error on stl.Forecast

[karlarao]

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I was following the code posted on http://stats.stackexchange.com/questions/140163/timeseries-analysis-procedure-and-methods-using-r and I'm getting the following error

models$stl = cv.ts(x, stl.Forecast, tsControl=ctrl,s.window=12, ic='aicc', robust=TRUE, method='ets') Error in { : task 1 failed - "non-numeric argument to binary operator" In addition: There were 23 warnings (use warnings() to see them)

[zachmayer]

Please post a reproducible example here.

Sent from my iPhone

On Aug 7, 2016, at 7:35 AM, Karl Arao [email protected] wrote:

I was following the code posted on http://stats.stackexchange.com/questions/140163/timeseries-analysis-procedure-and-methods-using-r and I'm getting the following error

models$stl = cv.ts(

x, stl.Forecast, tsControl=ctrl, s.window=12, ic='aicc', robust=TRUE, method='ets') Error in { : task 1 failed - "non-numeric argument to binary operator" In addition: There were 23 warnings (use warnings() to see them) — You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub, or mute the thread.

[karlarao]

See below, the stl.Forecast errors with "non-numeric argument to binary operator"

library(cv.ts)

Year  <- c(2008, 2008, 2008, 2008, 2008, 2008, 2008, 2008, 2008, 2009, 2009, 
           2009, 2009, 2009, 2009, 2009, 2009, 2009, 2009, 2009, 2009, 2010, 
           2010, 2010, 2010, 2010, 2010, 2010, 2010, 2010, 2010, 2010, 2010, 
           2011, 2011, 2011, 2011, 2011, 2011, 2011, 2011, 2011, 2011, 2011, 
           2011, 2012, 2012, 2012, 2012, 2012, 2012, 2012, 2012, 2012, 2012, 
           2012, 2012, 2013, 2013)
Month <- c(4, 5, 6, 7, 8, 9, 10, 11, 12, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 
           12, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 1, 2, 3, 4, 5, 6, 7, 
           8, 9, 10, 11, 12, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 1, 2) 
Coil  <- c(44000, 44500, 42000, 45000, 42500, 41000, 39000, 35000, 34000, 
           29700, 29700, 29000, 30000, 30000, 31000, 31000, 33500, 33500, 
           33000, 31500, 34000, 35000, 35000, 36000, 38500, 38500, 35500, 
           33500, 34500, 36000, 35500, 34500, 35500, 38500, 44500, 40700, 
           40500, 39100, 39100, 39100, 38600, 39500, 39500, 38500, 39500, 
           40000, 40000, 40500, 41000, 41000, 41000, 40500, 40000, 39300, 
           39300, 39300, 39300, 39300, 39800)
coil <- data.frame(Year = Year, Month = Month, Coil = Coil)
dat <- coil

x <- ts(dat$Coil, start=c(dat$Year[1], dat$Month[1]), frequency=12)
ctrl <- tseriesControl(stepSize=1, maxHorizon=12, minObs=36, fixedWindow=TRUE)
models <- list()

models$stl = cv.ts(
  x, stl.Forecast, tsControl=ctrl,
  s.window=12, ic='aicc', robust=TRUE, method='ets')

models$sts = cv.ts(x, stsForecast, tsControl=ctrl)

models$naive = cv.ts(x, naiveForecast, tsControl=ctrl)


res_overall <- lapply(models, function(x) x$results[13,-1])
res_overall <- Reduce(rbind, res_overall)
row.names(res_overall) <- names(models)
res_overall <- res_overall[order(res_overall[,'MAPE']),]
round(res_overall, 2)


library(reshape2)
library(ggplot2)
res <- lapply(models, function(x) x$results$MAPE[1:12])
res <- data.frame(do.call(cbind, res))
res$horizon <- 1:nrow(res)
res <- melt(res, id.var='horizon', variable.name='model', value.name='MAPE')
res$model <- factor(res$model, levels=row.names(res_overall))
ggplot(res, aes(x=horizon, y=MAPE, col=model)) +
  geom_line(size=2) + theme_bw() +
  theme(legend.position="top") +
  scale_color_manual(values=c(
    "#1f78b4", "#ff7f00", "#33a02c", "#6a3d9a",
    "#e31a1c", "#b15928", "#a6cee3", "#fdbf6f",
    "#b2df8a")
  )

[zachmayer]

Yeah I get the same error. It's really odd, because stl.Forecast is a pretty simple function:

function (x, h, method = "ets", ...) 
{
    forecast::stlf(x, h = h, method, level = 99, ...)$mean
}
<environment: namespace:cv.ts>

And if you just call the function itself, you get results just fine:

> forecast::stlf(
+   x, h = 12, s.window=12, ic='aicc', 
+   robust=TRUE, method='ets')$mean
          Jan      Feb      Mar      Apr      May      Jun      Jul      Aug
2013                   41139.18 41586.63 41271.22 39947.97 38722.19 39470.08
2014 40012.39 39799.88                                                      
          Sep      Oct      Nov      Dec
2013 39692.07 39202.68 37850.92 38941.37
2014 

So it's either something really weird with the argument passing, or something funny is happening with the sub-setting for modeling. I'll look into it when I have time.