Untitled.tex

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   2 % Default to the notebook output style
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   7 % Inherit from the specified cell style.
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  13 \documentclass[11pt]{article}
  14
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  16
  17     \usepackage[T1]{fontenc}
  18     % Nicer default font (+ math font) than Computer Modern for most use cases
  19     \usepackage{mathpazo}
  20
  21     % Basic figure setup, for now with no caption control since it's done
  22     % automatically by Pandoc (which extracts ![](path) syntax from Markdown).
  23     \usepackage{graphicx}
  24     % We will generate all images so they have a width \maxwidth. This means
  25     % that they will get their normal width if they fit onto the page, but
  26     % are scaled down if they would overflow the margins.
  27     \makeatletter
  28     \def\maxwidth{\ifdim\Gin@nat@width>\linewidth\linewidth
  29     \else\Gin@nat@width\fi}
  30     \makeatother
  31     \let\Oldincludegraphics\includegraphics
  32     % Set max figure width to be 80% of text width, for now hardcoded.
  33     \renewcommand{\includegraphics}[1]{\Oldincludegraphics[width=.8\maxwidth]{#1}}
  34     % Ensure that by default, figures have no caption (until we provide a
  35     % proper Figure object with a Caption API and a way to capture that
  36     % in the conversion process - todo).
  37     \usepackage{caption}
  38     \DeclareCaptionLabelFormat{nolabel}{}
  39     \captionsetup{labelformat=nolabel}
  40
  41     \usepackage{adjustbox} % Used to constrain images to a maximum size
  42     \usepackage{xcolor} % Allow colors to be defined
  43     \usepackage{enumerate} % Needed for markdown enumerations to work
  44     \usepackage{geometry} % Used to adjust the document margins
  45     \usepackage{amsmath} % Equations
  46     \usepackage{amssymb} % Equations
  47     \usepackage{textcomp} % defines textquotesingle
  48     % Hack from http://tex.stackexchange.com/a/47451/13684:
  49     \AtBeginDocument{%
  50         \def\PYZsq{\textquotesingle}% Upright quotes in Pygmentized code
  51     }
  52     \usepackage{upquote} % Upright quotes for verbatim code
  53     \usepackage{eurosym} % defines \euro
  54     \usepackage[mathletters]{ucs} % Extended unicode (utf-8) support
  55     \usepackage[utf8x]{inputenc} % Allow utf-8 characters in the tex document
  56     \usepackage{fancyvrb} % verbatim replacement that allows latex
  57     \usepackage{grffile} % extends the file name processing of package graphics
  58                          % to support a larger range
  59     % The hyperref package gives us a pdf with properly built
  60     % internal navigation ('pdf bookmarks' for the table of contents,
  61     % internal cross-reference links, web links for URLs, etc.)
  62     \usepackage{hyperref}
  63     \usepackage{longtable} % longtable support required by pandoc >1.10
  64     \usepackage{booktabs}  % table support for pandoc > 1.12.2
  65     \usepackage[inline]{enumitem} % IRkernel/repr support (it uses the enumerate* environment)
  66     \usepackage[normalem]{ulem} % ulem is needed to support strikethroughs (\sout)
  67                                 % normalem makes italics be italics, not underlines
  68
  69
  70
  71
  72     % Colors for the hyperref package
  73     \definecolor{urlcolor}{rgb}{0,.145,.698}
  74     \definecolor{linkcolor}{rgb}{.71,0.21,0.01}
  75     \definecolor{citecolor}{rgb}{.12,.54,.11}
  76
  77     % ANSI colors
  78     \definecolor{ansi-black}{HTML}{3E424D}
  79     \definecolor{ansi-black-intense}{HTML}{282C36}
  80     \definecolor{ansi-red}{HTML}{E75C58}
  81     \definecolor{ansi-red-intense}{HTML}{B22B31}
  82     \definecolor{ansi-green}{HTML}{00A250}
  83     \definecolor{ansi-green-intense}{HTML}{007427}
  84     \definecolor{ansi-yellow}{HTML}{DDB62B}
