I'm trying to use prophet library to predict y using Group and Regressors. My code and the errors received are below.
- In Model1:
I've received this error: Error in setup_dataframe(object, df) :
Regressor "x1" missing from dataframe
- In Model2:
Model2 runs. But I'm unable to figure it out how to add regressors x1 and x2.
library(prophet) library(dplyr)
df <- data.frame(ds = rep(c("2020-01-01", "2020-01-02", "2020-01-03", "2020-01-04", "2020-01-05",
"2020-01-06", "2020-01-07", "2020-01-08", "2020-01-09", "2020-01-10", "2020-01-11", "2020-01-12",
"2020-01-13", "2020-01-14", "2020-01-15"), 2),
group = rep(c("A", "B"), each = 15),
y = c(8.15, 1.74, 2.97, 2.36, 0.94, 1.84, 3.17, 12.51, 0.63, 6.92, 5.51,
7.50, -2.47, 4.38, 6.28, 7.69, 2.89, 3.77, 7.27, -1.19, 4.64, 9.49, 5.43, 0.36, 14.12,
8.77, -3.05, -0.72, 10.99, 10.33),
x1 = c(3.11, 2.16, 0.91, 2.78, 0.06, 1.12, 1.73, 3.95, 1.43, 3.40, 2.37, 1.80, 0.95,
1.66, 3.06, -0.23, 3.11, 3.07, -0.39, 0.13, 4.38, 2.15, 1.61, 1.54, 5.50, 2.21,
0.89, 3.24, 4.27, 2.55),
x2 = c(2.52, -0.21, 1.03, -0.21, 0.44, 0.36 , 0.72, 4.28, -0.40, 1.76, 1.57,
2.85, -1.71, 1.36, 1.61, 3.96, -0.11 , 0.35, 3.83, -0.66, 0.13, 3.67, 1.91, -0.59, 4.31,
3.28, -1.97, -1.98, 3.36, 3.89))
df$ds <- as.Date(df$ds)
# Model 1
Model1 <- function(df) {
m <- prophet(seasonality.mode = 'multiplicative')
m <- add_regressor(m, 'x1')
m <- add_regressor(m, 'x2')
m <- fit.prophet(m, df)
future <- make_future_dataframe(m, periods = 5, freq = 'day')
mod1 <- predict(m, future)
return(mod1)
}
mod1 <-df %>%
group_by(group) %>%
do(Model1(.)) %>%
dplyr::select(ds, group, yhat)
# Model 2
library(prophet)
library(dplyr)
library(purrr)
library(tidyr)
Model2 <- df %>%
nest(-group) %>%
mutate(m = map(data, prophet)) %>%
mutate(future = map(m, make_future_dataframe, period = 5)) %>%
mutate(forecast = map2(m, future, predict))
