X-Git-Url: https://git.auder.net/?p=talweg.git;a=blobdiff_plain;f=reports%2Freport.gj;h=aee6ad45598ac2c63489469651be28f3164ea752;hp=088b43efb9ccd0435c2f61d62acd8de8339b0557;hb=5e838b3e17465c376ca075b766cf2543c82e9864;hpb=55639673dd1510a02671c4646813ae346cdca4d6 diff --git a/reports/report.gj b/reports/report.gj index 088b43e..aee6ad4 100644 --- a/reports/report.gj +++ b/reports/report.gj @@ -2,9 +2,9 @@

Introduction

J'ai fait quelques essais dans différentes configurations pour la méthode "Neighbors" -(la seule dont on a parlé).
Il semble que le mieux soit +(la seule dont on a parlé) et sa variante récente appelée pour l'instant "Neighbors2".
- * simtype="exo" ou "mix" : similarités exogènes avec/sans endogènes (fenêtre optimisée par VC) + * simtype="exo", "endo" ou "mix" : type de similarités (fenêtre optimisée par VC) * same_season=FALSE : les indices pour la validation croisée ne tiennent pas compte des saisons * mix_strategy="mult" : on multiplie les poids (au lieu d'en éteindre) @@ -24,10 +24,13 @@ list_indices = ['indices_ch', 'indices_ep', 'indices_np'] -----r library(talweg) +P = ${P} #instant de prévision +H = ${H} #horizon (en heures) + ts_data = read.csv(system.file("extdata","pm10_mesures_H_loc_report.csv",package="talweg")) exo_data = read.csv(system.file("extdata","meteo_extra_noNAs.csv",package="talweg")) data = getData(ts_data, exo_data, input_tz = "Europe/Paris", working_tz="Europe/Paris", - predict_at=${P}) #predict from P+1 to P+H included + predict_at=P) #predict from P+1 to P+H included indices_ch = seq(as.Date("2015-01-18"),as.Date("2015-01-24"),"days") indices_ep = seq(as.Date("2015-03-15"),as.Date("2015-03-21"),"days") @@ -38,18 +41,18 @@ indices_np = seq(as.Date("2015-04-26"),as.Date("2015-05-02"),"days")

${list_titles[i]}

-----r p_nn_exo = computeForecast(data, ${list_indices[i]}, "Neighbors", "Neighbors", - horizon=${H}, simtype="exo") + horizon=H, simtype="exo") p_nn_mix = computeForecast(data, ${list_indices[i]}, "Neighbors", "Neighbors", - horizon=${H}, simtype="mix") + horizon=H, simtype="mix") p_az = computeForecast(data, ${list_indices[i]}, "Average", "Zero", - horizon=${H}) + horizon=H) p_pz = computeForecast(data, ${list_indices[i]}, "Persistence", "Zero", horizon=${H}, same_day=${'TRUE' if loop.index < 2 else 'FALSE'}) -----r -e_nn_exo = computeError(data, p_nn_exo, ${H}) -e_nn_mix = computeError(data, p_nn_mix, ${H}) -e_az = computeError(data, p_az, ${H}) -e_pz = computeError(data, p_pz, ${H}) +e_nn_exo = computeError(data, p_nn_exo, H) +e_nn_mix = computeError(data, p_nn_mix, H) +e_az = computeError(data, p_az, H) +e_pz = computeError(data, p_pz, H) options(repr.plot.width=9, repr.plot.height=7) plotError(list(e_nn_mix, e_pz, e_az, e_nn_exo), cols=c(1,2,colors()[258], 4))