首页 > 解决方案 > 使用 map 和 dplyr 分解时间序列

问题描述

我正在尝试分解一些时间序列,但遇到了这个错误:

分解错误(值,类型 =“乘法”):找不到对象“值”

不过我ts$data有对象value

> ts$data
[[1]]
# A tibble: 260 x 4
   class variable      value date      
   <dbl> <fct>         <dbl> <date>    
 1     0 2009-01-05 -0.0259  2009-01-05
 2     0 2009-01-06  0.0372  2009-01-06
 3     0 2009-01-07  0.00883 2009-01-07
 4     0 2009-01-08  0.0279  2009-01-08
 5     0 2009-01-09 -0.00721 2009-01-09
 6     0 2009-01-12  0.0207  2009-01-12
 7     0 2009-01-13 -0.0106  2009-01-13
 8     0 2009-01-14  0.0152  2009-01-14
 9     0 2009-01-15 -0.00157 2009-01-15
10     0 2009-01-16  0       2009-01-16
# ... with 250 more rows

当我尝试使用时decomp = map(ts, ~ decompose(.x$value, type = "multiplicative"))),出现此错误:

.x$value 中的错误:$ 运算符对原子向量无效

代码:

ts %>%
  mutate(ts = map(data, ~ ts(.x, frequency = 1)),
         decomp = map(ts, ~ decompose(.x$value, type = "multiplicative")))

我哪里错了?

数据:

