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如何在R中正确分解这些时间序列数据?_R_Time Series_Decomposition - Fatal编程技术网

如何在R中正确分解这些时间序列数据?

如何在R中正确分解这些时间序列数据?,r,time-series,decomposition,R,Time Series,Decomposition,我们正试图在R中分解一个时间序列,我们能够做到这一点,但结果看起来并不正确 以下是带有时间戳的数据: "_time","dummy_data" "2017-02-05T00:00:00.000-0500","205.472222" "2017-02-05T01:00:00.000-0500","169.443611" "2017-02-05T02:00:00.000-0500","156.011944" "2017-02-05T03:00:00.000-0500","177.169722" "2

我们正试图在R中分解一个时间序列,我们能够做到这一点,但结果看起来并不正确

以下是带有时间戳的数据:

"_time","dummy_data"
"2017-02-05T00:00:00.000-0500","205.472222"
"2017-02-05T01:00:00.000-0500","169.443611"
"2017-02-05T02:00:00.000-0500","156.011944"
"2017-02-05T03:00:00.000-0500","177.169722"
"2017-02-05T04:00:00.000-0500","219.049167"
"2017-02-05T05:00:00.000-0500","215.821667"
"2017-02-05T06:00:00.000-0500","214.983333"
"2017-02-05T07:00:00.000-0500","246.723889"
"2017-02-05T08:00:00.000-0500","343.308889"
"2017-02-05T09:00:00.000-0500","473.200278"
"2017-02-05T10:00:00.000-0500","390.223333"
"2017-02-05T11:00:00.000-0500","373.974444"
"2017-02-05T12:00:00.000-0500","639.402500"
"2017-02-05T13:00:00.000-0500","512.378611"
"2017-02-05T14:00:00.000-0500","428.824444"
"2017-02-05T15:00:00.000-0500","477.611944"
"2017-02-05T16:00:00.000-0500","534.378611"
"2017-02-05T17:00:00.000-0500","716.046944"
"2017-02-05T18:00:00.000-0500","470.218056"
"2017-02-05T19:00:00.000-0500","411.426389"
"2017-02-05T20:00:00.000-0500","393.147222"
"2017-02-05T21:00:00.000-0500","368.726389"
"2017-02-05T22:00:00.000-0500","357.958056"
"2017-02-05T23:00:00.000-0500","379.284722"
"2017-02-06T00:00:00.000-0500","273.403056"
"2017-02-06T01:00:00.000-0500","269.764167"
"2017-02-06T02:00:00.000-0500","233.650000"
"2017-02-06T03:00:00.000-0500","227.802222"
"2017-02-06T04:00:00.000-0500","313.731389"
"2017-02-06T05:00:00.000-0500","327.502778"
"2017-02-06T06:00:00.000-0500","333.327500"
"2017-02-06T07:00:00.000-0500","393.542778"
"2017-02-06T08:00:00.000-0500","659.569167"
"2017-02-06T09:00:00.000-0500","770.509444"
"2017-02-06T10:00:00.000-0500","1037.536667"
"2017-02-06T11:00:00.000-0500","935.926667"
"2017-02-06T12:00:00.000-0500","791.124722"
"2017-02-06T13:00:00.000-0500","903.093889"
"2017-02-06T14:00:00.000-0500","802.309167"
"2017-02-06T15:00:00.000-0500","792.085000"
"2017-02-06T16:00:00.000-0500","728.378056"
"2017-02-06T17:00:00.000-0500","740.647222"
"2017-02-06T18:00:00.000-0500","737.986111"
"2017-02-06T19:00:00.000-0500","502.763056"
"2017-02-06T20:00:00.000-0500","475.400556"
"2017-02-06T21:00:00.000-0500","522.482500"
"2017-02-06T22:00:00.000-0500","410.664722"
"2017-02-06T23:00:00.000-0500","370.423611"
"2017-02-07T00:00:00.000-0500","278.871667"
"2017-02-07T01:00:00.000-0500","290.182500"
"2017-02-07T02:00:00.000-0500","220.329167"
"2017-02-07T03:00:00.000-0500","252.641944"
"2017-02-07T04:00:00.000-0500","355.666667"
"2017-02-07T05:00:00.000-0500","273.100833"
"2017-02-07T06:00:00.000-0500","315.117778"
"2017-02-07T07:00:00.000-0500","359.764167"
"2017-02-07T08:00:00.000-0500","691.946944"
"2017-02-07T09:00:00.000-0500","941.796667"
"2017-02-07T10:00:00.000-0500","859.472222"
