Martin, Nick
2013-Nov-18 14:29 UTC
[R] Holt Winters for multiple customers and output with R
So I've been working through the HW work here http://a-little-book-of-r-for-time-series.readthedocs.org/en/latest/src/timeseries.html and have started testing with some "live" customer data. I have a dataset that looks like: CustomerID | Sales 123456 $5,000 123456 $3,455 123456 $7,540 123456 $2,300 987654 $5,600 987654 $6,700 987654 $1,300 987654 $690 Where I have "Sales" values by customer for the previous 60 months. There are ~200 customers for which I'm looking to generate a forecast. I'm able to generate a forecast for a single customer at a time but am having trouble finding guidance on how to run the forecast for the whole group of customers and output the results. Ideally, the output would be the regular forecast output but with Customer ID included, like so: CustomerID | Month | Point.Forecast | Lo.80 |Hi.80 | Lo.95 | Hi.95 Thanks in advance for the help and please let me know if there's any other info I can include to help. [[alternative HTML version deleted]]