#' Plot curves #' #' Plot a range of curves in data. #' #' @inheritParams computeError #' @param indices Range of indices (integers or dates) #' #' @export plotCurves <- function(data, indices=seq_len(data$getSize())) { series = data$getSeries(indices) yrange = quantile(series, probs=c(0.025,0.975), na.rm=TRUE) par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5) matplot(series, type="l", ylim=yrange, xlab="Time (hours)", ylab="PM10") } #' Plot error #' #' Draw error graphs, potentially from several runs of \code{computeForecast()}. #' #' @param err Error as returned by \code{computeError()} #' @param cols Colors for each error (default: 1,2,3,...) #' @param agg Aggregation level ("day", "week" or "month") #' #' @seealso \code{\link{plotCurves}}, \code{\link{plotPredReal}}, #' \code{\link{plotSimils}}, \code{\link{plotFbox}}, \code{\link{computeFilaments}}, #' \code{\link{plotFilamentsBox}}, \code{\link{plotRelVar}} #' #' @export plotError <- function(err, cols=seq_along(err), agg="day") { if (!is.null(err$abs)) err = list(err) par(mfrow=c(2,2), mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5) L = length(err) yrange = range( sapply(1:L, function(i) err[[i]]$abs$day), na.rm=TRUE ) matplot(sapply( seq_len(L), function(i) err[[i]]$abs$day ), type="l", xlab="Time (hours)", ylab="Mean |y - y_hat|", ylim=yrange, col=cols, lwd=2, lty=1) agg_curves <- sapply( seq_len(L), function(i) { curve <- err[[i]]$abs$indices delta <- if (agg=="day") 1 else if (agg=="week") 7 else if (agg=="month") 30 vapply( seq(1,length(curve),delta), function(i) { mean(curve[i:(i+delta-1)], na.rm=TRUE) }, vector("double",1), USE.NAMES=FALSE ) }) yrange = range(agg_curves, na.rm=TRUE) matplot(agg_curves, type="l", xlab=paste("Time (",agg,"s)", sep=""), ylab="Mean |y - y_hat|", ylim=yrange, col=cols, lwd=2, lty=1) yrange = range( sapply(1:L, function(i) err[[i]]$MAPE$day), na.rm=TRUE ) matplot(sapply( seq_len(L), function(i) err[[i]]$MAPE$day ), type="l", xlab="Time (hours)", ylab="Mean MAPE", ylim=yrange, col=cols, lwd=2, lty=1) agg_curves <- sapply( seq_len(L), function(i) { curve <- err[[i]]$MAPE$indices delta <- if (agg=="day") 1 else if (agg=="week") 7 else if (agg=="month") 30 vapply( seq(1,length(curve),delta), function(i) { mean(curve[i:(i+delta-1)], na.rm=TRUE) }, vector("double",1), USE.NAMES=FALSE ) }) yrange = range(agg_curves, na.rm=TRUE) matplot(agg_curves, type="l", xlab=paste("Time (",agg,"s)", sep=""), ylab="Mean MAPE", ylim=yrange, col=cols, lwd=2, lty=1) } #' Plot measured / predicted #' #' Plot measured curve (in black) and predicted curve (in blue). #' #' @inheritParams computeError #' @param index Index in forecasts (integer or date) #' #' @export plotPredReal <- function(data, pred, index) { prediction = pred$getForecast(index) measure = data$getSerie( pred$getIndexInData(index) )[1:length(pred$getForecast(1))] # Remove the common part, where prediction == measure dot_mark <- ifelse(prediction[1]==measure[1], which.max(seq_along(prediction)[prediction==measure]), 0) prediction = prediction[(dot_mark+1):length(prediction)] measure = measure[(dot_mark+1):length(measure)] yrange = range(measure, prediction) par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=3) plot(measure, type="l", ylim=yrange, xlab="Time (hours)", ylab="PM10") par(new=TRUE) plot(prediction, type="l", col="#0000FF", ylim=yrange, xlab="", ylab="") } #' Plot similarities #' #' Plot histogram of similarities (weights), for 'Neighbors' method. #' #' @inheritParams computeError #' @param index Index in forecasts (integer or date) #' #' @export plotSimils <- function(pred, index) { weights = pred$getParams(index)$weights if (is.null(weights)) stop("plotSimils only works on 'Neighbors' forecasts") par(mfrow=c(1,2), mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5) small_weights = weights[ weights < 1/length(weights) ] large_weights = weights[ weights >= 1/length(weights) ] hist(small_weights, nclass=25, main="", xlab="Weight < 1/N", ylab="Count") hist(large_weights, nclass=25, main="", xlab="Weight >= 1/N", ylab="Count") } #' Functional boxplot #' #' Draw the functional boxplot on the left, and bivariate plot on the right. #' #' @inheritParams computeError #' @inheritParams plotCurves #' #' @export plotFbox <- function(data, indices=seq_len(data$getSize())) { if (!requireNamespace("rainbow", quietly=TRUE)) stop("Functional boxplot requires the rainbow package") series_matrix = data$getSeries(indices) # Remove series with NAs no_NAs_indices = sapply( 1:ncol(series_matrix), function(i) all(!is.na(series_matrix[,i])) ) series_matrix = series_matrix[,no_NAs_indices] series_fds = rainbow::fds(seq_len(nrow(series_matrix)), series_matrix) par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5) rainbow::fboxplot(series_fds, "functional", "hdr", xlab="Time (hours)", ylab="PM10", plotlegend=FALSE, lwd=2) rainbow::fboxplot(series_fds, "bivariate", "hdr", plotlegend=FALSE) } #' Compute filaments #' #' Obtain similar days in the past, and (optionally) plot them -- as black as distances #' are small. #' #' @inheritParams computeError #' @param index Index in forecast (integer or date) #' @param limit Number of neighbors to consider #' @param plot Should the result be plotted? #' #' @return A list with #' \itemize{ #' \item index : index of the current serie ('today') #' \item neighb_indices : indices of its neighbors #' \item colors : colors of neighbors curves (shades of gray) #' } #' #' @export computeFilaments <- function(data, pred, index, limit=60, plot=TRUE) { weights <- pred$getParams(index)$weights if (is.null(weights) || is.na(pred$getParams(index)$weights[1])) stop("computeFilaments requires a serie without NAs") nn <- min(limit, length(weights)) sorted_dists = sort(-log(weights), index.return=TRUE) # Compute colors for each neighbor (from darkest to lightest), if weights differ if ( any( weights != weights[1] ) ) { min_dist = min(sorted_dists$x[1:nn]) max_dist = max(sorted_dists$x[1:nn]) color_values = floor(19.5*(sorted_dists$x[1:nn]-min_dist)/(max_dist-min_dist)) + 1 colors = gray.colors(20,0.1,0.9)[color_values] #TODO: 20 == magic number } else colors <- rep(colors()[17], length(weights)) if (plot) { # Complete series with (past and present) tomorrows ref_serie = c( data$getCenteredSerie( pred$getIndexInData(index)-1 ), data$getCenteredSerie( pred$getIndexInData(index) ) ) centered_series = rbind( data$getCenteredSeries( pred$getParams(index)$indices-1 ), data$getCenteredSeries( pred$getParams(index)$indices ) ) yrange = range( ref_serie, quantile(centered_series, probs=c(0.025,0.975), na.rm=TRUE) ) par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=2) for (i in nn:1) { plot(centered_series[,sorted_dists$ix[i]], ylim=yrange, type="l", col=colors[i], xlab=ifelse(i==1,"Time (hours)",""), ylab=ifelse(i==1,"Centered PM10","")) par(new=TRUE) } # Also plot ref curve, in red plot(ref_serie, ylim=yrange, type="l", col="#FF0000", xlab="", ylab="") dot_mark <- 0.5 + which.max( pred$getForecast(1) == data$getSerie( pred$getIndexInData(1) )[1:length(pred$getForecast(1))] ) abline(v=24+dot_mark, lty=2, col=colors()[56], lwd=1) } list( "index"=pred$getIndexInData(index), "neighb_indices"=pred$getParams(index)$indices[sorted_dists$ix[1:nn]], "colors"=colors) } #' Functional boxplot on filaments #' #' Draw the functional boxplot on filaments obtained by \code{computeFilaments()}. #' #' @inheritParams computeError #' @param fil Output of \code{computeFilaments} #' @param predict_from First predicted time step #' #' @export plotFilamentsBox = function(data, fil, predict_from) { if (!requireNamespace("rainbow", quietly=TRUE)) stop("Functional boxplot requires the rainbow package") series_matrix = rbind( data$getSeries(fil$neighb_indices-1), data$getSeries(fil$neighb_indices) ) series_fds = rainbow::fds(seq_len(nrow(series_matrix)), series_matrix) par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5) rainbow::fboxplot(series_fds, "functional", "hdr", xlab="Time (hours)", ylab="PM10", plotlegend=FALSE, lwd=2) # "Magic": http://stackoverflow.com/questions/13842560/get-xlim-from-a-plot-in-r usr <- par("usr") yr <- (usr[4] - usr[3]) / 27 par(new=TRUE) plot(c(data$getSerie(fil$index-1),data$getSerie(fil$index)), type="l", lwd=2, lty=2, ylim=c(usr[3] + yr, usr[4] - yr), xlab="", ylab="") abline(v=24+predict_from-0.5, lty=2, col=colors()[56]) } #' Plot relative conditional variability / absolute variability #' #' Draw the relative conditional variability / absolute variability based on filaments #' obtained by \code{computeFilaments()}. #' #' @inheritParams computeError #' @inheritParams plotFilamentsBox #' #' @export plotRelVar = function(data, fil, predict_from) { ref_var = c( apply(data$getSeries(fil$neighb_indices-1),1,sd), apply(data$getSeries(fil$neighb_indices),1,sd) ) tdays = .getNoNA2(data, 2, fil$index) global_var = c( apply(data$getSeries(tdays-1),1,sd), apply(data$getSeries(tdays),1,sd) ) yrange = range(ref_var, global_var) par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5) plot(ref_var, type="l", col=1, lwd=3, ylim=yrange, xlab="Time (hours)", ylab="Standard deviation") par(new=TRUE) plot(global_var, type="l", col=2, lwd=3, ylim=yrange, xlab="", ylab="") abline(v=24+predict_from-0.5, lty=2, col=colors()[56]) }