for (i in seq_along(indices))
{
plot(series[,i], type="l", ylim=yrange,
- xlab=ifelse(i==1,"Temps (en heures)",""), ylab=ifelse(i==1,"PM10",""))
+ xlab=ifelse(i==1,"Time (hours)",""), ylab=ifelse(i==1,"PM10",""))
if (i < length(indices))
par(new=TRUE)
}
yrange = range( sapply(1:L, function(i) ( err[[i]]$abs$day ) ), na.rm=TRUE )
for (i in seq_len(L))
{
- plot(err[[i]]$abs$day, type="l", xlab=ifelse(i==1,"Temps (heures)",""),
- ylab=ifelse(i==1,"Moyenne |y - y_hat|",""), ylim=yrange, col=cols[i])
+ plot(err[[i]]$abs$day, type="l", xlab=ifelse(i==1,"Time (hours)",""),
+ ylab=ifelse(i==1,"Mean |y - y_hat|",""), ylim=yrange, col=cols[i])
if (i < L)
par(new=TRUE)
}
yrange = range( sapply(1:L, function(i) ( err[[i]]$abs$indices ) ), na.rm=TRUE )
for (i in seq_len(L))
{
- plot(err[[i]]$abs$indices, type="l", xlab=ifelse(i==1,"Temps (jours)",""),
- ylab=ifelse(i==1,"Moyenne |y - y_hat|",""), ylim=yrange, col=cols[i])
+ plot(err[[i]]$abs$indices, type="l", xlab=ifelse(i==1,"Time (days)",""),
+ ylab=ifelse(i==1,"Mean |y - y_hat|",""), ylim=yrange, col=cols[i])
if (i < L)
par(new=TRUE)
}
yrange = range( sapply(1:L, function(i) ( err[[i]]$MAPE$day ) ), na.rm=TRUE )
for (i in seq_len(L))
{
- plot(err[[i]]$MAPE$day, type="l", xlab=ifelse(i==1,"Temps (heures)",""),
- ylab=ifelse(i==1,"MAPE moyen",""), ylim=yrange, col=cols[i])
+ plot(err[[i]]$MAPE$day, type="l", xlab=ifelse(i==1,"Time (hours)",""),
+ ylab=ifelse(i==1,"Mean MAPE",""), ylim=yrange, col=cols[i])
if (i < L)
par(new=TRUE)
}
yrange = range( sapply(1:L, function(i) ( err[[i]]$MAPE$indices ) ), na.rm=TRUE )
for (i in seq_len(L))
{
- plot(err[[i]]$MAPE$indices, type="l", xlab=ifelse(i==1,"Temps (jours)",""),
- ylab=ifelse(i==1,"MAPE moyen",""), ylim=yrange, col=cols[i])
+ plot(err[[i]]$MAPE$indices, type="l", xlab=ifelse(i==1,"Time (days)",""),
+ ylab=ifelse(i==1,"Mean MAPE",""), ylim=yrange, col=cols[i])
if (i < L)
par(new=TRUE)
}
prediction = pred$getSerie(index)
yrange = range(measure, prediction)
par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=3)
- plot(measure, type="l", ylim=yrange, xlab="Temps (en heures)", ylab="PM10")
+ plot(measure, type="l", ylim=yrange, xlab="Time (hours)", ylab="PM10")
par(new=TRUE)
plot(prediction, type="l", col="#0000FF", ylim=yrange, xlab="", ylab="")
}
if (is.null(weights))
stop("plotSimils only works on 'Neighbors' forecasts")
par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
- hist(pred$getParams(index)$weights, nclass=20, xlab="Poids", ylab="Effectif")
+ hist(pred$getParams(index)$weights, nclass=20, main="", xlab="Weight", ylab="Count")
}
#' Functional boxplot
#'
#' @param data Object return by \code{getData}
#' @param indices integer or date indices to process
-#' @param plot_bivariate Should the bivariate plot appear?
#'
#' @export
plotFbox <- function(data, indices=seq_len(data$getSize()))
series_fds = rainbow::fds(seq_len(nrow(series_matrix)), series_matrix)
par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
- rainbow::fboxplot(series_fds, "functional", "hdr", xlab="Temps (heures)", ylab="PM10",
+ rainbow::fboxplot(series_fds, "functional", "hdr", xlab="Time (hours)", ylab="PM10",
plotlegend=FALSE, lwd=2)
rainbow::fboxplot(series_fds, "bivariate", "hdr", plotlegend=FALSE)
}
#' Get similar days in the past, as black as distances are small
#'
#' @param data Object as returned by \code{getData}
-#' @param index Index in data (integer or date)
+#' @param pred Object of class Forecast
+#' @param index Index in forecast (integer or date)
#' @param limit Number of neighbors to consider
#' @param plot Should the result be plotted?
