projects / talweg.git / blame
| Commit | Line | Data |
|---|---|---|
| 3a38473a BA |
1 | #' Compute error |
| 2 | #' | |
| 3 | #' Compute the errors between forecasted and measured series. | |
| 4 | #' | |
| 5 | #' @param data Object of class \code{Data} output of \code{getData} | |
| 6 | #' @param pred Object of class \code{Forecast} output of \code{computeForecast} | |
| 7 | #' @param predict_from First time step to consider (>= predict_from used in | |
| 8 | #' \code{computeForecast()}) | |
| 9 | #' @param horizon Horizon where to compute the error (<= horizon used in | |
| 10 | #' \code{computeForecast}) | |
| 11 | #' | |
| 12 | #' @return A list (abs,MAPE) of lists (day,indices). The "indices" slots contain series | |
| 13 | #' of size L where L is the number of predicted days; i-th value is the averaged error | |
| 14 | #' (absolute or MAPE) on day i. The "day" slots contain curves of errors, for each time | |
| 15 | #' step, averaged on the L forecasting days. | |
| 16 | #' | |
| 17 | #' @export | |
| 18 | computeError = function(data, pred, predict_from, horizon=length(data$getSerie(1))) | |
| 19 | { | |
| 20 | L = pred$getSize() | |
| 21 | mape_day = rep(0, horizon-predict_from+1) | |
| 22 | abs_day = rep(0, horizon-predict_from+1) | |
| 23 | mape_indices = rep(NA, L) | |
| 24 | abs_indices = rep(NA, L) | |
| 25 | ||
| 26 | nb_no_NA_data = 0 | |
| 27 | for (i in seq_len(L)) | |
| 28 | { | |
| 29 | index = pred$getIndexInData(i) | |
| 30 | serie = data$getSerie(index)[predict_from:horizon] | |
| 31 | forecast = pred$getForecast(i)[predict_from:horizon] | |
| 32 | if (!any(is.na(serie)) && !any(is.na(forecast))) | |
| 33 | { | |
| 34 | nb_no_NA_data = nb_no_NA_data + 1 | |
| 35 | mape_increment = abs(serie - forecast) / serie | |
| 36 | mape_increment[is.nan(mape_increment)] = 0. # 0 / 0 | |
| 37 | mape_increment[!is.finite(mape_increment)] = 1. # >0 / 0 | |
| 38 | mape_day = mape_day + mape_increment | |
| 39 | abs_increment = abs(serie - forecast) | |
| 40 | abs_day = abs_day + abs_increment | |
| 41 | mape_indices[i] = mean(mape_increment) | |
| 42 | abs_indices[i] = mean(abs_increment) | |
| 43 | } | |
| 44 | } | |
| 45 | ||
| 46 | list( | |
| 47 | "abs" = list( | |
| 48 | "day" = abs_day / nb_no_NA_data, | |
| 49 | "indices" = abs_indices), | |
| 50 | "MAPE" = list( | |
| 51 | "day" = mape_day / nb_no_NA_data, | |
| 52 | "indices" = mape_indices) ) | |
| 53 | } |