"2017-02-07T11:00:00.000-0500","949.285278"
"2017-02-07T12:00:00.000-0500","790.790833"
"2017-02-07T13:00:00.000-0500","952.915000"
"2017-02-07T14:00:00.000-0500","1136.490278"
"2017-02-07T15:00:00.000-0500","1175.359444"
"2017-02-07T16:00:00.000-0500","859.848889"
"2017-02-07T17:00:00.000-0500","718.357778"
"2017-02-07T18:00:00.000-0500","698.445278"
"2017-02-07T19:00:00.000-0500","630.867778"
"2017-02-07T20:00:00.000-0500","485.426389"
"2017-02-07T21:00:00.000-0500","571.723056"
"2017-02-07T22:00:00.000-0500","458.161944"
"2017-02-07T23:00:00.000-0500","336.733333"
"2017-02-08T00:00:00.000-0500","344.001111"
"2017-02-08T01:00:00.000-0500","315.671111"
"2017-02-08T02:00:00.000-0500","285.107778"
"2017-02-08T03:00:00.000-0500","281.013611"
"2017-02-08T04:00:00.000-0500","260.244722"
"2017-02-08T05:00:00.000-0500","233.998056"
"2017-02-08T06:00:00.000-0500","260.235833"
"2017-02-08T07:00:00.000-0500","362.811944"
"2017-02-08T08:00:00.000-0500","633.142500"
"2017-02-08T09:00:00.000-0500","872.285278"
"2017-02-08T10:00:00.000-0500","938.051389"
"2017-02-08T11:00:00.000-0500","951.735278"
"2017-02-08T12:00:00.000-0500","967.694444"
"2017-02-08T13:00:00.000-0500","960.494167"
"2017-02-08T14:00:00.000-0500","1039.334444"
"2017-02-08T15:00:00.000-0500","808.363889"
"2017-02-08T16:00:00.000-0500","661.919722"
"2017-02-08T17:00:00.000-0500","604.166944"
"2017-02-08T18:00:00.000-0500","464.267500"
"2017-02-08T19:00:00.000-0500","425.867500"
"2017-02-08T20:00:00.000-0500","537.951111"
"2017-02-08T21:00:00.000-0500","528.523611"
"2017-02-08T22:00:00.000-0500","401.029444"
"2017-02-08T23:00:00.000-0500","396.677778"
"2017-02-09T00:00:00.000-0500","263.640833"
"2017-02-09T01:00:00.000-0500","233.905278"
"2017-02-09T02:00:00.000-0500","202.222778"
"2017-02-09T03:00:00.000-0500","194.326944"
"2017-02-09T04:00:00.000-0500","208.162222"
"2017-02-09T05:00:00.000-0500","257.111667"
"2017-02-09T06:00:00.000-0500","277.464444"
"2017-02-09T07:00:00.000-0500","403.655000"
"2017-02-09T08:00:00.000-0500","700.535278"
"2017-02-09T09:00:00.000-0500","888.195278"
"2017-02-09T10:00:00.000-0500","690.172778"
"2017-02-09T11:00:00.000-0500","822.210556"
"2017-02-09T12:00:00.000-0500","801.144167"
"2017-02-09T13:00:00.000-0500","983.958056"
"2017-02-09T14:00:00.000-0500","1003.791111"
"2017-02-09T15:00:00.000-0500","1085.289722"
"2017-02-09T16:00:00.000-0500","740.004167"
"2017-02-09T17:00:00.000-0500","616.664444"
"2017-02-09T18:00:00.000-0500","473.841389"
"2017-02-09T19:00:00.000-0500","570.906944"
"2017-02-09T20:00:00.000-0500","568.685000"
"2017-02-09T21:00:00.000-0500","547.024722"
"2017-02-09T22:00:00.000-0500","369.073889"
"2017-02-09T23:00:00.000-0500","431.275833"
"2017-02-10T00:00:00.000-0500","211.516667"
"2017-02-10T01:00:00.000-0500","169.348611"
"2017-02-10T02:00:00.000-0500","185.133611"
"2017-02-10T03:00:00.000-0500","173.875278"
"2017-02-10T04:00:00.000-0500","250.226667"
"2017-02-10T05:00:00.000-0500","237.783056"
"2017-02-10T06:00:00.000-0500","247.450000"
"2017-02-10T07:00:00.000-0500","375.930278"
"2017-02-10T08:00:00.000-0500","605.365000"
"2017-02-10T09:00:00.000-0500","647.407500"
