X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=reports%2Freport.ipynb;h=8af4acd6dd8794626d526f7aa854e84eab6e7166;hb=6774e53de7b8bdac191d6203a380ad46c3b4d9ba;hp=899fbf6c344224cf65c7b090c4c4aa609b81fae3;hpb=5e838b3e17465c376ca075b766cf2543c82e9864;p=talweg.git diff --git a/reports/report.ipynb b/reports/report.ipynb index 899fbf6..8af4acd 100644 --- a/reports/report.ipynb +++ b/reports/report.ipynb @@ -12,15 +12,14 @@ "

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", @@ -41,15 +40,18 @@ "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", - "# Predict from P+1 to P+H included\n", - "H = 17\n", - "data = getData(ts_data, exo_data, input_tz = \"GMT\", working_tz=\"GMT\", predict_at=7)\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", - "indices_np = seq(as.Date(\"2015-04-26\"),as.Date(\"2015-05-02\"),\"days\")" + "indices_np = seq(as.Date(\"2015-04-26\"),as.Date(\"2015-05-02\"),\"days\")\n" ] }, { @@ -75,12 +77,10 @@ "outputs": [], "source": [ "reload(\"../pkg\")\n", - "p1 = computeForecast(data, indices_ch, \"Neighbors\", \"Zero\", horizon=H, simtype=\"exo\")\n", - "p2 = computeForecast(data, indices_ch, \"Neighbors\", \"Zero\", horizon=H, simtype=\"endo\")\n", - "p3 = computeForecast(data, indices_ch, \"Neighbors\", \"Zero\", horizon=H, simtype=\"mix\")\n", - "p4 = computeForecast(data, indices_ch, \"Neighbors2\", \"Zero\", horizon=H, simtype=\"exo\")\n", - "p5 = computeForecast(data, indices_ch, \"Neighbors2\", \"Zero\", horizon=H, simtype=\"endo\")\n", - "p6 = computeForecast(data, indices_ch, \"Neighbors2\", \"Zero\", horizon=H, simtype=\"mix\")\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)" ] }, { @@ -91,13 +91,7 @@ }, "outputs": [], "source": [ - "e1 = computeError(data, p1, H)\n", - "e2 = computeError(data, p2, H)\n", - "e3 = computeError(data, p3, H)\n", - "e4 = computeError(data, p4, H)\n", - "e5 = computeError(data, p5, H)\n", - "e6 = computeError(data, p6, H)\n", - "plotError(list(e1,e2,e3,e4,e5,e6), cols=c(1,2,colors()[258], 4,5,6))" + "p_nn2$getParams(5)$weights" ] }, { @@ -110,17 +104,17 @@ }, "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)" ] }, { @@ -136,11 +130,11 @@ "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", @@ -159,11 +153,11 @@ "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))" ] }, { @@ -177,11 +171,11 @@ "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))" ] }, { @@ -195,11 +189,11 @@ "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" ] @@ -215,11 +209,11 @@ "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" ] @@ -234,12 +228,12 @@ }, "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" ] }, { @@ -264,14 +258,10 @@ }, "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)" ] }, { @@ -284,17 +274,17 @@ }, "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)" ] }, { @@ -310,11 +300,11 @@ "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", @@ -333,11 +323,11 @@ "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))" ] }, { @@ -351,11 +341,11 @@ "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))" ] }, { @@ -369,11 +359,11 @@ "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" ] @@ -389,11 +379,11 @@ "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" ] @@ -408,12 +398,12 @@ }, "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" ] }, { @@ -438,14 +428,10 @@ }, "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)" ] }, { @@ -458,17 +444,17 @@ }, "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)" ] }, { @@ -484,11 +470,11 @@ "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", @@ -507,11 +493,11 @@ "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))" ] }, { @@ -525,11 +511,11 @@ "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))" ] }, { @@ -543,11 +529,11 @@ "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" ] @@ -563,11 +549,11 @@ "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" ] @@ -582,31 +568,12 @@ }, "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": { - "deletable": true, - "editable": true - }, - "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" ] } ],