor')
m <- fit.prophet(m, df)
What I would like to know is how I can add the 'add_regressor' in the following example. The extra regressor is called 'regressor'.
# Example dataset
set.seed(123)
tb1 <- tibble(
ds = seq(as.Date("2018-01-01"), as.Date("2018-12-31"), by = "day"),
car = sample(365),
bus = sample(365),
regressor = sample(365)
)
head(tb1)
# Create a dataframe for each time series in a list
ts <- tb1 %>%
gather("type", "y", -ds, -regressor) %>%
split(.$type)
# Forecasting with prophet
library(prophet)
m <- map(ts, prophet)
future <- map(m, make_future_dataframe, periods = 50)
forecast <- map2(m, future, predict)
r time-series forecasting prophet
asked Nov 22 at 22:31
Michiel
13
add a comment |
I recently started using the R package Prophet for forecasting. I would like to make forecasts for multiple time series at once. Based on prior questions about this on stack overflow by other users I found out that this can be done (see R code below). What I would like to add is an additional regressor. According to the documentation this can be done:
m <- prophet()
m <- add_regressor(m, 'regressor')
m <- fit.prophet(m, df)
What I would like to know is how I can add the 'add_regressor' in the following example. The extra regressor is called 'regressor'.
# Example dataset
set.seed(123)
tb1 <- tibble(
ds = seq(as.Date("2018-01-01"), as.Date("2018-12-31"), by = "day"),
car = sample(365),
bus = sample(365),
regressor = sample(365)
)
head(tb1)
# Create a dataframe for each time series in a list
ts <- tb1 %>%
gather("type", "y", -ds, -regressor) %>%
split(.$type)
# Forecasting with prophet
library(prophet)
m <- map(ts, prophet)
future <- map(m, make_future_dataframe, periods = 50)
forecast <- map2(m, future, predict)
r time-series forecasting prophet
asked Nov 22 at 22:31
Michiel
13
add a comment |
I recently started using the R package Prophet for forecasting. I would like to make forecasts for multiple time series at once. Based on prior questions about this on stack overflow by other users I found out that this can be done (see R code below). What I would like to add is an additional regressor. According to the documentation this can be done:
m <- prophet()
m <- add_regressor(m, 'regressor')
m <- fit.prophet(m, df)
What I would like to know is how I can add the 'add_regressor' in the following example. The extra regressor is called 'regressor'.
# Example dataset
set.seed(123)
tb1 <- tibble(
ds = seq(as.Date("2018-01-01"), as.Date("2018-12-31"), by = "day"),
car = sample(365),
bus = sample(365),
regressor = sample(365)
)
head(tb1)
# Create a dataframe for each time series in a list
ts <- tb1 %>%
gather("type", "y", -ds, -regressor) %>%
split(.$type)
# Forecasting with prophet
library(prophet)
m <- map(ts, prophet)
future <- map(m, make_future_dataframe, periods = 50)
forecast <- map2(m, future, predict)
r time-series forecasting prophet
asked Nov 22 at 22:31
Michiel
13
I recently started using the R package Prophet for forecasting. I would like to make forecasts for multiple time series at once. Based on prior questions about this on stack overflow by other users I found out that this can be done (see R code below). What I would like to add is an additional regressor. According to the documentation this can be done:
m <- prophet()
m <- add_regressor(m, 'regressor')
m <- fit.prophet(m, df)
What I would like to know is how I can add the 'add_regressor' in the following example. The extra regressor is called 'regressor'.
# Example dataset
set.seed(123)
tb1 <- tibble(
ds = seq(as.Date("2018-01-01"), as.Date("2018-12-31"), by = "day"),
car = sample(365),
bus = sample(365),
regressor = sample(365)
)
head(tb1)
# Create a dataframe for each time series in a list
ts <- tb1 %>%
gather("type", "y", -ds, -regressor) %>%
split(.$type)
# Forecasting with prophet
library(prophet)
m <- map(ts, prophet)
future <- map(m, make_future_dataframe, periods = 50)
forecast <- map2(m, future, predict)
r time-series forecasting prophet
r time-series forecasting prophet
asked Nov 22 at 22:31
Michiel
13
asked Nov 22 at 22:31
Michiel
13
asked Nov 22 at 22:31
Michiel
13
asked Nov 22 at 22:31
Michiel
13
asked Nov 22 at 22:31
Michiel
13
13
add a comment |
add a comment |
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