"2017-02-10T10:00:00.000-0500","714.873889"
"2017-02-10T11:00:00.000-0500","767.262778"
"2017-02-10T12:00:00.000-0500","643.721389"
"2017-02-10T13:00:00.000-0500","653.969722"
"2017-02-10T14:00:00.000-0500","656.156111"
"2017-02-10T15:00:00.000-0500","763.260833"
"2017-02-10T16:00:00.000-0500","579.947778"
"2017-02-10T17:00:00.000-0500","734.142500"
"2017-02-10T18:00:00.000-0500","636.389722"
"2017-02-10T19:00:00.000-0500","360.105833"
"2017-02-10T20:00:00.000-0500","438.675278"
"2017-02-10T21:00:00.000-0500","420.990833"
"2017-02-10T22:00:00.000-0500","343.326111"
"2017-02-10T23:00:00.000-0500","293.787778"
"2017-02-11T00:00:00.000-0500","282.809444"
"2017-02-11T01:00:00.000-0500","249.653889"
"2017-02-11T02:00:00.000-0500","163.781111"
"2017-02-11T03:00:00.000-0500","245.236111"
"2017-02-11T04:00:00.000-0500","284.649444"
"2017-02-11T05:00:00.000-0500","337.534167"
"2017-02-11T06:00:00.000-0500","258.772222"
"2017-02-11T07:00:00.000-0500","322.805833"
"2017-02-11T08:00:00.000-0500","380.436667"
"2017-02-11T09:00:00.000-0500","523.488056"
"2017-02-11T10:00:00.000-0500","478.361111"
"2017-02-11T11:00:00.000-0500","422.119722"
"2017-02-11T12:00:00.000-0500","425.315000"
"2017-02-11T13:00:00.000-0500","465.892222"
"2017-02-11T14:00:00.000-0500","412.729167"
"2017-02-11T15:00:00.000-0500","493.920000"
"2017-02-11T16:00:00.000-0500","381.506667"
"2017-02-11T17:00:00.000-0500","458.291667"
"2017-02-11T18:00:00.000-0500","433.393611"
"2017-02-11T19:00:00.000-0500","415.926389"
"2017-02-11T20:00:00.000-0500","349.008056"
"2017-02-11T21:00:00.000-0500","353.280000"
"2017-02-11T22:00:00.000-0500","399.022778"
"2017-02-11T23:00:00.000-0500","316.480556"
"2017-02-12T00:00:00.000-0500","252.727222"
"2017-02-12T01:00:00.000-0500","274.278333"
"2017-02-12T02:00:00.000-0500","269.609444"
"2017-02-12T03:00:00.000-0500","221.645278"
"2017-02-12T04:00:00.000-0500","294.641389"
"2017-02-12T05:00:00.000-0500","347.502222"
"2017-02-12T06:00:00.000-0500","313.468333"
"2017-02-12T07:00:00.000-0500","330.429722"
"2017-02-12T08:00:00.000-0500","369.703333"
"2017-02-12T09:00:00.000-0500","518.679167"
"2017-02-12T10:00:00.000-0500","542.199167"
"2017-02-12T11:00:00.000-0500","475.780833"
"2017-02-12T12:00:00.000-0500","419.468056"
"2017-02-12T13:00:00.000-0500","447.899444"
"2017-02-12T14:00:00.000-0500","526.429722"
"2017-02-12T15:00:00.000-0500","517.046111"
"2017-02-12T16:00:00.000-0500","515.500833"
"2017-02-12T17:00:00.000-0500","631.053056"
"2017-02-12T18:00:00.000-0500","708.575000"
"2017-02-12T19:00:00.000-0500","453.120000"
"2017-02-12T20:00:00.000-0500","554.589444"
"2017-02-12T21:00:00.000-0500","453.551389"
"2017-02-12T22:00:00.000-0500","419.450556"
"2017-02-12T23:00:00.000-0500","328.177778"
"2017-02-13T00:00:00.000-0500","293.752500"
"2017-02-13T01:00:00.000-0500","246.943889"
"2017-02-13T02:00:00.000-0500","213.986944"
"2017-02-13T03:00:00.000-0500","219.086111"
"2017-02-13T04:00:00.000-0500","303.708611"
"2017-02-13T05:00:00.000-0500","353.969167"
"2017-02-13T06:00:00.000-0500","346.050833"
"2017-02-13T07:00:00.000-0500","470.292222"
"2017-02-13T08:00:00.000-0500","844.538056"
