I am using the fpp
package to forecast multiple time series of different customers at the same time. I am already able to extract the point forecasts of different easy forecast methods (snaive
, meanf
, etc.) into a csv document. However, I am still trying to figure out how to extract the measures of the accuracy()
command of every time series into a csv file at the same time.
I constructed an example:
# loading of the "fpp"-package into R
install.packages("fpp")
require("fpp")
# Example customers
customer1 <- c(0,3,1,3,0,5,1,4,8,9,1,0,1,2,6,0)
customer2 <- c(1,3,0,1,7,8,2,0,1,3,6,8,2,5,0,0)
customer3 <- c(1,6,9,9,3,1,5,0,5,2,0,3,2,6,4,2)
customer4 <- c(1,4,8,0,3,5,2,3,0,0,0,0,3,2,4,5)
customer5 <- c(0,0,0,0,4,9,0,1,3,0,0,2,0,0,1,3)
#constructing the timeseries
all <- ts(data.frame(customer1,customer2,customer3,customer4,customer5),
f=12, start=2015)
train <- window(all, start=2015, end=2016-0.01)
test <- window(all, start=2016)
CustomerQuantity <- ncol(train)
# Example of extracting easy forecast method into csv-document
horizon <- 4
fc_snaive <- matrix(NA, nrow=horizon, ncol=CustomerQuantity)
for(i in 1:CustomerQuantity){
fc_snaive [,i] <- snaive (train[,i], h=horizon)$mean
}
write.csv2(fc_snaive, file ="fc_snaive.csv")
The following part is exactly the part, where I would needed some help - I would like to extract the accuracy-measures into a csv file all at the same time. In my real dataset, I have 4000 customers, and not only 5! I tried to use loops and lapply()
, but unfortunately my code didn't work.
accuracy(fc_snaive[,1], test[,1])
accuracy(fc_snaive[,2], test[,2])
accuracy(fc_snaive[,3], test[,3])
accuracy(fc_snaive[,4], test[,4])
accuracy(fc_snaive[,5], test[,5])