  85     \definecolor{ansi-yellow-intense}{HTML}{B27D12}
  86     \definecolor{ansi-blue}{HTML}{208FFB}
  87     \definecolor{ansi-blue-intense}{HTML}{0065CA}
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  93     \definecolor{ansi-white-intense}{HTML}{A1A6B2}
  94
  95     % commands and environments needed by pandoc snippets
  96     % extracted from the output of `pandoc -s`
  97     \providecommand{\tightlist}{%
  98       \setlength{\itemsep}{0pt}\setlength{\parskip}{0pt}}
  99     \DefineVerbatimEnvironment{Highlighting}{Verbatim}{commandchars=\\\{\}}
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 136
 137     % Define a nice break command that doesn't care if a line doesn't already
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 140     % Math Jax compatability definitions
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 142     \def\lt{<}
 143     % Document parameters
 144     \title{Untitled}
 145
 146
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 255
 256
 257
 258
 259     % Prevent overflowing lines due to hard-to-break entities
 260     \sloppy
 261     % Setup hyperref package
 262     \hypersetup{
 263       breaklinks=true,  % so long urls are correctly broken across lines
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 266       linkcolor=linkcolor,
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 269     % Slightly bigger margins than the latex defaults
 270
 271     \geometry{verbose,tmargin=1in,bmargin=1in,lmargin=1in,rmargin=1in}
 272
 273
 274
 275     \begin{document}
 276
 277
 278     \maketitle
 279
 280
 281
 282
 283     \subsection{Package R "talweg"}\label{package-r-talweg}
 284
 285 Le package \(-\) Time-series sAmpLes forecasted With ExoGenous variables
 286 \(-\) contient le code permettant de (re)lancer les expériences
 287 numériques décrites dans cette partie et la suivante. Les fonctions
 288 principales sont respectivement * \textbf{getData()} pour construire un
 289 objet R contenant les données à partir de fichiers CSV (extraits de
 290 bases de données). Le format choisi en R est une classe R6 (du package
 291 du même nom) exposant en particulier les méthodes \emph{getSerie(i)} et
 292 \emph{getExo(i)} qui renvoient respectivement la \(i^{eme}\) série de
 293 24h et les variables exogènes (mesurées) correspondantes. Voir ?Data
 294 pour plus d'information, une fois le package chargé. *
 295 \textbf{computeForecast()} pour calculer des prédictions sur une
 296 certaine plage temporelle contenue dans \emph{data \textless{}-
 297 getData(...)} * \textbf{computeError()} pour évaluer les erreurs
 298 commises par différentes méthodes.
 299
 300 Le package contient en outre diverses fonctions graphiques
 301 \emph{plotXXX()}, utilisées dans la partie suivante.
 302
 303     \begin{Verbatim}[commandchars=\\\{\}]
 304 {\color{incolor}In [{\color{incolor}3}]:} \PY{c+c1}{\PYZsh{} Chargement de la librairie (après compilation, \PYZdq{}R CMD INSTALL .\PYZdq{})}
 305         \PY{k+kn}{library}\PY{p}{(}talweg\PY{p}{)}
 306
 307         \PY{c+c1}{\PYZsh{} Acquisition des données (depuis les fichiers CSV)}
 308         ts\PYZus{}data \PY{o}{\PYZlt{}\PYZhy{}} read.csv\PY{p}{(}\PY{k+kp}{system.file}\PY{p}{(}\PY{l+s}{\PYZdq{}}\PY{l+s}{extdata\PYZdq{}}\PY{p}{,}\PY{l+s}{\PYZdq{}}\PY{l+s}{pm10\PYZus{}mesures\PYZus{}H\PYZus{}loc.csv\PYZdq{}}\PY{p}{,}package\PY{o}{=}\PY{l+s}{\PYZdq{}}\PY{l+s}{talweg\PYZdq{}}\PY{p}{)}\PY{p}{)}
 309         exo\PYZus{}data \PY{o}{\PYZlt{}\PYZhy{}} read.csv\PY{p}{(}\PY{k+kp}{system.file}\PY{p}{(}\PY{l+s}{\PYZdq{}}\PY{l+s}{extdata\PYZdq{}}\PY{p}{,}\PY{l+s}{\PYZdq{}}\PY{l+s}{meteo\PYZus{}extra\PYZus{}noNAs.csv\PYZdq{}}\PY{p}{,}package\PY{o}{=}\PY{l+s}{\PYZdq{}}\PY{l+s}{talweg\PYZdq{}}\PY{p}{)}\PY{p}{)}
 310         data \PY{o}{\PYZlt{}\PYZhy{}} getData\PY{p}{(}ts\PYZus{}data\PY{p}{,} exo\PYZus{}data\PY{p}{,} input\PYZus{}tz\PY{o}{=}\PY{l+s}{\PYZdq{}}\PY{l+s}{GMT\PYZdq{}}\PY{p}{,} date\PYZus{}format\PY{o}{=}\PY{l+s}{\PYZdq{}}\PY{l+s}{\PYZpc{}d/\PYZpc{}m/\PYZpc{}Y \PYZpc{}H:\PYZpc{}M\PYZdq{}}\PY{p}{,}