"2017-02-13T09:00:00.000-0500","1100.996667"
"2017-02-13T10:00:00.000-0500","1271.799167"
"2017-02-13T11:00:00.000-0500","1447.440000"
"2017-02-13T12:00:00.000-0500","1034.428611"
"2017-02-13T13:00:00.000-0500","1076.172222"
"2017-02-13T14:00:00.000-0500","1087.887222"
"2017-02-13T15:00:00.000-0500","1259.043333"
"2017-02-13T16:00:00.000-0500","1140.602778"
"2017-02-13T17:00:00.000-0500","1148.073889"
"2017-02-13T18:00:00.000-0500","761.544722"
"2017-02-13T19:00:00.000-0500","568.453056"
"2017-02-13T20:00:00.000-0500","574.121667"
"2017-02-13T21:00:00.000-0500","458.542500"
"2017-02-13T22:00:00.000-0500","495.431389"
"2017-02-13T23:00:00.000-0500","404.716111"
"2017-02-14T00:00:00.000-0500","412.116667"
"2017-02-14T01:00:00.000-0500","310.014444"
"2017-02-14T02:00:00.000-0500","236.658333"
"2017-02-14T03:00:00.000-0500","222.509167"
"2017-02-14T04:00:00.000-0500","315.510556"
"2017-02-14T05:00:00.000-0500","369.872778"
"2017-02-14T06:00:00.000-0500","334.670000"
"2017-02-14T07:00:00.000-0500","461.795000"
"2017-02-14T08:00:00.000-0500","753.752222"
"2017-02-14T09:00:00.000-0500","923.558333"
"2017-02-14T10:00:00.000-0500","1107.344722"
"2017-02-14T11:00:00.000-0500","1194.949722"
"2017-02-14T12:00:00.000-0500","937.735833"
"2017-02-14T13:00:00.000-0500","1068.374722"
"2017-02-14T14:00:00.000-0500","1145.634167"
"2017-02-14T15:00:00.000-0500","988.993889"
"2017-02-14T16:00:00.000-0500","1067.995278"
"2017-02-14T17:00:00.000-0500","927.699722"
"2017-02-14T18:00:00.000-0500","739.886389"
"2017-02-14T19:00:00.000-0500","667.679722"
"2017-02-14T20:00:00.000-0500","604.938333"
"2017-02-14T21:00:00.000-0500","543.166667"
"2017-02-14T22:00:00.000-0500","442.916944"
"2017-02-14T23:00:00.000-0500","373.767778"
"2017-02-15T00:00:00.000-0500","337.545833"
"2017-02-15T01:00:00.000-0500","259.629167"
"2017-02-15T02:00:00.000-0500","186.775556"
"2017-02-15T03:00:00.000-0500","212.818611"
"2017-02-15T04:00:00.000-0500","274.319722"
"2017-02-15T05:00:00.000-0500","308.578056"
"2017-02-15T06:00:00.000-0500","316.756389"
"2017-02-15T07:00:00.000-0500","417.723611"
"2017-02-15T08:00:00.000-0500","841.546944"
"2017-02-15T09:00:00.000-0500","1067.051111"
"2017-02-15T10:00:00.000-0500","1109.526389"
"2017-02-15T11:00:00.000-0500","1087.352222"
"2017-02-15T12:00:00.000-0500","1045.260000"
"2017-02-15T13:00:00.000-0500","1285.351389"
"2017-02-15T14:00:00.000-0500","1064.570833"
"2017-02-15T15:00:00.000-0500","1067.725556"
"2017-02-15T16:00:00.000-0500","1055.146111"
"2017-02-15T17:00:00.000-0500","1014.010833"
"2017-02-15T18:00:00.000-0500","720.152500"
"2017-02-15T19:00:00.000-0500","732.987778"
"2017-02-15T20:00:00.000-0500","758.056111"
"2017-02-15T21:00:00.000-0500","799.688611"
"2017-02-15T22:00:00.000-0500","766.204722"
"2017-02-15T23:00:00.000-0500","722.300000"
"2017-02-16T00:00:00.000-0500","507.248333"
"2017-02-16T01:00:00.000-0500","424.247778"
"2017-02-16T02:00:00.000-0500","390.718056"
"2017-02-16T03:00:00.000-0500","364.996944"
"2017-02-16T04:00:00.000-0500","383.408889"
"2017-02-16T05:00:00.000-0500","414.637778"
"2017-02-16T06:00:00.000-0500","349.056667"
