projects / talweg.git / blame
| Commit | Line | Data |
|---|---|---|
| af3b84f4 | 1 | #' Compute error |
| 3d69ff21 | 2 | #' |
| 102bcfda | 3 | #' Compute the errors between forecasted and measured series. |
| 3d69ff21 | 4 | #' |
| 102bcfda BA |
5 | #' @param data Object of class \code{Data} output of \code{getData} |
| 6 | #' @param pred Object of class \code{Forecast} output of \code{computeForecast} | |
| 2057c793 BA |
7 | #' @param horizon Horizon where to compute the error |
| 8 | #' (<= horizon used in \code{computeForecast}) | |
| 3d69ff21 | 9 | #' |
| 102bcfda BA |
10 | #' @return A list (abs,MAPE) of lists (day,indices). The "indices" slots contain series |
| 11 | #' of size L where L is the number of predicted days; i-th value is the averaged error | |
| 12 | #' (absolute or MAPE) on day i. The "day" slots contain curves of errors, for each time | |
| 13 | #' step, averaged on the L forecasting days. | |
| 3d69ff21 BA |
14 | #' |
| 15 | #' @export | |
| 72b9c501 | 16 | computeError = function(data, pred, horizon=data$getStdHorizon()) |
| 3d69ff21 | 17 | { |
| c8ef2ddb | 18 | L = pred$getSize() |
| 3d69ff21 BA |
19 | mape_day = rep(0, horizon) |
| 20 | abs_day = rep(0, horizon) | |
| 21 | mape_indices = rep(NA, L) | |
| 22 | abs_indices = rep(NA, L) | |
| 23 | ||
| 24 | nb_no_NA_data = 0 | |
| 25 | for (i in seq_len(L)) | |
| 26 | { | |
| c8ef2ddb | 27 | index = pred$getIndexInData(i) |
| 3d69ff21 | 28 | serie = data$getSerie(index+1)[1:horizon] |
| 72b9c501 BA |
29 | forecast = pred$getForecast(i)[1:horizon] |
| 30 | if (!any(is.na(serie)) && !any(is.na(forecast))) | |
| 3d69ff21 BA |
31 | { |
| 32 | nb_no_NA_data = nb_no_NA_data + 1 | |
| 72b9c501 | 33 | mape_increment = abs(serie - forecast) / serie |
| 3d69ff21 BA |
34 | mape_increment[is.nan(mape_increment)] = 0. # 0 / 0 |
| 35 | mape_increment[!is.finite(mape_increment)] = 1. # >0 / 0 | |
| 36 | mape_day = mape_day + mape_increment | |
| 72b9c501 | 37 | abs_increment = abs(serie - forecast) |
| 3d69ff21 BA |
38 | abs_day = abs_day + abs_increment |
| 39 | mape_indices[i] = mean(mape_increment) | |
| 40 | abs_indices[i] = mean(abs_increment) | |
| 41 | } | |
| 42 | } | |
| 43 | ||
| 44 | list( | |
| 45 | "abs" = list( | |
| 46 | "day" = abs_day / nb_no_NA_data, | |
| 47 | "indices" = abs_indices), | |
| 48 | "MAPE" = list( | |
| 49 | "day" = mape_day / nb_no_NA_data, | |
| 50 | "indices" = mape_indices) ) | |
| 51 | } |