 311             working\PYZus{}tz\PY{o}{=}\PY{l+s}{\PYZdq{}}\PY{l+s}{GMT\PYZdq{}}\PY{p}{,} predict\PYZus{}at\PY{o}{=}\PY{l+m}{7}\PY{p}{,} limit\PY{o}{=}\PY{l+m}{120}\PY{p}{)}
 312         \PY{c+c1}{\PYZsh{} Plus de détails à la section 1 ci\PYZhy{}après.}
 313
 314         \PY{c+c1}{\PYZsh{} Prédiction de 10 courbes (jours 102 à 111)}
 315         pred \PY{o}{\PYZlt{}\PYZhy{}} computeForecast\PY{p}{(}data\PY{p}{,} \PY{l+m}{101}\PY{o}{:}\PY{l+m}{110}\PY{p}{,} \PY{l+s}{\PYZdq{}}\PY{l+s}{Persistence\PYZdq{}}\PY{p}{,} \PY{l+s}{\PYZdq{}}\PY{l+s}{Zero\PYZdq{}}\PY{p}{,} memory\PY{o}{=}\PY{l+m}{50}\PY{p}{,} horizon\PY{o}{=}\PY{l+m}{12}\PY{p}{,} ncores\PY{o}{=}\PY{l+m}{1}\PY{p}{)}
 316         \PY{c+c1}{\PYZsh{} Plus de détails à la section 2 ci\PYZhy{}après.}
 317
 318         \PY{c+c1}{\PYZsh{} Calcul des erreurs (sur un horizon arbitraire \PYZlt{}= horizon de prédiction)}
 319         err \PY{o}{\PYZlt{}\PYZhy{}} computeError\PY{p}{(}data\PY{p}{,} pred\PY{p}{,} horizon\PY{o}{=}\PY{l+m}{6}\PY{p}{)}
 320         \PY{c+c1}{\PYZsh{} Plus de détails à la section 3 ci\PYZhy{}après.}
 321
 322         \PY{c+c1}{\PYZsh{} Puis voir ?plotError et les autres plot dans le paragraphe \PYZsq{}seealso\PYZsq{}}
 323 \end{Verbatim}
 324
 325     \subsubsection{getData()}\label{getdata}
 326
 327 Les arguments de cette fonction sont, dans l'ordre : 1.
 328 \textbf{ts\_data} : séries temporelles (fichier CSV avec entête ou
 329 data.frame) ; la première colonne contient les heures, la seconde les
 330 valeurs. 2. \textbf{exo\_data} : variables exogènes (fichier CSV avec
 331 entête ou data.frame) ; la première colonne contient les jours, les
 332 \(m\) suivantes les variables mesurées pour ce jour, et les \(m\)
 333 dernières les variables prédites pour ce même jour. Dans notre cas
 334 \(m=4\) : pression, température, gradient de température, vitesse du
 335 vent. 3. \textbf{input\_tz} : zone horaire pour ts\_data (défaut :
 336 "GMT"). 4. \textbf{date\_format} : format des heures dans ts\_data
 337 (défaut : "\%d/\%m/\%Y \%H:\%M", format du fichier transmis par Michel).
 338 5. \textbf{working\_tz} : zone horaire dans laquelle on souhaite
 339 travailler avec les données (défaut : "GMT"). 6. \textbf{predict\_at} :
 340 heure à laquelle s'effectue la prévision \(-\) et donc dernière heure
 341 d'un bloc de 24h, relativement à working\_tz. data\texttt{\$}getSerie(3)
 342 renvoit ainsi les 24 valeurs de 8h à 7h pour le \(3^{eme}\) bloc de 24h
 343 présent dans le jeu de données.
 344
 345     \begin{Verbatim}[commandchars=\\\{\}]
 346 {\color{incolor}In [{\color{incolor}11}]:} \PY{k+kp}{print}\PY{p}{(}data\PY{p}{)}
 347          \PY{c+c1}{\PYZsh{}?Data}
 348 \end{Verbatim}
 349
 350     \begin{Verbatim}[commandchars=\\\{\}]
 351 <Data>
 352   Public:
 353     append: function (time, serie, exo, exo\_hat)
 354     clone: function (deep = FALSE)
 355     getCenteredSerie: function (index)
 356     getCenteredSeries: function (indices)
 357     getExo: function (index)
 358     getExoHat: function (index)
 359     getLevel: function (index)
 360     getSerie: function (index)
 361     getSeries: function (indices)
 362     getSize: function ()
 363     getStdHorizon: function ()
 364     getTime: function (index)
 365     removeFirst: function ()
 366     removeLast: function ()
 367   Private:
 368     .data: list
 369
 370     \end{Verbatim}
 371
 372     \subsubsection{computeForecast()}\label{computeforecast}
 373
 374 Les arguments de cette fonction sont, dans l'ordre : 1. \textbf{data} :
 375 le jeu de données renvoyé par getData() 2. \textbf{indices} : l'ensemble
 376 de jours dont on veut prévoir les "lendemains" (prochains blocs de 24h)
 377 ; peut être donnée sous forme d'un vecteur de dates ou d'entiers
 378 (correspondants aux numéros des jours). 3. \textbf{forecaster} : le nom
 379 du prédicteur principal à utiliser ; voir ?computeForecast 4.
