X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=reports%2Freport.ipynb;h=8af4acd6dd8794626d526f7aa854e84eab6e7166;hb=6774e53de7b8bdac191d6203a380ad46c3b4d9ba;hp=74d6880f31f696aabe484b08c93a80d49d30d76f;hpb=55639673dd1510a02671c4646813ae346cdca4d6;p=talweg.git diff --git a/reports/report.ipynb b/reports/report.ipynb index 74d6880..8af4acd 100644 --- a/reports/report.ipynb +++ b/reports/report.ipynb @@ -2,22 +2,24 @@ "cells": [ { "cell_type": "markdown", - "metadata": {}, + "metadata": { + "deletable": true, + "editable": true + }, "source": [ "\n", "\n", "

Introduction

\n", "\n", "J'ai fait quelques essais dans différentes configurations pour la méthode \"Neighbors\"\n", - "(la seule dont on a parlé).
Il semble que le mieux soit\n", + "(la seule dont on a parlé) et sa variante récente appelée pour l'instant \"Neighbors2\",\n", + "avec simtype=\"mix\" : deux types de similarités prises en compte, puis multiplication des poids.\n", + "Pour Neighbors on prédit le saut (par la moyenne pondérée des sauts passés), et pour Neighbors2\n", + "on n'effectue aucun raccordement (prévision directe).\n", "\n", - " * simtype=\"exo\" ou \"mix\" : similarités exogènes avec/sans endogènes (fenêtre optimisée par VC)\n", - " * same_season=FALSE : les indices pour la validation croisée ne tiennent pas compte des saisons\n", - " * mix_strategy=\"mult\" : on multiplie les poids (au lieu d'en éteindre)\n", - "\n", - "J'ai systématiquement comparé à une approche naïve : la moyennes des lendemains des jours\n", - "\"similaires\" dans tout le passé ; à chaque fois sans prédiction du saut (sauf pour Neighbors :\n", - "prédiction basée sur les poids calculés).\n", + "J'ai systématiquement comparé à une approche naïve : la moyenne des lendemains des jours\n", + "\"similaires\" dans tout le passé, ainsi qu'à la persistence -- reproduisant le jour courant ou\n", + "allant chercher le futur similaire une semaine avant.\n", "\n", "Ensuite j'affiche les erreurs, quelques courbes prévues/mesurées, quelques filaments puis les\n", "histogrammes de quelques poids. Concernant les graphes de filaments, la moitié gauche du graphe\n", @@ -29,15 +31,23 @@ { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ "library(talweg)\n", "\n", + "P = 7 #instant de prévision\n", + "H = 17 #horizon (en heures)\n", + "\n", "ts_data = read.csv(system.file(\"extdata\",\"pm10_mesures_H_loc_report.csv\",package=\"talweg\"))\n", "exo_data = read.csv(system.file(\"extdata\",\"meteo_extra_noNAs.csv\",package=\"talweg\"))\n", - "data = getData(ts_data, exo_data, input_tz = \"Europe/Paris\", working_tz=\"Europe/Paris\",\n", - "\tpredict_at=7) #predict from P+1 to P+H included\n", + "# NOTE: 'GMT' because DST gaps are filled and multiple values merged in above dataset.\n", + "# Prediction from P+1 to P+H included.