How to create a list of list and then perform a vectorised function over it

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I'm looking for two specific help point in this request 1) how to create a list of list given my data base (all.df) below 2) how to vectorise a function over this list of list

I'm trying to generate a forecast at a customer / product level using the Prophet library. Im struggling to vectorise the operation. I currently run a for loop, which I want to avoid and speed-up my calculations.

Data for the analysis

set.seed(1123)
df1 <- data.frame(
  Date     = seq(dmy("01/01/2017"), by = "day", length.out = 365*2),

  Customer = "a",
  Product  =  "xxx",
  Revenue  = sample(1:100, 365*2, replace=TRUE))


df2 <- data.frame(
  Date     = seq(dmy("01/01/2017"), by = "day", length.out = 365*2),

  Customer = "a",
  Product  =  "yyy",
  Revenue  = sample(25:200, 365*2, replace=TRUE)) 


df3 <- data.frame(  
  Date     = seq(dmy("01/01/2017"), by = "day", length.out = 365*2),

  Customer = "b",
  Product  =  "xxx",
  Revenue  = sample(1:100, 365*2, replace=TRUE))



df4 <- data.frame(  
  Date     = seq(dmy("01/01/2017"), by = "day", length.out = 365*2),

  Customer = "b",
  Product  =  "yyy",
  Revenue  = sample(25:200, 365*2, replace=TRUE) )

all.df <- rbind(df1, df2, df3, df4)

This is my forecast function

daily_forecast <- function(df, forecast.days = 365){


# fit actuals into prophet
m <- prophet(df, 
             yearly.seasonality = TRUE,
             weekly.seasonality = TRUE,
             changepoint.prior.scale = 0.55)  # default value is 0.05

# create dummy data frame to hold prodictions
future <- make_future_dataframe(m, periods = forecast.days, freq = "day")

# run the prediction 
forecast <- predict(m, future)

### Select the date and forecast from the model and then merge with actuals
daily_fcast     <- forecast %>% select(ds, yhat) %>% dplyr::rename(Date = ds, fcast.daily = yhat) 
actual.to.merge <- df %>% dplyr::rename(Date = ds, Actual.Revenue = y)
daily_fcast     <- merge(actual.to.merge, daily_fcast, all = TRUE)

}

Currently, I work through one customer/product at a time using a for loop

x <- df1 %>% select(-c(Customer, Product)) %>% 
  dplyr::rename(ds = Date, y = Revenue) %>%
  daily_forecast()

I would like to instead, vectorise the whole operation:

1-Create a list of list, i.e. split the all.df by:

a) Product and then

b) by customer

2-Then have the daily_forecast function map over the list of list created in 1) above

I would very much like to use functions out of purrr.

1 Answers
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