From: On multivariate imputation and forecasting of decadal wind speed missing data
Code line | R code for imputation and time series prediction of wind speed data |
---|---|
Code line 1 | # required R library functions |
Code line 2 | library(VIM) |
Code line 3 | library(mice) |
Code line 4 | library(lattice) |
Code line 5 | library(“TTR”) |
Code line 6 | library(“forecast”) |
Code line 7 | # Inspection of the missing data |
Code line 8 | p <− md.pairs(wind) |
Code line 9 | marginplot() |
Code line 10 | # MICE uses predictive mean matching, pmm |
Code line 11 | imp <− mice(wind) |
Code line 12 | # Further diagnostic checking |
Code line 13 | imp$imp$values |
Code line 14 | c1 <− complete(imp) |
Code line 15 | # Inspection of the distributions of original and the imputed data |
Code line 16 | com <− complete(imp, “long”, inc=T) |
Code line 17 | # Perform time series prediction modelling |
Code line 18 | windts<− ts(c1$values,start=c(1995,1),frequency=36) |
Code line 19 | # Decompose seasonal data |
Code line 20 | windtscmpnts <− decompose(windts) |
Code line 21 | plot(windtscmpnts) |
Code line 22 | # Seasonally Adjusting |
Code line 23 | windtssadjusted <− windts - windtscmpnts$seasonal |
Code line 24 | windforecasts <− HoltWinters(windts, beta=FALSE, gamma=FALSE) |
Code line 25 | windforecasts$fitted |
Code line 26 | plot(windforecasts) |
Code line 27 | windforecasts$SSE |
Code line 28 | # Forecast and forecast errors |
Code line 29 | windforecasts1 <− forecast.HoltWinters(windforecasts, h=360) |