 380 \textbf{pjump} : le nom du prédicteur de saut d'une série à l'autre ;
 381 voir ?computeForecast 5. \textbf{memory} : le nombre de jours à prendre
 382 en compte dans le passé pour chaque prévision (par défaut : Inf,
 383 c'est-à-dire tout l'historique pris en compte). 6. \textbf{horizon} : le
 384 nombre d'heures à prédire ; par défaut "data\texttt{\$}getStdHorizon()",
 385 c'est-à-dire le nombre d'heures restantes à partir de l'instant de
 386 prévision + 1 jusqu'à minuit (17 pour predict\_at=7 par exemple). 7.
 387 \textbf{ncores} : le nombre de processus parallèles (utiliser 1 pour une
 388 exécution séquentielle)
 389
 390     \begin{Verbatim}[commandchars=\\\{\}]
 391 {\color{incolor}In [{\color{incolor}8}]:} \PY{k+kp}{print}\PY{p}{(}pred\PY{p}{)}
 392         \PY{c+c1}{\PYZsh{}?computeForecast}
 393 \end{Verbatim}
 394
 395     \begin{Verbatim}[commandchars=\\\{\}]
 396 <Forecast>
 397   Public:
 398     append: function (forecast, params, index\_in\_data)
 399     clone: function (deep = FALSE)
 400     getDates: function ()
 401     getForecast: function (index)
 402     getIndexInData: function (index)
 403     getParams: function (index)
 404     getSize: function ()
 405     initialize: function (dates)
 406   Private:
 407     .dates: 14323 14324 14325 14326 14327 14328 14329 14330 14331 14332
 408     .pred: list
 409
 410     \end{Verbatim}
 411
 412     \subsubsection{computeError()}\label{computeerror}
 413
 414 Les arguments de cette fonction sont, dans l'ordre : 1. \textbf{data} :
 415 le jeu de données renvoyé par getData() 2. \textbf{pred} : les
 416 prédictions renvoyées par computeForecast() 3. \textbf{horizon} : le
 417 nombre d'heures à considérer pour le calcul de l'erreur ; doit être
 418 inférieur ou égal à l'horizon utilisé pour la prédiction (même valeur
 419 par défaut : "data\texttt{\$}getStdHorizon()")
 420
 421     \begin{Verbatim}[commandchars=\\\{\}]
 422 {\color{incolor}In [{\color{incolor}9}]:} \PY{k+kp}{summary}\PY{p}{(}err\PY{p}{)}
 423         \PY{k+kp}{summary}\PY{p}{(}err\PY{o}{\PYZdl{}}\PY{k+kp}{abs}\PY{p}{)}
 424         \PY{k+kp}{summary}\PY{p}{(}err\PY{o}{\PYZdl{}}MAPE\PY{p}{)}
 425 \end{Verbatim}
 426
 427
 428     \begin{verbatim}
 429      Length Class  Mode
 430 abs  2      -none- list
 431 MAPE 2      -none- list
 432     \end{verbatim}
 433
 434
 435
 436     \begin{verbatim}
 437         Length Class  Mode
 438 day      6     -none- numeric
 439 indices 10     -none- numeric
 440     \end{verbatim}
 441
 442
 443
 444     \begin{verbatim}
 445         Length Class  Mode
 446 day      6     -none- numeric
 447 indices 10     -none- numeric
 448     \end{verbatim}
 449
 450
 451     \subsubsection{Graphiques}\label{graphiques}
 452
 453 Voir ?plotError : les autres fonctions graphiques sont dans la section
 454 'seealso' :
 455
 456 \begin{verbatim}
 457  ‘plotCurves’, ‘plotPredReal’, ‘plotSimils’, ‘plotFbox’,
 458  ‘computeFilaments’, ‘plotFilamentsBox’, ‘plotRelVar’
 459 \end{verbatim}
 460
 461 ?plotXXX, etc.
 462
 463
 464     % Add a bibliography block to the postdoc
 465
 466
 467
 468     \end{document}