ts <- structure(list(row_id = 2761L, data = list(structure(list(class = c(0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0, 0, 0, 0, 0), variable = structure(1:260, .Label = c("2009-01-05", 
"2009-01-06", "2009-01-07", "2009-01-08", "2009-01-09", "2009-01-12", 
"2009-01-13", "2009-01-14", "2009-01-15", "2009-01-16", "2009-01-19", 
"2009-01-20", "2009-01-21", "2009-01-22", "2009-01-23", "2009-01-26", 
"2009-01-27", "2009-01-28", "2009-01-29", "2009-01-30", "2009-02-02", 
"2009-02-03", "2009-02-04", "2009-02-05", "2009-02-06", "2009-02-09", 
"2009-02-10", "2009-02-11", "2009-02-12", "2009-02-13", "2009-02-16", 
"2009-02-17", "2009-02-18", "2009-02-19", "2009-02-20", "2009-02-23", 
"2009-02-24", "2009-02-25", "2009-02-26", "2009-02-27", "2009-03-02", 
"2009-03-03", "2009-03-04", "2009-03-05", "2009-03-06", "2009-03-09", 
"2009-03-10", "2009-03-11", "2009-03-12", "2009-03-13", "2009-03-16", 
"2009-03-17", "2009-03-18", "2009-03-19", "2009-03-20", "2009-03-23", 
"2009-03-24", "2009-03-25", "2009-03-26", "2009-03-27", "2009-03-30", 
"2009-03-31", "2009-04-01", "2009-04-02", "2009-04-03", "2009-04-06", 
"2009-04-07", "2009-04-08", "2009-04-09", "2009-04-10", "2009-04-13", 
"2009-04-14", "2009-04-15", "2009-04-16", "2009-04-17", "2009-04-20", 
"2009-04-21", "2009-04-22", "2009-04-23", "2009-04-24", "2009-04-27", 
"2009-04-28", "2009-04-29", "2009-04-30", "2009-05-01", "2009-05-04", 
"2009-05-05", "2009-05-06", "2009-05-07", "2009-05-08", "2009-05-11", 
"2009-05-12", "2009-05-13", "2009-05-14", "2009-05-15", "2009-05-18", 
"2009-05-19", "2009-05-20", "2009-05-21", "2009-05-22", "2009-05-25", 
"2009-05-26", "2009-05-27", "2009-05-28", "2009-05-29", "2009-06-01", 
"2009-06-02", "2009-06-03", "2009-06-04", "2009-06-05", "2009-06-08", 
"2009-06-09", "2009-06-10", "2009-06-11", "2009-06-12", "2009-06-15", 
"2009-06-16", "2009-06-17", "2009-06-18", "2009-06-19", "2009-06-22", 
"2009-06-23", "2009-06-24", "2009-06-25", "2009-06-26", "2009-06-29", 
"2009-06-30", "2009-07-01", "2009-07-02", "2009-07-03", "2009-07-06", 
"2009-07-07", "2009-07-08", "2009-07-09", "2009-07-10", "2009-07-13", 
"2009-07-14", "2009-07-15", "2009-07-16", "2009-07-17", "2009-07-20", 
"2009-07-21", "2009-07-22", "2009-07-23", "2009-07-24", "2009-07-27", 
"2009-07-28", "2009-07-29", "2009-07-30", "2009-07-31", "2009-08-03", 
"2009-08-04", "2009-08-05", "2009-08-06", "2009-08-07", "2009-08-10", 
"2009-08-11", "2009-08-12", "2009-08-13", "2009-08-14", "2009-08-17", 
"2009-08-18", "2009-08-19", "2009-08-20", "2009-08-21", "2009-08-24", 
"2009-08-25", "2009-08-26", "2009-08-27", "2009-08-28", "2009-08-31", 
"2009-09-01", "2009-09-02", "2009-09-03", "2009-09-04", "2009-09-07", 
"2009-09-08", "2009-09-09", "2009-09-10", "2009-09-11", "2009-09-14", 
"2009-09-15", "2009-09-16", "2009-09-17", "2009-09-18", "2009-09-21", 
"2009-09-22", "2009-09-23", "2009-09-24", "2009-09-25", "2009-09-28", 
"2009-09-29", "2009-09-30", "2009-10-01", "2009-10-02", "2009-10-05", 
"2009-10-06", "2009-10-07", "2009-10-08", "2009-10-09", "2009-10-12", 
"2009-10-13", "2009-10-14", "2009-10-15", "2009-10-16", "2009-10-19", 
"2009-10-20", "2009-10-21", "2009-10-22", "2009-10-23", "2009-10-26", 
"2009-10-27", "2009-10-28", "2009-10-29", "2009-10-30", "2009-11-02", 
"2009-11-03", "2009-11-04", "2009-11-05", "2009-11-06", "2009-11-09", 
"2009-11-10", "2009-11-11", "2009-11-12", "2009-11-13", "2009-11-16", 
"2009-11-17", "2009-11-18", "2009-11-19", "2009-11-20", "2009-11-23", 
"2009-11-24", "2009-11-25", "2009-11-26", "2009-11-27", "2009-11-30", 
"2009-12-01", "2009-12-02", "2009-12-03", "2009-12-04", "2009-12-07", 
"2009-12-08", "2009-12-09", "2009-12-10", "2009-12-11", "2009-12-14", 
"2009-12-15", "2009-12-16", "2009-12-17", "2009-12-18", "2009-12-21", 
"2009-12-22", "2009-12-23", "2009-12-24", "2009-12-25", "2009-12-28", 
"2009-12-29", "2009-12-30", "2009-12-31", "2010-01-01"), class = "factor"), 
