#' plot curves #' #' Plot a range of curves in data #' #' @param data Object of class Data #' @param indices Range of indices (integers or dates) #' #' @export plotCurves <- function(data, indices=seq_len(data$getSize())) { yrange = quantile( sapply( indices, function(i) { serie = c(data$getCenteredSerie(i)) if (!all(is.na(serie))) range(serie, na.rm=TRUE) c() }), probs=c(0.05,0.95) ) par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5) for (i in seq_along(indices)) { plot(data$getSerie(indices[i]), type="l", ylim=yrange, xlab=ifelse(i==1,"Temps (en heures)",""), ylab=ifelse(i==1,"PM10","")) if (i < length(indices)) par(new=TRUE) } } #' plot measured / predicted #' #' Plot measured curve (in black) and predicted curve (in red) #' #' @param data Object return by \code{getData} #' @param pred Object as returned by \code{computeForecast} #' @param index Index in forecasts #' #' @export plotPredReal <- function(data, pred, index) { horizon = length(pred$getSerie(1)) measure = data$getSerie(pred$getIndexInData(index)+1)[1:horizon] yrange = range( pred$getSerie(index), measure ) par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=3) plot(measure, type="l", ylim=yrange, xlab="Temps (en heures)", ylab="PM10") par(new=TRUE) plot(pred$getSerie(index), type="l", col="#0000FF", ylim=yrange, xlab="", ylab="") } #' Compute filaments #' #' Get similar days in the past + "past tomorrow", as black as distances are small #' #' @param data Object as returned by \code{getData} #' @param index Index in data #' @param limit Number of neighbors to consider #' @param plot Should the result be plotted? #' #' @export computeFilaments <- function(data, index, limit=60, plot=TRUE) { index = dateIndexToInteger(index, data) ref_serie = data$getCenteredSerie(index) if (any(is.na(ref_serie))) stop("computeFilaments requires a serie without NAs") L = length(ref_serie) # Determine indices of no-NAs days followed by no-NAs tomorrows fdays = c() for (i in 1:(index-1)) { if ( !any(is.na(data$getSerie(i)) | is.na(data$getSerie(i+1))) ) fdays = c(fdays, i) } distances = sapply(fdays, function(i) { sqrt( sum( (ref_serie - data$getCenteredSerie(i))^2 ) / L ) }) indices = sort(distances, index.return=TRUE)$ix[1:min(limit,length(distances))] yrange = quantile( c(ref_serie, sapply( indices, function(i) { serie = c(data$getCenteredSerie(fdays[i]), data$getCenteredSerie(fdays[i]+1)) if (!all(is.na(serie))) return (range(serie, na.rm=TRUE)) c() }) ), probs=c(0.05,0.95) ) grays = gray.colors(20, 0.1, 0.9) #TODO: 20 == magic number min_dist = min(distances[indices]) max_dist = max(distances[indices]) color_values = floor( 19.5 * (distances[indices]-min_dist) / (max_dist-min_dist) ) + 1 plot_order = sort(color_values, index.return=TRUE, decreasing=TRUE)$ix colors = c(grays[ color_values[plot_order] ], "#FF0000") if (plot) { par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=2) for ( i in seq_len(length(indices)+1) ) { ii = ifelse(i<=length(indices), fdays[ indices[plot_order[i]] ], index) plot(c(data$getCenteredSerie(ii),data$getCenteredSerie(ii+1)), ylim=yrange, type="l", col=colors[i], xlab=ifelse(i==1,"Temps (en heures)",""), ylab=ifelse(i==1,"PM10 centré","")) if (i <= length(indices)) par(new=TRUE) } abline(v=24, lty=2, col=colors()[56]) } list("indices"=c(fdays[ indices[plot_order] ],index), "colors"=colors) } #' Plot similarities #' #' Plot histogram of similarities (weights) #' #' @param pred Object as returned by \code{computeForecast} #' @param index Index in forecasts (not in data) #' #' @export plotSimils <- function(pred, index) { weights = pred$getParams(index)$weights if (is.null(weights)) stop("plotSimils only works on 'Neighbors' forecasts") par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5) hist(pred$getParams(index)$weights, nclass=20, xlab="Poids", ylab="Effectif") } #' 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,...) #' #' @seealso \code{\link{plotPredReal}},\code{\link{plotFilaments}} #' \code{\link{plotSimils}},\code{\link{plotFbox}},\code{\link{plotRelativeVariability}} #' #' @export