#'
#' }
#'
#' @export
-computeFilaments <- function(data, index, limit=60, plot=TRUE)
+computeFilaments <- function(data, pred, index, limit=60, plot=TRUE)
{
- ref_serie = data$getCenteredSerie(index)
+ ref_serie = data$getCenteredSerie( pred$getIndexInData(index) )
if (any(is.na(ref_serie)))
stop("computeFilaments requires a serie without NAs")
- # Determine indices of no-NAs days followed by no-NAs tomorrows
- fdays = getNoNA2(data, 1, dateIndexToInteger(index,data)-1)
- # Series + tomorrows in columns, ref_serie first
- centered_series = data$getCenteredSeries(fdays)
-
- # Obtain neighbors (closest for euclidian norm)
- L = length(ref_serie)
- distances = sqrt( colSums( (centered_series - ref_serie)^2 / L ) )
- sorted_distances = sort(distances, index.return=TRUE)
-
# Compute colors for each neighbor (from darkest to lightest)
- nn = min(limit, length(distances))
- min_dist = min(sorted_distances$x[1:nn])
- max_dist = max(sorted_distances$x[1:nn])
- color_values = floor( 19.5 * (sorted_distances$x[1:nn]-min_dist) / (max_dist-min_dist) ) + 1
+ sorted_dists = sort(-log(pred$getParams(index)$weights), index.return=TRUE)
+ nn = min(limit, length(sorted_dists$x))
+ min_dist = min(sorted_dists$x[1:nn])
+ max_dist = max(sorted_dists$x[1:nn])
+ color_values = floor(19.5*(sorted_dists$x[1:nn]-min_dist)/(max_dist-min_dist)) + 1
colors = gray.colors(20,0.1,0.9)[color_values] #TODO: 20 == magic number
if (plot)
{
# Complete series with (past and present) tomorrows
- ref_serie = c(ref_serie,data$getCenteredSerie(index+1))
- centered_series = rbind( centered_series, data$getCenteredSeries(fdays+1) )
- yrange = quantile(cbind(ref_serie,centered_series), probs=c(0.025,0.975), na.rm=TRUE)
+ ref_serie = c(ref_serie, data$getCenteredSerie( pred$getIndexInData(index)+1 ))
+ centered_series = rbind(
+ data$getCenteredSeries( pred$getParams(index)$indices ),
+ data$getCenteredSeries( pred$getParams(index)$indices+1 ) )
+ yrange = range( ref_serie, quantile(centered_series, probs=c(0.025,0.975), na.rm=TRUE) )
par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=2)
for (i in nn:1)
{
- plot(centered_series[,sorted_distances$ix[i]], ylim=yrange, type="l", col=colors[i],
- xlab=ifelse(i==nn,"Temps (en heures)",""), ylab=ifelse(i==nn,"PM10 centré",""))
+ plot(centered_series[,sorted_dists$ix[i]], ylim=yrange, type="l", col=colors[i],
+ xlab=ifelse(i==1,"Time (hours)",""), ylab=ifelse(i==1,"Centered PM10",""))
par(new=TRUE)
}
# Also plot ref curve, in red
abline(v=24, lty=2, col=colors()[56], lwd=1)
}
- list("index"=index,"neighb_indices"=fdays[sorted_distances$ix[1:nn]],"colors"=colors)
+ list(
+ "index"=pred$getIndexInData(index),
+ "neighb_indices"=pred$getParams(index)$indices[sorted_dists$ix[1:nn]],
+ "colors"=colors)
}
#' Functional boxplot on filaments
#' @param fil Output of \code{computeFilaments}
#'
#' @export
-plotFilamentsBox = function(data, fil, ...)
+plotFilamentsBox = function(data, fil)
{
if (!requireNamespace("rainbow", quietly=TRUE))
stop("Functional boxplot requires the rainbow package")
data$getSeries(fil$neighb_indices), data$getSeries(fil$neighb_indices+1) )
series_fds = rainbow::fds(seq_len(nrow(series_matrix)), series_matrix)
par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
- rainbow::fboxplot(series_fds, "functional", "hdr", xlab="Temps (heures)", ylab="PM10",
+ rainbow::fboxplot(series_fds, "functional", "hdr", xlab="Time (hours)", ylab="PM10",
plotlegend=FALSE, lwd=2)
# "Magic" found at http://stackoverflow.com/questions/13842560/get-xlim-from-a-plot-in-r
#' @param fil Output of \code{computeFilaments}
#'
#' @export
-plotRelVar = function(data, fil, ...)
+plotRelVar = function(data, fil)
{
ref_var = c( apply(data$getSeries(fil$neighb_indices),1,sd),
apply(data$getSeries(fil$neighb_indices+1),1,sd) )
yrange = range(ref_var, global_var)
par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
plot(ref_var, type="l", col=1, lwd=3, ylim=yrange,
- xlab="Temps (heures)", ylab="Écart-type")
+ xlab="Time (hours)", ylab="Standard deviation")
par(new=TRUE)
plot(global_var, type="l", col=2, lwd=3, ylim=yrange, xlab="", ylab="")
abline(v=24, lty=2, col=colors()[56])