    value = c(-0.0259156817543864, 0.0372088080631205, 0.00882961334909109, 
    0.0279306207672313, -0.00721326003290317, 0.0207407585835125, 
    -0.0105992965839259, 0.0151958918067972, -0.00156842431750212, 
    0, 0, 0, 0.0121790911639697, 0.00996346601277844, 0.000555675971907141, 
    0.00353766185899269, -0.0160935734438041, -0.0129137411829343, 
    0.000349115390931321, -0.00398258959838561, -0.0023339470263235, 
    0.024334439661547, 0, -0.0320576326198397, -0.0219263067240872, 
    -0.0326217436553288, 0.0149709791218162, 0.0111176631954744, 
    -0.00341360379716962, 0.039934211167459, 0, 0.0180535794582001, 
    -0.0376512870069452, 0.00781785351150773, 0.00117822015185872, 
    0.0272226359047245, 0.0109058459684161, 0.00746115573606492, 
    0.0208183340897916, 0.00903971095559505, 0.002958233996151, 
    0.0102080248938288, -0.0193550122332968, 0.0214357736344909, 
    -0.000400627431931259, -0.002048577426037, -0.00844924668687904, 
    -0.0383073195202158, -0.00952850408065053, 0.0116599036847237, 
    0.0119230062114654, -0.00353856107923194, -0.0092789994354776, 
    -0.0290979524288852, 0.0132900685949656, -0.0198104574551453, 
    -0.00455261310082668, -0.000308636157633951, -0.0134026012498223, 
    -0.0328694822343327, -0.00429981158510417, 0.00755866804512771, 
    0.0118933602939778, -0.0038658197686136, 0.00496098356659432, 
    -0.0140316964405457, -0.034784811861931, 0.0131923084625149, 
    -0.00356182760407679, -0.00192031233369969, 0.0128231849299835, 
    -0.0126126845700787, 0.0235801545313326, 0, 0.0208555212502392, 
    0.0188222365245248, 0.00270086068603078, 0.0289196781660375, 
    0.000493513970591797, 0.00731549642407944, 0.00308030260072731, 
    0.00122396639832153, 0.0102950441734585, -0.00704225687639129, 
    0.0057856910386296, 0.0207905825054347, -0.0251318685078369, 
    -0.000619401784306527, -0.0183741783035102, -0.0105279648772319, 
    0.00492797172679397, 0.00737758739190399, -0.00503446549995364, 
    -0.0012439245753387, 0.00719708421852052, 0.00702954094325152, 
    0.0163140107225822, -0.0042090429135057, 0.0270838051918293, 
    0, -0.0185412772966422, 0.0013882768247915, 0.0239084223405182, 
    0.0118632330009828, -0.0116815532383297, 0.000577048906414543, 
    -0.0112123990901471, 0.0342154948467351, 0.0150279639664379, 
    -0.0133251084846798, -0.000970526726897243, 0.00076011146292333, 
    -0.00544034593158075, 0.0211841060181264, 0.0204459386597866, 
    0.0113797646699168, -0.0214043188786298, -0.0229542196942135, 
    -0.00902406698029678, 0.025824393252385, 0.00172827146792464, 
    -0.00768516602349519, 0.00432397999327847, 0.0169575176946626, 
    0.0246663387788981, 0, -0.0142581210883389, -0.014178293219964, 
    0, 0.0234696203432801, 0.00830593319294089, -0.0155120926111263, 
    0.00427212321479081, 0.0275884026746233, 0, -0.00850145214896964, 
    0.00126303099555098, 0.0139786807929491, 0.00371587355305152, 
    0.00738346291128671, 0.0043991760734249, 0.0193109367559835, 
    -0.00241547487999764, -0.00650036462181453, 0.00515645329931671, 
    0, 0.0204021724202933, 0.00825791988195982, 0.00559041696663415, 
    -0.00984688281625679, -0.0246571397390756, 0.0271929441736689, 
    0.00731807856964524, 0, 0.0118701867972903, 0.0207967314374556, 
    0.0229285975005592, -0.00806781562541815, -0.00259242454916178, 
    0.0165836117843637, 0.0018146723748345, -0.00243864274792178, 
    0.00396559485907489, 0.00297425539590491, 0, 0.0252734114862138, 
    -0.0011931190289998, -0.020409441484519, 0, 0.0127441752209269, 
    -0.0217230824930487, -0.0133324729735122, 0.00421106998823836, 
    -0.00285612765252431, -0.00745265240311633, 0.0124836784716841, 
    0.0207359604195819, -0.0114031357227983, -0.0159250939592042, 
    0.0226827598411752, 0.0070259392562792, -0.0102782934114125, 
    -0.00640644886964512, -0.00190200183136403, 0.0162552350935802, 
