pkg/R/computeError.R

   1 #' Compute error
   2 #'
   3 #' Compute the errors between forecasted and measured series.
   4 #'
   5 #' @param data Object of class \code{Data} output of \code{getData}
   6 #' @param pred Object of class \code{Forecast} output of \code{computeForecast}
   7 #' @param predict_from First time step to consider (>= predict_from used in
   8 #'   \code{computeForecast()})
   9 #' @param horizon Horizon where to compute the error (<= horizon used in
  10 #'   \code{computeForecast})
  11 #'
  12 #' @return A list (abs,MAPE) of lists (day,indices). The "indices" slots contain series
  13 #'   of size L where L is the number of predicted days; i-th value is the averaged error
  14 #'   (absolute or MAPE) on day i. The "day" slots contain curves of errors, for each time
  15 #'   step, averaged on the L forecasting days.
  16 #'
  17 #' @export
  18 computeError = function(data, pred, predict_from, horizon=length(data$getSerie(1)))
  19 {
  20     L = pred$getSize()
  21     mape_day = rep(0, horizon-predict_from+1)
  22     abs_day = rep(0, horizon-predict_from+1)
  23     mape_indices = rep(NA, L)
  24     abs_indices = rep(NA, L)
  25
  26     nb_no_NA_data = 0
  27     for (i in seq_len(L))
  28     {
  29         index = pred$getIndexInData(i)
  30         serie = data$getSerie(index)[predict_from:horizon]
  31         forecast = pred$getForecast(i)[predict_from:horizon]
  32         if (!any(is.na(serie)) && !any(is.na(forecast)))
  33         {
  34             nb_no_NA_data = nb_no_NA_data + 1
  35             mape_increment = abs(serie - forecast) / serie
  36             mape_increment[is.nan(mape_increment)] = 0. # 0 / 0
  37             mape_increment[!is.finite(mape_increment)] = 1. # >0 / 0
  38             mape_day = mape_day + mape_increment
  39             abs_increment = abs(serie - forecast)
  40             abs_day = abs_day + abs_increment
  41             mape_indices[i] = mean(mape_increment)
  42             abs_indices[i] = mean(abs_increment)
  43         }
  44     }
  45
  46     list(
  47         "abs" = list(
  48             "day" = abs_day / nb_no_NA_data,
  49             "indices" = abs_indices),
  50         "MAPE" = list(
  51             "day" = mape_day / nb_no_NA_data,
  52             "indices" = mape_indices) )
  53 }