[R] need help with data management

[David Winsemius]

On Dec 25, 2010, at 10:45 AM, analyst41 at hotmail.com wrote:

>
>
> On Dec 25, 10:17 am, David Winsemius <dwinsem... at comcast.net> wrote:
>> On Dec 25, 2010, at 8:08 AM, analys... at hotmail.com wrote:
>>
>>
>>
>>
>>
>>> I have a data frame that reads
>>
>>> client ID date transcations
>>
>>> 323232   11/1/2010 22
>>> 323232   11/2/2010 0
>>> 323232   11/3/2010 missing
>>> 121212   11/10/2010 32
>>> 121212    11/11/2010 15
>>> .................................
>>
>>> I want to order the rows by client ID and date and using a black-box
>>> forecasting method create the data fcst(client,date of forecast,  
>>> date
>>> for which forecast applies).
>>
>>> Assume that I have a function that given a time series
>>> x(1),x(2),....x(k) will generate f(i,j) where f(i,j) = forecast j  
>>> days
>>> ahead, given data till date i.
>>
>>> How can the forecast data be best stored and how would I go about  
>>> the
>>> taks of processing all the clients and dates?
>>
>> http://lmgtfy.com/?q=forecast+r-project
>>
>> --
>>
>> David Winsemius, MD
>> West Hartford, CT
>>
>
> Thanks.  I am planning to write my own univariate forecasting routine.
>
> My question is mostly concerned with separting out the time series by
> client,

See the various manipulation functions: split, aggregate, tapply, and  
the plyr package. Specifics will depend on the data structures that  
constitute input.

> generating the forecasts

Well, there is the forecast package ...  but you said you had methods  
in mind, so you can offer code.


> and then putting everything back

Will depend on the choices made in the first step.

> together into something like
>
> ClientID | forecast date| date forecast is for |forecast| actual

The answer is going to depend on the data structures used. Show us  
some data _and_ your code.

-- 

David Winsemius, MD
West Hartford, CT