PUB_2

1. Load example data from url:

# Load time series and forecast data from url
data_ts <- read.csv("https://raw.githubusercontent.com/forvis/forvision_data/master/M3_yearly_TSTS.csv")
data_fs <- read.csv("https://raw.githubusercontent.com/forvis/forvision_data/master/M3_yearly_FTS.csv")
head(data_ts)

##   series_id category   value timestamp
## 1        Y1    MICRO  940.66      1975
## 2        Y1    MICRO 1084.86      1976
## 3        Y1    MICRO 1244.98      1977
## 4        Y1    MICRO 1445.02      1978
## 5        Y1    MICRO 1683.17      1979
## 6        Y1    MICRO 2038.15      1980

head(data_fs)

##   series_id method forecast horizon timestamp origin_timestamp
## 1        Y1 NAIVE2  4936.99       1      1989             1988
## 2        Y1 NAIVE2  4936.99       2      1990             1988
## 3        Y1 NAIVE2  4936.99       3      1991             1988
## 4        Y1 NAIVE2  4936.99       4      1992             1988
## 5        Y1 NAIVE2  4936.99       5      1993             1988
## 6        Y1 NAIVE2  4936.99       6      1994             1988

# create AFTS shema
library(forvision)
af <- createAFTS(ts = data_ts, fs = data_fs, na = FALSE)

2. Вывести все строки переменной afts, для которых forecast>100000

af2 <- subset(af, forecast > 100000)
dim(af2)

## [1] 12  8

af2

##       series_id category    value timestamp   method forecast horizon
## 14862      Y113    MICRO  7475.00      1992   ARARMA 144595.0       4
## 14884      Y113    MICRO 11160.00      1993   ARARMA 224119.6       5
## 14906      Y113    MICRO 12505.00      1994   ARARMA 347381.2       6
## 43810      Y332  FINANCE 26099.16      1993 AutoBox1 112117.0       6
## 43814      Y332  FINANCE 26099.16      1993   ARARMA 102439.7       6
## 44030      Y334  FINANCE 30636.26      1991 AutoBox1 107644.4       4
## 44034      Y334  FINANCE 30636.26      1991   ARARMA 111450.1       4
## 44052      Y334  FINANCE 35104.84      1992 AutoBox1 140253.9       5
## 44056      Y334  FINANCE 35104.84      1992   ARARMA 144957.9       5
## 44073      Y334  FINANCE 45525.66      1993 B-J auto 103875.3       6
## 44074      Y334  FINANCE 45525.66      1993 AutoBox1 182804.6       6
## 44078      Y334  FINANCE 45525.66      1993   ARARMA 188824.7       6
##       origin_timestamp
## 14862             1988
## 14884             1988
## 14906             1988
## 43810             1987
## 43814             1987
## 44030             1987
## 44034             1987
## 44052             1987
## 44056             1987
## 44073             1987
## 44074             1987
## 44078             1987

3. Для тех series_id и методов, которые появятся в результате, вывести график plotFixedOrigin, показать этот график

library(zoo)
data_ts$timestamp_dbo <- as.yearmon(data_ts$timestamp, format = '%Y')
data_fs$timestamp_dbo <- as.yearmon(data_fs$timestamp, format = '%Y')
head(data_ts)

##   series_id category   value timestamp timestamp_dbo
## 1        Y1    MICRO  940.66      1975      Jan 1975
## 2        Y1    MICRO 1084.86      1976      Jan 1976
## 3        Y1    MICRO 1244.98      1977      Jan 1977
## 4        Y1    MICRO 1445.02      1978      Jan 1978
## 5        Y1    MICRO 1683.17      1979      Jan 1979
## 6        Y1    MICRO 2038.15      1980      Jan 1980

head(data_fs)

##   series_id method forecast horizon timestamp origin_timestamp
## 1        Y1 NAIVE2  4936.99       1      1989             1988
## 2        Y1 NAIVE2  4936.99       2      1990             1988
## 3        Y1 NAIVE2  4936.99       3      1991             1988
## 4        Y1 NAIVE2  4936.99       4      1992             1988
## 5        Y1 NAIVE2  4936.99       5      1993             1988
## 6        Y1 NAIVE2  4936.99       6      1994             1988
##   timestamp_dbo
## 1      Jan 1989
## 2      Jan 1990
## 3      Jan 1991
## 4      Jan 1992
## 5      Jan 1993
## 6      Jan 1994

library(forvision)
plotFixedOrigin(ts = data_ts, fs = data_fs, id = "Y113",  origin = 1988, m = "ARARMA")

plotFixedOrigin(ts = data_ts, fs = data_fs, id = "Y332",  origin = 1987, m = "AutoBox1")

plotFixedOrigin(ts = data_ts, fs = data_fs, id = "Y332",  origin = 1987, m = "ARARMA")

plotFixedOrigin(ts = data_ts, fs = data_fs, id = "Y334",  origin = 1987, m = "AutoBox1")

plotFixedOrigin(ts = data_ts, fs = data_fs, id = "Y334",  origin = 1987, m = "ARARMA")

plotFixedOrigin(ts = data_ts, fs = data_fs, id = "Y334",  origin = 1987, m = "B-J auto")