"2017-02-16T07:00:00.000-0500","542.903889"
"2017-02-16T08:00:00.000-0500","878.198056"
"2017-02-16T09:00:00.000-0500","1137.686389"
"2017-02-16T10:00:00.000-0500","1277.625278"
"2017-02-16T11:00:00.000-0500","1184.350278"
"2017-02-16T12:00:00.000-0500","923.879444"
"2017-02-16T13:00:00.000-0500","1066.437500"
"2017-02-16T14:00:00.000-0500","1290.296667"
"2017-02-16T15:00:00.000-0500","1026.999722"
"2017-02-16T16:00:00.000-0500","949.582500"
"2017-02-16T17:00:00.000-0500","857.506111"
"2017-02-16T18:00:00.000-0500","831.030278"
"2017-02-16T19:00:00.000-0500","720.440556"
"2017-02-16T20:00:00.000-0500","492.239167"
"2017-02-16T21:00:00.000-0500","508.844722"
"2017-02-16T22:00:00.000-0500","559.846667"
"2017-02-16T23:00:00.000-0500","332.631389"
"2017-02-17T00:00:00.000-0500","349.220833"
"2017-02-17T01:00:00.000-0500","237.833333"
"2017-02-17T02:00:00.000-0500","202.662778"
"2017-02-17T03:00:00.000-0500","232.843889"
"2017-02-17T04:00:00.000-0500","316.059167"
"2017-02-17T05:00:00.000-0500","338.066667"
"2017-02-17T06:00:00.000-0500","363.631389"
"2017-02-17T07:00:00.000-0500","460.921944"
"2017-02-17T08:00:00.000-0500","764.931111"
"2017-02-17T09:00:00.000-0500","931.416944"
"2017-02-17T10:00:00.000-0500","1032.328611"
"2017-02-17T11:00:00.000-0500","1247.801111"
"2017-02-17T12:00:00.000-0500","1159.197500"
"2017-02-17T13:00:00.000-0500","1282.267222"
"2017-02-17T14:00:00.000-0500","1183.746667"
"2017-02-17T15:00:00.000-0500","992.880278"
"2017-02-17T16:00:00.000-0500","791.148611"
"2017-02-17T17:00:00.000-0500","599.060278"
"2017-02-17T18:00:00.000-0500","487.915556"
"2017-02-17T19:00:00.000-0500","492.801111"
"2017-02-17T20:00:00.000-0500","413.024167"
"2017-02-17T21:00:00.000-0500","632.193056"
"2017-02-17T22:00:00.000-0500","493.108611"
"2017-02-17T23:00:00.000-0500","424.018889"
"2017-02-18T00:00:00.000-0500","384.328056"
"2017-02-18T01:00:00.000-0500","310.441944"
"2017-02-18T02:00:00.000-0500","205.145556"
"2017-02-18T03:00:00.000-0500","205.454167"
"2017-02-18T04:00:00.000-0500","253.227500"
"2017-02-18T05:00:00.000-0500","312.188889"
"2017-02-18T06:00:00.000-0500","321.928889"
"2017-02-18T07:00:00.000-0500","406.977778"
"2017-02-18T08:00:00.000-0500","452.448889"
"2017-02-18T09:00:00.000-0500","502.578333"
"2017-02-18T10:00:00.000-0500","489.765278"
"2017-02-18T11:00:00.000-0500","540.568333"
"2017-02-18T12:00:00.000-0500","510.270000"
"2017-02-18T13:00:00.000-0500","456.691944"
"2017-02-18T14:00:00.000-0500","494.579722"
"2017-02-18T15:00:00.000-0500","502.795556"
"2017-02-18T16:00:00.000-0500","429.950556"
"2017-02-18T17:00:00.000-0500","428.196667"
"2017-02-18T18:00:00.000-0500","478.975833"
"2017-02-18T19:00:00.000-0500","362.479167"
"2017-02-18T20:00:00.000-0500","366.515000"
"2017-02-18T21:00:00.000-0500","400.625833"
"2017-02-18T22:00:00.000-0500","374.313056"
"2017-02-18T23:00:00.000-0500","310.666667"
我们使用以下代码加载和分解此时间序列:

library("forecast")
data <- read.csv("data.csv")
x <- msts(data, seasonal.periods=c(24,168))
decom <- decompose(x[,2], "multiplicative")
plot(decom)
库(“预测”)

数据它们看起来是相同的,因为随机水平是平坦的。由于y轴的比例,趋势看起来很明显。事实上,它并没有那么大。有没有办法调整Y轴上的比例,使趋势看起来不那么急剧上升,并给出一个更真实的画面?看看这篇文章: