Dear friends,
Hope you are all doing great. If I am not mistaken, cross validation is
about splitting the data into two parts: the training dataset and the test
dataset.
I have a dataset having the number of vehicles sold, from january 2008 up
to june 2019.
I decided to go for an 80-20 scheme (where I would use 80% of the data for
training, and the remaining 20% of the data for testing).
# I am currently using R version 3.6.1 / 64-bit
# I am using packages forecast and MLmetrics
So I did the following:
library(MLmetrics)
library(forecast)
#my data consists of 138 rows in total
TotalRows <- nrow(dataset)
TestRowStart <- floor(0.20*nrow(mydataframe)) + 1
mydataframe <- data.frame(dataset)
trainingrows <- nrow(mydataframe) - floor(0.20*nrow(mydataframe)) # this
obviously gives me a tiny little bit more than the 80% roughly 80.4%
mytrainingdata <- [1:trainingrows,] # took data from january 2008 to
february 2017
tsmytrainingdata <- ts(mytrainingdata$vehicles, start=c(2008,1),
end=c(2017,2), frequency=12)
myarimamodel <- auto.arima(tsmytrainingdata, lambda=0, biasadj=TRUE)
myarimaforec <- forecast(myarimamodel, h=36)
myarimaforecframe <- data.frame(myarimaforec$mean)
TestData <- mydataframe[TestRowStart:TotalRows,]
myarimamodelMAPE <- MAPE(myarimaforecframe[1:(TotalRows - TrainRowStart),],
TestData)
can this be considered cross validation?
here is the dput() if my dataset, in the case of the code I put above,
mydataframe = datframe (which shows in the dput)
structure(list(DATE = structure(c(47L, 35L, 82L, 1L, 94L, 70L,
59L, 13L, 128L, 117L, 106L, 24L, 48L, 36L, 83L, 2L, 95L, 71L,
60L, 14L, 129L, 118L, 107L, 25L, 49L, 37L, 84L, 3L, 96L, 72L,
61L, 15L, 130L, 119L, 108L, 26L, 50L, 38L, 85L, 4L, 97L, 73L,
62L, 16L, 131L, 120L, 109L, 27L, 51L, 39L, 86L, 5L, 98L, 74L,
63L, 17L, 132L, 121L, 110L, 28L, 52L, 40L, 87L, 6L, 99L, 75L,
64L, 18L, 133L, 122L, 111L, 29L, 53L, 41L, 88L, 7L, 100L, 76L,
65L, 19L, 134L, 123L, 112L, 30L, 54L, 42L, 89L, 8L, 101L, 77L,
66L, 20L, 135L, 124L, 113L, 31L, 55L, 43L, 90L, 9L, 102L, 78L,
67L, 21L, 136L, 125L, 114L, 32L, 56L, 44L, 91L, 10L, 103L, 79L,
68L, 22L, 137L, 126L, 115L, 33L, 57L, 45L, 92L, 11L, 104L, 80L,
69L, 23L, 138L, 127L, 116L, 34L, 58L, 46L, 93L, 12L, 105L, 81L
), .Label = c("Apr-08", "Apr-09", "Apr-10", "Apr-11", "Apr-12",
"Apr-13", "Apr-14", "Apr-15", "Apr-16", "Apr-17", "Apr-18", "Apr-19",
"Aug-08", "Aug-09", "Aug-10", "Aug-11", "Aug-12", "Aug-13", "Aug-14",
"Aug-15", "Aug-16", "Aug-17", "Aug-18", "Dec-08", "Dec-09", "Dec-10",
"Dec-11", "Dec-12", "Dec-13", "Dec-14", "Dec-15", "Dec-16", "Dec-17",
"Dec-18", "Feb-08", "Feb-09", "Feb-10", "Feb-11", "Feb-12", "Feb-13",
"Feb-14", "Feb-15", "Feb-16", "Feb-17", "Feb-18", "Feb-19", "Jan-08",
"Jan-09", "Jan-10", "Jan-11", "Jan-12", "Jan-13", "Jan-14", "Jan-15",
"Jan-16", "Jan-17", "Jan-18", "Jan-19", "Jul-08", "Jul-09", "Jul-10",
"Jul-11", "Jul-12", "Jul-13", "Jul-14", "Jul-15", "Jul-16", "Jul-17",
"Jul-18", "Jun-08", "Jun-09", "Jun-10", "Jun-11", "Jun-12", "Jun-13",
"Jun-14", "Jun-15", "Jun-16", "Jun-17", "Jun-18", "Jun-19", "Mar-08",
"Mar-09", "Mar-10", "Mar-11", "Mar-12", "Mar-13", "Mar-14", "Mar-15",
"Mar-16", "Mar-17", "Mar-18", "Mar-19", "May-08", "May-09", "May-10",
"May-11", "May-12", "May-13", "May-14", "May-15", "May-16", "May-17",
"May-18", "May-19", "Nov-08", "Nov-09", "Nov-10", "Nov-11", "Nov-12",
"Nov-13", "Nov-14", "Nov-15", "Nov-16", "Nov-17", "Nov-18", "Oct-08",
"Oct-09", "Oct-10", "Oct-11", "Oct-12", "Oct-13", "Oct-14", "Oct-15",
"Oct-16", "Oct-17", "Oct-18", "Sep-08", "Sep-09", "Sep-10", "Sep-11",
"Sep-12", "Sep-13", "Sep-14", "Sep-15", "Sep-16", "Sep-17", "Sep-18"
), class = "factor"), totalmov = c(18368L, 14629L, 19310L, 20273L,
16097L, 16003L, 16146L, 14312L, 15319L, 19480L, 14267L, 18309L,
12533L, 7262L, 4914L, 5854L, 7626L, 5708L, 7678L, 6927L, 5923L,
9020L, 8975L, 11214L, 8461L, 9512L, 13410L, 12526L, 11374L, 17829L,
13174L, 22175L, 14551L, 17311L, 16491L, 11970L, 14527L, 16905L,
16488L, 14356L, 13855L, 11468L, 16514L, 13025L, 14153L, 19022L,
18262L, 9609L, 18603L, 9389L, 15899L, 13395L, 10689L, 11137L,
13818L, 12983L, 10083L, 14301L, 11912L, 12106L, 12686L, 7947L,
11442L, 13656L, 12093L, 11433L, 14732L, 11175L, 10449L, 14286L,
10935L, 10627L, 12076L, 10170L, 9264L, 13859L, 9821L, 10384L,
12372L, 14902L, 11804L, 9911L, 11841L, 10127L, 12615L, 6851L,
9181L, 13667L, 12759L, 9531L, 12636L, 14683L, 10383L, 16141L,
12132L, 8123L, 12858L, 7811L, 10865L, 11931L, 10397L, 6020L,
9384L, 13473L, 12702L, 14671L, 12485L, 16787L, 11698L, 12988L,
13120L, 11411L, 12317L, 9905L, 13387L, 10928L, 10697L, 16790L,
10381L, 10121L, 11728L, 9625L, 9345L, 18263L, 17753L, 12488L,
14469L, 13134L, 17799L, 14770L, 17104L, 11912L, 16229L, 14273L,
13223L, 15277L, 15185L, 15568L)), class = "data.frame", row.names = c(NA,
-138L))
Best regards,
Paul
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