\n", + "data = getData(ts_data, exo_data, input_tz = \"GMT\", working_tz=\"GMT\", predict_at=P)\n", "\n", "indices_ch = seq(as.Date(\"2015-01-18\"),as.Date(\"2015-01-24\"),\"days\")\n", "indices_ep = seq(as.Date(\"2015-03-15\"),as.Date(\"2015-03-21\"),\"days\")\n", @@ -46,7 +56,10 @@ }, { "cell_type": "markdown", - "metadata": {}, + "metadata": { + "deletable": true, + "editable": true + }, "source": [ "\n", "\n", @@ -56,52 +69,72 @@ { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, + "outputs": [], + "source": [ + "reload(\"../pkg\")\n", + "p_nn = computeForecast(data, indices_ch, \"Neighbors\", \"Neighbors\", horizon=H)\n", + "p_nn2 = computeForecast(data, indices_ch, \"Neighbors2\", \"Neighbors\", horizon=H)\n", + "p_az = computeForecast(data, indices_ch, \"Average\", \"Zero\", horizon=H)\n", + "p_pz = computeForecast(data, indices_ch, \"Persistence\", \"Zero\", horizon=H, same_day=TRUE)" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, "outputs": [], "source": [ - "p_nn_exo = computeForecast(data, indices_ch, \"Neighbors\", \"Neighbors\",\n", - "\thorizon=3, simtype=\"exo\")\n", - "p_nn_mix = computeForecast(data, indices_ch, \"Neighbors\", \"Neighbors\",\n", - "\thorizon=3, simtype=\"mix\")\n", - "p_az = computeForecast(data, indices_ch, \"Average\", \"Zero\",\n", - "\thorizon=3)\n", - "p_pz = computeForecast(data, indices_ch, \"Persistence\", \"Zero\",\n", - "\thorizon=3, same_day=TRUE)" + "p_nn2$getParams(5)$weights" ] }, { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ - "e_nn_exo = computeError(data, p_nn_exo, 3)\n", - "e_nn_mix = computeError(data, p_nn_mix, 3)\n", - "e_az = computeError(data, p_az, 3)\n", - "e_pz = computeError(data, p_pz, 3)\n", + "e_nn = computeError(data, p_nn, H)\n", + "e_nn2 = computeError(data, p_nn2, H)\n", + "e_az = computeError(data, p_az, H)\n", + "e_pz = computeError(data, p_pz, H)\n", "options(repr.plot.width=9, repr.plot.height=7)\n", - "plotError(list(e_nn_mix, e_pz, e_az, e_nn_exo), cols=c(1,2,colors()[258], 4))\n", + "plotError(list(e_nn, e_pz, e_az, e_nn2), cols=c(1,2,colors()[258], 4))\n", "\n", - "# Noir: neighbors_mix, bleu: neighbors_exo, vert: moyenne, rouge: persistence\n", + "# Noir: Neighbors, bleu: Neighbors2, vert: moyenne, rouge: persistence\n", "\n", - "i_np = which.min(e_nn_exo$abs$indices)\n", - "i_p = which.max(e_nn_exo$abs$indices)" + "i_np = which.min(e_nn$abs$indices)\n", + "i_p = which.max(e_nn$abs$indices)" ] }, { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ "options(repr.plot.width=9, repr.plot.height=4)\n", "par(mfrow=c(1,2))\n", "\n", - "plotPredReal(data, p_nn_exo, i_np); title(paste(\"PredReal nn exo day\",i_np))\n", - "plotPredReal(data, p_nn_exo, i_p); title(paste(\"PredReal nn exo day\",i_p))\n", + "plotPredReal(data, p_nn, i_np); title(paste(\"PredReal nn day\",i_np))\n", + "plotPredReal(data, p_nn2, i_p); title(paste(\"PredReal nn day\",i_p))\n", "\n", - "plotPredReal(data, p_nn_mix, i_np); title(paste(\"PredReal nn mix day\",i_np))\n", - "plotPredReal(data, p_nn_mix, i_p); title(paste(\"PredReal nn mix day\",i_p))\n", + "plotPredReal(data, p_nn2, i_np); title(paste(\"PredReal