代码如下(数据附在文末):
library
(readxl
)
library
(TTR
)
library
(forecast
)
library
(ggplot2
)
dat
<- read_excel
("rawdatacompet.xlsx",sheet
=1,na
="NA")
series1
<- dat
[,1]
series1
<- series1
[1:60,]
series1
<- ts
(series1
)
series1
<- as.double
(series1
)
series
<- SMA
(series1
,n
=5)
series
<- series
[5:60]
seriesforecasts
<- HoltWinters
(series
, gamma
=FALSE)
plot
(seriesforecasts
)
seriesforecasts2
<- forecast
(seriesforecasts
, h
=5)
autoplot
(seriesforecasts2
)
图一: 可以看出,虽然有些延迟,二者的相似度还是比较高的 图二 预测数据之后的情况
所用数据如下(此处只取第一列,蓝色部分为待预测值): 本文系编程小白所写,如有错漏,敬请指正。