Batch forecasting in R. 00000
Batch forecasting in R [link]Paper  abstract   bibtex   
I sometimes get asked about forecasting many time series automatically. Here is a recent email, for example: I have looked but cannot find any info on generating forecasts on multiple data sets in sequence. I have been using analysis services for sql server to generate fitted time series but it is too much of a black box (or I don’t know enough to tweak/manage the inputs). In short, what package should I research that will allow me to load data, generate a forecast (presumably best fit), export the forecast then repeat for a few thousand items. I have read that R does not like ‘loops’ but not sure if the current cpu power offsets that or not. Any guidance would be greatly appreciated. Thank you!! My response Loops are fine in R. The are frowned upon because people use them inappropriately when there are often much more efficient vectorized versions available. But for this task, a loop is the only approach. Reading data and exporting forecasts is standard R and does not require any additional packages to load. To generate the forecasts, use the forecast package. Either the ets() function or the auto.arima() function depending on what type of data (More)…
@misc{_batch_????,
	title = {Batch forecasting in {R}},
	url = {http://www.r-bloggers.com/batch-forecasting-in-r/},
	abstract = {I sometimes get asked about forecasting many time series automatically. Here is a recent email, for example: I have looked but cannot find any info on generating forecasts on multiple data sets in sequence. I have been using analysis services for sql server to generate fitted time series but it is too much of a black box (or I don’t know enough to tweak/manage the inputs). In short, what package should I research that will allow me to load data, generate a forecast (presumably best fit), export the forecast then repeat for a few thousand items. I have read that R does not like ‘loops’ but not sure if the current cpu power offsets that or not. Any guidance would be greatly appreciated. Thank you!! My response Loops are fine in R. The are frowned upon because people use them inappropriately when there are often much more efficient vectorized versions available. But for this task, a loop is the only approach. Reading data and exporting forecasts is standard R and does not require any additional packages to load. To generate the forecasts, use the forecast package. Either the ets() function or the auto.arima() function depending on what type of data  (More)…},
	urldate = {2013-11-02TZ},
	journal = {R-bloggers},
	note = {00000}
}

Downloads: 0