nn2 day\",i_np))\n", + "plotPredReal(data, p_nn2, i_p); title(paste(\"PredReal nn2 day\",i_p))\n", "\n", "plotPredReal(data, p_az, i_np); title(paste(\"PredReal az day\",i_np))\n", "plotPredReal(data, p_az, i_p); title(paste(\"PredReal az day\",i_p))\n", @@ -112,43 +145,55 @@ { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ "par(mfrow=c(1,2))\n", - "f_np_exo = computeFilaments(data, p_nn_exo, i_np, plot=TRUE); title(paste(\"Filaments nn exo day\",i_np))\n", - "f_p_exo = computeFilaments(data, p_nn_exo, i_p, plot=TRUE); title(paste(\"Filaments nn exo day\",i_p))\n", + "f_np = computeFilaments(data, p_nn, i_np, plot=TRUE); title(paste(\"Filaments nn day\",i_np))\n", + "f_p = computeFilaments(data, p_nn, i_p, plot=TRUE); title(paste(\"Filaments nn day\",i_p))\n", "\n", - "f_np_mix = computeFilaments(data, p_nn_mix, i_np, plot=TRUE); title(paste(\"Filaments nn mix day\",i_np))\n", - "f_p_mix = computeFilaments(data, p_nn_mix, i_p, plot=TRUE); title(paste(\"Filaments nn mix day\",i_p))" + "f_np2 = computeFilaments(data, p_nn2, i_np, plot=TRUE); title(paste(\"Filaments nn2 day\",i_np))\n", + "f_p2 = computeFilaments(data, p_nn2, i_p, plot=TRUE); title(paste(\"Filaments nn2 day\",i_p))" ] }, { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ "par(mfrow=c(1,2))\n", - "plotFilamentsBox(data, f_np_exo); title(paste(\"FilBox nn exo day\",i_np))\n", - "plotFilamentsBox(data, f_p_exo); title(paste(\"FilBox nn exo day\",i_p))\n", + "plotFilamentsBox(data, f_np); title(paste(\"FilBox nn day\",i_np))\n", + "plotFilamentsBox(data, f_p); title(paste(\"FilBox nn day\",i_p))\n", "\n", - "plotFilamentsBox(data, f_np_mix); title(paste(\"FilBox nn mix day\",i_np))\n", - "plotFilamentsBox(data, f_p_mix); title(paste(\"FilBox nn mix day\",i_p))" + "plotFilamentsBox(data, f_np2); title(paste(\"FilBox nn2 day\",i_np))\n", + "plotFilamentsBox(data, f_p2); title(paste(\"FilBox nn2 day\",i_p))" ] }, { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ "par(mfrow=c(1,2))\n", - "plotRelVar(data, f_np_exo); title(paste(\"StdDev nn exo day\",i_np))\n", - "plotRelVar(data, f_p_exo); title(paste(\"StdDev nn exo day\",i_p))\n", + "plotRelVar(data, f_np); title(paste(\"StdDev nn day\",i_np))\n", + "plotRelVar(data, f_p); title(paste(\"StdDev nn day\",i_p))\n", "\n", - "plotRelVar(data, f_np_mix); title(paste(\"StdDev nn mix day\",i_np))\n", - "plotRelVar(data, f_p_mix); title(paste(\"StdDev nn mix day\",i_p))\n", + "plotRelVar(data, f_np2); title(paste(\"StdDev nn2 day\",i_np))\n", + "plotRelVar(data, f_p2); title(paste(\"StdDev nn2 day\",i_p))\n", "\n", "# Variabilité globale en rouge ; sur les 60 voisins (+ lendemains) en noir" ] @@ -156,15 +201,19 @@ { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ "par(mfrow=c(1,2))\n", - "plotSimils(p_nn_exo, i_np); title(paste(\"Weights nn exo day\",i_np))\n", - "plotSimils(p_nn_exo, i_p); title(paste(\"Weights nn exo