    0.00836273199166044, 0.0147921982617783, -0.034096345899536, 
    -0.00844527514682435, -0.00916275619710341, 0.0245339352466071, 
    0.0159768895309779, -0.00607843509122076, 0.0124152612187185, 
    0.00532792121618958, 0.000577805672156496, 0.00559467335743633, 
    0.00565028179503381, -0.01714176265311, 0.0188710360687368, 
    0.00527129510046793, 0.0111440152071899, -0.000549119536720178, 
    0.0016734851541688, 0.0339216813447109, 0.0207184556259993, 
    -0.00642324893864342, 0.00199929873225048, 0.0232793166169931, 
    -0.0308993396309051, -0.00386545796340425, -0.00805973994512346, 
    -0.0214865344445007, 0.0112473705252239, 0.0191397881679136, 
    0.0123826128643522, -0.015789935445379, 0.00435499351923939, 
    0.0142660656874211, -0.0169103344132921, 0.000339907773725974, 
    0.0199153427903569, 0.00505443164663812, 0.00153727051911147, 
    0.0265831877757311, -0.00302991878230032, 0.00859284289489726, 
    0.00224570528868586, -0.0103522923853546, -0.0119685580424691, 
    -0.0208581414160277, -0.0249428443203462, 0.00299660834909288, 
    0.00360631748794629, -0.00318297233311177, 0.0111755079487793, 
    -0.00067334400955516, 0.018384717966133, -0.00729152982213776, 
    0.00362327657462574, 0.0000617849990903582, 0.0276074100371811, 
    -0.000744396824415315, 0.0179243261462516, 0.0129352403711243, 
    0.00947809094499175, -0.010428450761477, -0.00135873345637705, 
    -0.00287838481056241, 0.0185797509600247, 0.00492136522334301, 
    0.00894138741350395, 0.0124693536495522, 0.00161234978267534, 
    0.0167975347114542, 0.0156342596251286, 0, -0.000758680732449047, 
    -0.0141460459645254, 0.0201004127374044), date = structure(c(14249, 
    14250, 14251, 14252, 14253, 14256, 14257, 14258, 14259, 14260, 
    14263, 14264, 14265, 14266, 14267, 14270, 14271, 14272, 14273, 
    14274, 14277, 14278, 14279, 14280, 14281, 14284, 14285, 14286, 
    14287, 14288, 14291, 14292, 14293, 14294, 14295, 14298, 14299, 
    14300, 14301, 14302, 14305, 14306, 14307, 14308, 14309, 14312, 
    14313, 14314, 14315, 14316, 14319, 14320, 14321, 14322, 14323, 
    14326, 14327, 14328, 14329, 14330, 14333, 14334, 14335, 14336, 
    14337, 14340, 14341, 14342, 14343, 14344, 14347, 14348, 14349, 
    14350, 14351, 14354, 14355, 14356, 14357, 14358, 14361, 14362, 
    14363, 14364, 14365, 14368, 14369, 14370, 14371, 14372, 14375, 
    14376, 14377, 14378, 14379, 14382, 14383, 14384, 14385, 14386, 
    14389, 14390, 14391, 14392, 14393, 14396, 14397, 14398, 14399, 
    14400, 14403, 14404, 14405, 14406, 14407, 14410, 14411, 14412, 
    14413, 14414, 14417, 14418, 14419, 14420, 14421, 14424, 14425, 
    14426, 14427, 14428, 14431, 14432, 14433, 14434, 14435, 14438, 
    14439, 14440, 14441, 14442, 14445, 14446, 14447, 14448, 14449, 
    14452, 14453, 14454, 14455, 14456, 14459, 14460, 14461, 14462, 
    14463, 14466, 14467, 14468, 14469, 14470, 14473, 14474, 14475, 
    14476, 14477, 14480, 14481, 14482, 14483, 14484, 14487, 14488, 
    14489, 14490, 14491, 14494, 14495, 14496, 14497, 14498, 14501, 
    14502, 14503, 14504, 14505, 14508, 14509, 14510, 14511, 14512, 
    14515, 14516, 14517, 14518, 14519, 14522, 14523, 14524, 14525, 
    14526, 14529, 14530, 14531, 14532, 14533, 14536, 14537, 14538, 
    14539, 14540, 14543, 14544, 14545, 14546, 14547, 14550, 14551, 
    14552, 14553, 14554, 14557, 14558, 14559, 14560, 14561, 14564, 
    14565, 14566, 14567, 14568, 14571, 14572, 14573, 14574, 14575, 
    14578, 14579, 14580, 14581, 14582, 14585, 14586, 14587, 14588, 
    14589, 14592, 14593, 14594, 14595, 14596, 14599, 14600, 14601, 
    14602, 14603, 14606, 14607, 14608, 14609, 14610), class = "Date")), class = c("tbl_df", 
"tbl", "data.frame"), row.names = c(NA, -260L)))), row.names = c(NA, 
-1L), class = c("tbl_df", "tbl", "data.frame"))

标签: r

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