DZone
Thanks for visiting DZone today,
Edit Profile
  • Manage Email Subscriptions
  • How to Post to DZone
  • Article Submission Guidelines
Sign Out View Profile
  • Post an Article
  • Manage My Drafts
Over 2 million developers have joined DZone.
Log In / Join
Please enter at least three characters to search
Refcards Trend Reports
Events Video Library
Refcards
Trend Reports

Events

View Events Video Library

Zones

Culture and Methodologies Agile Career Development Methodologies Team Management
Data Engineering AI/ML Big Data Data Databases IoT
Software Design and Architecture Cloud Architecture Containers Integration Microservices Performance Security
Coding Frameworks Java JavaScript Languages Tools
Testing, Deployment, and Maintenance Deployment DevOps and CI/CD Maintenance Monitoring and Observability Testing, Tools, and Frameworks
Culture and Methodologies
Agile Career Development Methodologies Team Management
Data Engineering
AI/ML Big Data Data Databases IoT
Software Design and Architecture
Cloud Architecture Containers Integration Microservices Performance Security
Coding
Frameworks Java JavaScript Languages Tools
Testing, Deployment, and Maintenance
Deployment DevOps and CI/CD Maintenance Monitoring and Observability Testing, Tools, and Frameworks

Modernize your data layer. Learn how to design cloud-native database architectures to meet the evolving demands of AI and GenAI workkloads.

Secure your stack and shape the future! Help dev teams across the globe navigate their software supply chain security challenges.

Releasing software shouldn't be stressful or risky. Learn how to leverage progressive delivery techniques to ensure safer deployments.

Avoid machine learning mistakes and boost model performance! Discover key ML patterns, anti-patterns, data strategies, and more.

Related

  • The LLM Advantage: Smarter Time Series Predictions With Less Effort
  • Optimizing Prometheus Queries With PromQL
  • Utilizing AI and Database Technologies to Stimulate Innovation
  • How to Enable Azure Databricks Lakehouse Monitoring Through Scripts

Trending

  • Streamlining Event Data in Event-Driven Ansible
  • Is the Model Context Protocol a Replacement for HTTP?
  • Key Considerations in Cross-Model Migration
  • Hybrid Cloud vs Multi-Cloud: Choosing the Right Strategy for AI Scalability and Security
  1. DZone
  2. Data Engineering
  3. Databases
  4. How to "Backcast" a Time Series in R

How to "Backcast" a Time Series in R

By 
Rob J Hyndman user avatar
Rob J Hyndman
·
Feb. 28, 14 · Interview
Likes (0)
Comment
Save
Tweet
Share
5.5K Views

Join the DZone community and get the full member experience.

Join For Free

Some­times it is use­ful to “back­cast” a time series — that is, fore­cast in reverse time. Although there are no in-​​built R func­tions to do this, it is very easy to imple­ment. Sup­pose x is our time series and we want to back­cast for h peri­ods. Here is some code that should work for most uni­vari­ate time series. The exam­ple is non-​​seasonal, but the code will also work with sea­sonal data.

library(forecast)
x <- WWWusage
h <- 20
f <- frequency(x)
# Reverse time
revx <- ts(rev(x), frequency=f)
# Forecast
fc <- forecast(auto.arima(revx), h)
plot(fc)
# Reverse time again
fc$mean <- ts(rev(fc$mean),end=tsp(x)[1] - 1/f, frequency=f)
fc$upper <- fc$upper[h:1,]
fc$lower <- fc$lower[h:1,]
fc$x <- x
# Plot result
plot(fc, xlim=c(tsp(x)[1]-h/f, tsp(x)[2]))

R (programming language) Time series

Published at DZone with permission of Rob J Hyndman, DZone MVB. See the original article here.

Opinions expressed by DZone contributors are their own.

Related

  • The LLM Advantage: Smarter Time Series Predictions With Less Effort
  • Optimizing Prometheus Queries With PromQL
  • Utilizing AI and Database Technologies to Stimulate Innovation
  • How to Enable Azure Databricks Lakehouse Monitoring Through Scripts

Partner Resources

×

Comments
Oops! Something Went Wrong

The likes didn't load as expected. Please refresh the page and try again.

ABOUT US

  • About DZone
  • Support and feedback
  • Community research
  • Sitemap

ADVERTISE

  • Advertise with DZone

CONTRIBUTE ON DZONE

  • Article Submission Guidelines
  • Become a Contributor
  • Core Program
  • Visit the Writers' Zone

LEGAL

  • Terms of Service
  • Privacy Policy

CONTACT US

  • 3343 Perimeter Hill Drive
  • Suite 100
  • Nashville, TN 37211
  • support@dzone.com

Let's be friends:

Likes
There are no likes...yet! 👀
Be the first to like this post!
It looks like you're not logged in.
Sign in to see who liked this post!