day\",i_p))\n", + "plotSimils(p_nn, i_np); title(paste(\"Weights nn day\",i_np))\n", + "plotSimils(p_nn, i_p); title(paste(\"Weights nn day\",i_p))\n", "\n", - "plotSimils(p_nn_mix, i_np); title(paste(\"Weights nn mix day\",i_np))\n", - "plotSimils(p_nn_mix, i_p); title(paste(\"Weights nn mix day\",i_p))\n", + "plotSimils(p_nn2, i_np); title(paste(\"Weights nn2 day\",i_np))\n", + "plotSimils(p_nn2, i_p); title(paste(\"Weights nn2 day\",i_p))\n", "\n", "# - pollué à gauche, + pollué à droite" ] @@ -172,20 +221,27 @@ { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ - "# Fenêtres sélectionnées dans ]0,10] / endo à gauche, exo à droite\n", - "p_nn_exo$getParams(i_np)$window\n", - "p_nn_exo$getParams(i_p)$window\n", + "# Fenêtres sélectionnées dans ]0,7] / nn à gauche, nn2 à droite\n", + "p_nn$getParams(i_np)$window\n", + "p_nn$getParams(i_p)$window\n", "\n", - "p_nn_mix$getParams(i_np)$window\n", - "p_nn_mix$getParams(i_p)$window" + "p_nn2$getParams(i_np)$window\n", + "p_nn2$getParams(i_p)$window" ] }, { "cell_type": "markdown", - "metadata": {}, + "metadata": { + "deletable": true, + "editable": true + }, "source": [ "\n", "\n", @@ -195,52 +251,60 @@ { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ - "p_nn_exo = computeForecast(data, indices_ep, \"Neighbors\", \"Neighbors\",\n", - "\thorizon=3, simtype=\"exo\")\n", - "p_nn_mix = computeForecast(data, indices_ep, \"Neighbors\", \"Neighbors\",\n", - "\thorizon=3, simtype=\"mix\")\n", - "p_az = computeForecast(data, indices_ep, \"Average\", \"Zero\",\n", - "\thorizon=3)\n", - "p_pz = computeForecast(data, indices_ep, \"Persistence\", \"Zero\",\n", - "\thorizon=3, same_day=TRUE)" + "p_nn = computeForecast(data, indices_ep, \"Neighbors\", \"Neighbors\", horizon=H)\n", + "p_nn2 = computeForecast(data, indices_ep, \"Neighbors2\", \"Zero\", horizon=H)\n", + "p_az = computeForecast(data, indices_ep, \"Average\", \"Zero\", horizon=H)\n", + "p_pz = computeForecast(data, indices_ep, \"Persistence\", \"Zero\", horizon=H, same_day=TRUE)" ] }, { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ - "e_nn_exo = computeError(data, p_nn_exo, 3)\n", - "e_nn_mix = computeError(data, p_nn_mix, 3)\n", - "e_az = computeError(data, p_az, 3)\n", - "e_pz = computeError(data, p_pz, 3)\n", + "e_nn = computeError(data, p_nn, H)\n", + "e_nn2 = computeError(data, p_nn2, H)\n", + "e_az = computeError(data, p_az, H)\n", + "e_pz = computeError(data, p_pz, H)\n", "options(repr.plot.width=9, repr.plot.height=7)\n", - "plotError(list(e_nn_mix, e_pz, e_az, e_nn_exo), cols=c(1,2,colors()[258], 4))\n", + "plotError(list(e_nn, e_pz, e_az, e_nn2), cols=c(1,2,colors()[258], 4))\n", "\n", - "# Noir: neighbors_mix, bleu: neighbors_exo, vert: moyenne, rouge: persistence\n", + "# Noir: Neighbors, bleu: Neighbors2, vert: moyenne, rouge: persistence\n", "\n", - "i_np = which.min(e_nn_exo$abs$indices)\n", - "i_p = which.max(e_nn_exo$abs$indices)" + "i_np = which.min(e_nn$abs$indices)\n", + "i_p = which.max(e_nn$abs$indices)" ] }, { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ "options(repr.plot.width=9, repr.plot.height=4)\n", "par(mfrow=c(1,2))\n", "\n", - "plotPredReal(data, p_nn_exo, i_np); title(paste(\"PredReal nn exo day\",i_np))\n", - "plotPredReal(data, p_nn_exo, i_p); title(paste(\"PredReal nn exo day\",i_p))\n", + "plotPredReal(data, p_nn, i_np); title(paste(\"PredReal nn day\",i_np))\n", + "plotPredReal(data, p_nn2, i_p); title(paste(\"PredReal nn day\",i_p))\n", "\n", - "plotPredReal(data, p_nn_mix, i_np); title(paste(\"PredReal nn mix day\",i_np))\n", - "plotPredReal(data, p_nn_mix, i_p); title(paste(\"PredReal nn mix day\",i_p))\n", + "plotPredReal(data, p_nn2, i_np); title(paste(\"PredReal nn2 day\",i_np))\n", + "plotPredReal(data, p_nn2, i_p); title(paste(\"PredReal nn2 day\",i_p))\n", "\n", "plotPredReal(data, p_az, i_np); title(paste(\"PredReal az day\",i_np))\n", "plotPredReal(data, p_az, i_p); title(paste(\"PredReal az day\",i_p))\n", @@ -251,43 +315,55 @@ { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ "par(mfrow=c(1,2))\n", - "f_np_exo = computeFilaments(data, p_nn_exo, i_np, plot=TRUE); title(paste(\"Filaments nn exo day\",i_np))\n", - "f_p_exo = computeFilaments(data, p_nn_exo, i_p, plot=TRUE); title(paste(\"Filaments nn exo day\",i_p))\n", + "f_np = computeFilaments(data, p_nn, i_np, plot=TRUE); title(paste(\"Filaments nn day\",i_np))\n", + "f_p = computeFilaments(data, p_nn, i_p, plot=TRUE); title(paste(\"Filaments nn day\",i_p))\n", "\n", - "f_np_mix = computeFilaments(data, p_nn_mix, i_np, plot=TRUE); title(paste(\"Filaments nn mix day\",i_np))\n", - "f_p_mix = computeFilaments(data, p_nn_mix, i_p, plot=TRUE); title(paste(\"Filaments nn mix day\",i_p))" + "f_np2 = computeFilaments(data, p_nn2, i_np, plot=TRUE); title(paste(\"Filaments nn2 day\",i_np))\n", + "f_p2 = computeFilaments(data, p_nn2, i_p, plot=TRUE); title(paste(\"Filaments nn2 day\",i_p))" ] }, { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ "par(mfrow=c(1,2))\n", - "plotFilamentsBox(data, f_np_exo); title(paste(\"FilBox nn exo day\",i_np))\n", - "plotFilamentsBox(data, f_p_exo); title(paste(\"FilBox nn exo day\",i_p))\n", + "plotFilamentsBox(data, f_np); title(paste(\"FilBox nn day\",i_np))\n", + "plotFilamentsBox(data, f_p); title(paste(\"FilBox nn day\",i_p))\n", "\n", - "plotFilamentsBox(data, f_np_mix); title(paste(\"FilBox nn mix day\",i_np))\n", - "plotFilamentsBox(data, f_p_mix); title(paste(\"FilBox nn mix day\",i_p))" + "plotFilamentsBox(data, f_np2); title(paste(\"FilBox nn2 day\",i_np))\n", + "plotFilamentsBox(data, f_p2); title(paste(\"FilBox nn2 day\",i_p))" ] }, { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ "par(mfrow=c(1,2))\n", - "plotRelVar(data, f_np_exo); title(paste(\"StdDev nn exo day\",i_np))\n", - "plotRelVar(data, f_p_exo); title(paste(\"StdDev nn exo day\",i_p))\n", + "plotRelVar(data, f_np); title(paste(\"StdDev nn day\",i_np))\n", + "plotRelVar(data, f_p); title(paste(\"StdDev