Prophet Forecasting using R for multiple items

Question

I am very new to time series forecasting using Prophet in R. I am able to predict values for one single product using Prophet. Is there any way if i can use loop to generate

Answer 1

This can be done by using lists and map functions from the purrr package.

Lets build some data:

library(tidyverse) # contains also the purrr package
set.seed(123)
tb1 <- tibble(
  ds = seq(as.Date("2018-01-01"), as.Date("2018-12-31"), by = "day"),
  y = sample(365)
)
tb2 <- tibble(
  ds = seq(as.Date("2018-01-01"), as.Date("2018-12-31"), by = "day"),
  y = sample(365)
)

ts_list <- list(tb1, tb2) # two separate time series
# using this construct you could add more of course

Build and prediction:

library(prophet)

m_list <- map(ts_list, prophet) # prophet call

future_list <- map(m_list, make_future_dataframe, periods = 40) # makes future obs

forecast_list <- map2(m_list, future_list, predict) # map2 because we have two inputs

# we can access everything we need like with any list object
head(forecast_list[[1]]$yhat) # forecasts for time series 1
[1] 179.5214 198.2375 182.7478 173.5096 163.1173 214.7773
head(forecast_list[[2]]$yhat) # forecast for time series 2
[1] 172.5096 155.8796 184.4423 133.0349 169.7688 135.2990

Update (just the input part, build and prediction part it's the same):

I created a new example based on OP request, basically you need to put everything again in a list object:

# suppose you have a data frame like this:
set.seed(123)
tb1 <- tibble(
  ds = seq(as.Date("2018-01-01"), as.Date("2018-12-31"), by = "day"),
  productA = sample(365),
  productB = sample(365)
)
head(tb1)
# A tibble: 6 x 3
  ds         productA productB
  <date>        <int>    <int>
1 2018-01-01      105      287
2 2018-01-02      287       71
3 2018-01-03      149        7
4 2018-01-04      320      148
5 2018-01-05      340      175
6 2018-01-06       17      152

# with some dplyr and base R you can trasform each time series in a data frame within a list
ts_list <- tb1 %>% 
  gather("type", "y", -ds) %>% 
  split(.$type)
# this just removes the type column that we don't need anymore
ts_list <- lapply(ts_list, function(x) { x["type"] <- NULL; x })

# now you can continue just like above..