plotError <- function(err, cols=seq_along(err)) { if (!is.null(err$abs)) err = list(err) par(mfrow=c(2,2), mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=2) L = length(err) yrange = range( sapply(1:L, function(index) ( err[[index]]$abs$day ) ), na.rm=TRUE ) for (i in seq_len(L)) { plot(err[[i]]$abs$day, type="l", xlab=ifelse(i==1,"Temps (heures)",""), ylab=ifelse(i==1,"Moyenne |y - y_hat|",""), ylim=yrange, col=cols[i]) if (i < L) par(new=TRUE) } yrange = range( sapply(1:L, function(index) ( err[[index]]$abs$indices ) ), na.rm=TRUE ) for (i in seq_len(L)) { plot(err[[i]]$abs$indices, type="l", xlab=ifelse(i==1,"Temps (jours)",""), ylab=ifelse(i==1,"Moyenne |y - y_hat|",""), ylim=yrange, col=cols[i]) if (i < L) par(new=TRUE) } yrange = range( sapply(1:L, function(index) ( err[[index]]$MAPE$day ) ), na.rm=TRUE ) for (i in seq_len(L)) { plot(err[[i]]$MAPE$day, type="l", xlab=ifelse(i==1,"Temps (heures)",""), ylab=ifelse(i==1,"MAPE moyen",""), ylim=yrange, col=cols[i]) if (i < L) par(new=TRUE) } yrange = range( sapply(1:L, function(index) ( err[[index]]$MAPE$indices ) ), na.rm=TRUE ) for (i in seq_len(L)) { plot(err[[i]]$MAPE$indices, type="l", xlab=ifelse(i==1,"Temps (jours)",""), ylab=ifelse(i==1,"MAPE moyen",""), ylim=yrange, col=cols[i]) if (i < L) par(new=TRUE) } } #' Functional boxplot #' #' Draw the functional boxplot on the left, and bivariate plot on the right #' #' @param data Object return by \code{getData} #' @param fiter Optional filter: return TRUE on indices to process #' @param plot_bivariate Should the bivariate plot appear? #' #' @export plotFbox <- function(data, filter=function(index) TRUE, plot_bivariate=TRUE) { if (!requireNamespace("rainbow", quietly=TRUE)) stop("Functional boxplot requires the rainbow package") L = length(data$getCenteredSerie(2)) series_matrix = sapply(1:data$getSize(), function(index) { if (filter(index)) as.matrix(data$getSerie(index)) else rep(NA,L) }) # TODO: merge with previous step: only one pass should be required 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) if (plot_bivariate) par(mfrow=c(1,2)) par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5) rainbow::fboxplot(series_fds, "functional", "hdr", xlab="Temps (heures)", ylab="PM10", plotlegend=FALSE, lwd=2) if (plot_bivariate) rainbow::fboxplot(series_fds, "bivariate", "hdr", plotlegend=FALSE) } #' Functional boxplot on filaments #' #' Draw the functional boxplot on filaments obtained by \code{computeFilaments} #' #' @param data Object return by \code{getData} #' @param indices Indices as output by \code{computeFilaments} #' #' @export plotFilamentsBox = function(data, indices, ...) { past_neighbs_indices = head(indices,-1) plotFbox(data, function(i) i %in% past_neighbs_indices, plot_bivariate=FALSE) par(new=TRUE) # "Magic" found at http://stackoverflow.com/questions/13842560/get-xlim-from-a-plot-in-r usr <- par("usr") yr <- (usr[4] - usr[3]) / 27 plot(data$getSerie(tail(indices,1)), type="l", lwd=2, lty=2, ylim=c(usr[3] + yr, usr[4] - yr), xlab="", ylab="") } #' Plot relative conditional variability / absolute variability #' #' Draw the relative conditional variability / absolute variability based on filaments #' obtained by \code{computeFilaments} #' #' @param data Object return by \code{getData} #' @param indices Indices as output by \code{computeFilaments} #' #' @export plotRelativeVariability = function(data, indices, ...) { ref_series = t( sapply(indices, function(i) { c( data$getSerie(i), data$getSerie(i+1) ) }) ) ref_var = apply(ref_series, 2, sd) # Determine indices of no-NAs days followed by no-NAs tomorrows fdays = c() for (i in 1:(tail(indices,1)-1)) { if ( !any(is.na(data$getSerie(i)) | is.na(data$getSerie(i+1))) ) fdays = c(fdays, i) } global_var = c( apply(data$getSerie(fdays),2,sd), apply(data$getSerie(fdays+1),2,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="Temps (heures)", ylab="Écart-type") par(new=TRUE) plot(random_var, type="l", col=2, lwd=3, ylim=yrange, xlab="", ylab="") abline(v=24, lty=2, col=colors()[56]) }