nn day\",i_p))\n", "\n", - "plotRelVar(data, f_np_mix); title(paste(\"StdDev nn mix day\",i_np))\n", - "plotRelVar(data, f_p_mix); title(paste(\"StdDev nn mix day\",i_p))\n", + "plotRelVar(data, f_np2); title(paste(\"StdDev nn2 day\",i_np))\n", + "plotRelVar(data, f_p2); title(paste(\"StdDev nn2 day\",i_p))\n", "\n", "# Variabilité globale en rouge ; sur les 60 voisins (+ lendemains) en noir" ] @@ -295,15 +371,19 @@ { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ "par(mfrow=c(1,2))\n", - "plotSimils(p_nn_exo, i_np); title(paste(\"Weights nn exo day\",i_np))\n", - "plotSimils(p_nn_exo, i_p); title(paste(\"Weights nn exo day\",i_p))\n", + "plotSimils(p_nn, i_np); title(paste(\"Weights nn day\",i_np))\n", + "plotSimils(p_nn, i_p); title(paste(\"Weights nn day\",i_p))\n", "\n", - "plotSimils(p_nn_mix, i_np); title(paste(\"Weights nn mix day\",i_np))\n", - "plotSimils(p_nn_mix, i_p); title(paste(\"Weights nn mix day\",i_p))\n", + "plotSimils(p_nn2, i_np); title(paste(\"Weights nn2 day\",i_np))\n", + "plotSimils(p_nn2, i_p); title(paste(\"Weights nn2 day\",i_p))\n", "\n", "# - pollué à gauche, + pollué à droite" ] @@ -311,20 +391,27 @@ { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ - "# Fenêtres sélectionnées dans ]0,10] / endo à gauche, exo à droite\n", - "p_nn_exo$getParams(i_np)$window\n", - "p_nn_exo$getParams(i_p)$window\n", + "# Fenêtres sélectionnées dans ]0,7] / nn à gauche, nn2 à droite\n", + "p_nn$getParams(i_np)$window\n", + "p_nn$getParams(i_p)$window\n", "\n", - "p_nn_mix$getParams(i_np)$window\n", - "p_nn_mix$getParams(i_p)$window" + "p_nn2$getParams(i_np)$window\n", + "p_nn2$getParams(i_p)$window" ] }, { "cell_type": "markdown", - "metadata": {}, + "metadata": { + "deletable": true, + "editable": true + }, "source": [ "\n", "\n", @@ -334,52 +421,60 @@ { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ - "p_nn_exo = computeForecast(data, indices_np, \"Neighbors\", \"Neighbors\",\n", - "\thorizon=3, simtype=\"exo\")\n", - "p_nn_mix = computeForecast(data, indices_np, \"Neighbors\", \"Neighbors\",\n", - "\thorizon=3, simtype=\"mix\")\n", - "p_az = computeForecast(data, indices_np, \"Average\", \"Zero\",\n", - "\thorizon=3)\n", - "p_pz = computeForecast(data, indices_np, \"Persistence\", \"Zero\",\n", - "\thorizon=3, same_day=FALSE)" + "p_nn = computeForecast(data, indices_np, \"Neighbors\", \"Neighbors\", horizon=H)\n", + "p_nn2 = computeForecast(data, indices_np, \"Neighbors2\", \"Zero\", horizon=H)\n", + "p_az = computeForecast(data, indices_np, \"Average\", \"Zero\", horizon=H)\n", + "p_pz = computeForecast(data, indices_np, \"Persistence\", \"Zero\", horizon=H, same_day=FALSE)" ] }, { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ - "e_nn_exo = computeError(data, p_nn_exo, 3)\n", - "e_nn_mix = computeError(data, p_nn_mix, 3)\n", - "e_az = computeError(data, p_az, 3)\n", - "e_pz = computeError(data, p_pz, 3)\n", + "e_nn = computeError(data, p_nn, H)\n", + "e_nn2 = computeError(data, p_nn2, H)\n", + "e_az = computeError(data, p_az, H)\n", + "e_pz = computeError(data, p_pz, H)\n", "options(repr.plot.width=9, repr.plot.height=7)\n", - "plotError(list(e_nn_mix, e_pz, e_az, e_nn_exo), cols=c(1,2,colors()[258], 4))\n", + "plotError(list(e_nn, e_pz, e_az, e_nn2), cols=c(1,2,colors()[258], 4))\n", "\n", - "# Noir: neighbors_mix, bleu: neighbors_exo, vert: moyenne, rouge: persistence\n", + "# Noir: Neighbors, bleu: Neighbors2, vert: moyenne, rouge: persistence\n", "\n", - "i_np = which.min(e_nn_exo$abs$indices)\n", - "i_p = which.max(e_nn_exo$abs$indices)" + "i_np = which.min(e_nn$abs$indices)\n", + "i_p = which.max(e_nn$abs$indices)" ] }, { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ "options(repr.plot.width=9, repr.plot.height=4)\n", "par(mfrow=c(1,2))\n", "\n", - "plotPredReal(data, p_nn_exo, i_np); title(paste(\"PredReal nn exo day\",i_np))\n", - "plotPredReal(data, p_nn_exo, i_p); title(paste(\"PredReal nn exo day\",i_p))\n", + "plotPredReal(data, p_nn, i_np); title(paste(\"PredReal nn day\",i_np))\n", + "plotPredReal(data, p_nn2, i_p); title(paste(\"PredReal nn day\",i_p))\n", "\n", - "plotPredReal(data, p_nn_mix, i_np); title(paste(\"PredReal nn mix day\",i_np))\n", - "plotPredReal(data, p_nn_mix, i_p); title(paste(\"PredReal nn mix day\",i_p))\n", + "plotPredReal(data, p_nn2, i_np); title(paste(\"PredReal nn2 day\",i_np))\n", + "plotPredReal(data, p_nn2, i_p); title(paste(\"PredReal nn2 day\",i_p))\n", "\n", "plotPredReal(data, p_az, i_np); title(paste(\"PredReal az day\",i_np))\n", "plotPredReal(data, p_az, i_p); title(paste(\"PredReal az day\",i_p))\n", @@ -390,43 +485,55 @@ { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ "par(mfrow=c(1,2))\n", - "f_np_exo = computeFilaments(data, p_nn_exo, i_np, plot=TRUE); title(paste(\"Filaments nn exo day\",i_np))\n", - "f_p_exo = computeFilaments(data, p_nn_exo, i_p, plot=TRUE); title(paste(\"Filaments nn exo day\",i_p))\n", + "f_np = computeFilaments(data, p_nn, i_np, plot=TRUE); title(paste(\"Filaments nn day\",i_np))\n", + "f_p = computeFilaments(data, p_nn, i_p, plot=TRUE); title(paste(\"Filaments nn day\",i_p))\n", "\n", - "f_np_mix = computeFilaments(data, p_nn_mix, i_np, plot=TRUE); title(paste(\"Filaments nn mix day\",i_np))\n", - "f_p_mix = computeFilaments(data, p_nn_mix, i_p, plot=TRUE); title(paste(\"Filaments nn mix day\",i_p))" + "f_np2 = computeFilaments(data, p_nn2, i_np, plot=TRUE); title(paste(\"Filaments nn2 day\",i_np))\n", + "f_p2 = computeFilaments(data, p_nn2, i_p, plot=TRUE); title(paste(\"Filaments nn2 day\",i_p))" ] }, { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ "par(mfrow=c(1,2))\n", - "plotFilamentsBox(data, f_np_exo); title(paste(\"FilBox nn exo day\",i_np))\n", - "plotFilamentsBox(data, f_p_exo); title(paste(\"FilBox nn exo day\",i_p))\n", + "plotFilamentsBox(data, f_np); title(paste(\"FilBox nn day\",i_np))\n", + "plotFilamentsBox(data, f_p); title(paste(\"FilBox