[R] need help with data management
dwinsemius at comcast.net
Sat Dec 25 19:15:46 CET 2010
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,
>>> 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
>>> ahead, given data till date i.
>>> How can the forecast data be best stored and how would I go about
>>> taks of processing all the clients and dates?
>> 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
See the various manipulation functions: split, aggregate, tapply, and
the plyr package. Specifics will depend on the data structures that
> 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
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