nn day\",i_p))\n", "\n", - "plotFilamentsBox(data, f_np_mix); title(paste(\"FilBox nn mix day\",i_np))\n", - "plotFilamentsBox(data, f_p_mix); title(paste(\"FilBox nn mix day\",i_p))" + "plotFilamentsBox(data, f_np2); title(paste(\"FilBox nn2 day\",i_np))\n", + "plotFilamentsBox(data, f_p2); title(paste(\"FilBox nn2 day\",i_p))" ] }, { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ "par(mfrow=c(1,2))\n", - "plotRelVar(data, f_np_exo); title(paste(\"StdDev nn exo day\",i_np))\n", - "plotRelVar(data, f_p_exo); title(paste(\"StdDev nn exo day\",i_p))\n", + "plotRelVar(data, f_np); title(paste(\"StdDev nn day\",i_np))\n", + "plotRelVar(data, f_p); title(paste(\"StdDev nn day\",i_p))\n", "\n", - "plotRelVar(data, f_np_mix); title(paste(\"StdDev nn mix day\",i_np))\n", - "plotRelVar(data, f_p_mix); title(paste(\"StdDev nn mix day\",i_p))\n", + "plotRelVar(data, f_np2); title(paste(\"StdDev nn2 day\",i_np))\n", + "plotRelVar(data, f_p2); title(paste(\"StdDev nn2 day\",i_p))\n", "\n", "# Variabilité globale en rouge ; sur les 60 voisins (+ lendemains) en noir" ] @@ -434,15 +541,19 @@ { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ "par(mfrow=c(1,2))\n", - "plotSimils(p_nn_exo, i_np); title(paste(\"Weights nn exo day\",i_np))\n", - "plotSimils(p_nn_exo, i_p); title(paste(\"Weights nn exo day\",i_p))\n", + "plotSimils(p_nn, i_np); title(paste(\"Weights nn day\",i_np))\n", + "plotSimils(p_nn, i_p); title(paste(\"Weights nn day\",i_p))\n", "\n", - "plotSimils(p_nn_mix, i_np); title(paste(\"Weights nn mix day\",i_np))\n", - "plotSimils(p_nn_mix, i_p); title(paste(\"Weights nn mix day\",i_p))\n", + "plotSimils(p_nn2, i_np); title(paste(\"Weights nn2 day\",i_np))\n", + "plotSimils(p_nn2, i_p); title(paste(\"Weights nn2 day\",i_p))\n", "\n", "# - pollué à gauche, + pollué à droite" ] @@ -450,31 +561,19 @@ { "cell_type": "code", "execution_count": null, - "metadata": {}, + "metadata": { + "collapsed": false, + "deletable": true, + "editable": true + }, "outputs": [], "source": [ - "# Fenêtres sélectionnées dans ]0,10] / endo à gauche, exo à droite\n", - "p_nn_exo$getParams(i_np)$window\n", - "p_nn_exo$getParams(i_p)$window\n", - "\n", - "p_nn_mix$getParams(i_np)$window\n", - "p_nn_mix$getParams(i_p)$window" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "\n", - "\n", - "

Bilan

\n", - "\n", - "Problème difficile : on ne fait guère mieux qu'une naïve moyenne des lendemains des jours\n", - "similaires dans le passé, ce qui n'est pas loin de prédire une série constante égale à la\n", - "dernière valeur observée (méthode \"zéro\"). La persistence donne parfois de bons résultats\n", - "mais est trop instable (sensibilité à l'argument same_day).\n", + "# Fenêtres sélectionnées dans ]0,7] / nn à gauche, nn2 à droite\n", + "p_nn$getParams(i_np)$window\n", + "p_nn$getParams(i_p)$window\n", "\n", - "Comment améliorer la méthode ?" + "p_nn2$getParams(i_np)$window\n", + "p_nn2$getParams(i_p)$window" ] } ],