#'
#' @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))
+plotError <- function(err, cols=seq_along(err), agg="day")
{
if (!is.null(err$abs))
err = list(err)
- par(mfrow=c(2,2), mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=2)
+ par(mfrow=c(2,2), mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
L = length(err)
- yrange = range( sapply(1:L, function(i) ( err[[i]]$abs$day ) ), na.rm=TRUE )
- for (i in seq_len(L))
- {
- plot(err[[i]]$abs$day, type="l", xlab=ifelse(i==1,"Time (hours)",""),
- ylab=ifelse(i==1,"Mean |y - y_hat|",""), ylim=yrange, col=cols[i])
- if (i < L)
- par(new=TRUE)
- }
- yrange = range( sapply(1:L, function(i) ( err[[i]]$abs$indices ) ), na.rm=TRUE )
- for (i in seq_len(L))
- {
- plot(err[[i]]$abs$indices, type="l", xlab=ifelse(i==1,"Time (days)",""),
- ylab=ifelse(i==1,"Mean |y - y_hat|",""), ylim=yrange, col=cols[i])
- if (i < L)
- par(new=TRUE)
- }
- yrange = range( sapply(1:L, function(i) ( err[[i]]$MAPE$day ) ), na.rm=TRUE )
- for (i in seq_len(L))
- {
- plot(err[[i]]$MAPE$day, type="l", xlab=ifelse(i==1,"Time (hours)",""),
- ylab=ifelse(i==1,"Mean MAPE",""), ylim=yrange, col=cols[i])
- if (i < L)
- par(new=TRUE)
- }
- yrange = range( sapply(1:L, function(i) ( err[[i]]$MAPE$indices ) ), na.rm=TRUE )
- for (i in seq_len(L))
- {
- plot(err[[i]]$MAPE$indices, type="l", xlab=ifelse(i==1,"Time (days)",""),
- ylab=ifelse(i==1,"Mean MAPE",""), ylim=yrange, col=cols[i])
- if (i < L)
- par(new=TRUE)
- }
+
+ yrange = range( sapply(1:L, function(i) err[[i]]$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$indices
+ delta <- if (agg=="day") 1 else if (agg=="week") 7 else if (agg=="month") 30
+ vapply( seq(1,length(curve),delta), function(i) {
+ mean(curve[i:(i+delta-1)], na.rm=TRUE)
+ }, vector("double",1), USE.NAMES=FALSE )
+ })
+ yrange = range(agg_curves, na.rm=TRUE)
+ matplot(agg_curves, type="l", xlab=paste("Time (",agg,"s)", sep=""),
+ ylab="Mean MAPE", ylim=yrange, col=cols, lwd=2, lty=1)
}
#' Plot measured / predicted
plotPredReal <- function(data, pred, index)
{
prediction = pred$getForecast(index)
- measure = data$getSerie( pred$getIndexInData(index) )[1:length(prediction)]
+ measure = data$getSerie( pred$getIndexInData(index) )[1:length(pred$getForecast(1))]
+
+ # Remove the common part, where prediction == measure
+ dot_mark <- ifelse(prediction[1]==measure[1],
+ which.max(seq_along(prediction)[prediction==measure]), 0)
+ prediction = prediction[(dot_mark+1):length(prediction)]
+ measure = measure[(dot_mark+1):length(measure)]
+
yrange = range(measure, prediction)
par(mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5, lwd=3)
plot(measure, type="l", ylim=yrange, xlab="Time (hours)", ylab="PM10")
weights = pred$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)$weights, nclass=20, main="", xlab="Weight", ylab="Count")
+ par(mfrow=c(1,2), mar=c(4.7,5,1,1), cex.axis=1.5, cex.lab=1.5)
+ small_weights = weights[ weights < 1/length(weights) ]
+ large_weights = weights[ weights >= 1/length(weights) ]
+ hist(small_weights, nclass=25, main="", xlab="Weight < 1/N", ylab="Count")
+ hist(large_weights, nclass=25, main="", xlab="Weight >= 1/N", ylab="Count")
}
#' Functional boxplot
#' @param index Index in forecast (integer or date)
#' @param limit Number of neighbors to consider
#' @param plot Should the result be plotted?
-#' @param predict_from First prediction instant
#'
#' @return A list with
#' \itemize{
#' }
#'
#' @export
-computeFilaments <- function(data, pred, index, predict_from, limit=60, plot=TRUE)
+computeFilaments <- function(data, pred, index, limit=60, plot=TRUE)
{
- if (is.null(pred$getParams(index)$weights) || is.na(pred$getParams(index)$weights[1]))
+ weights <- pred$getParams(index)$weights
+ if (is.null(weights) || is.na(pred$getParams(index)$weights[1]))
stop("computeFilaments requires a serie without NAs")
- # Compute colors for each neighbor (from darkest to lightest)
- sorted_dists = sort(-log(pred$getParams(index)$weights), index.return=TRUE)
- nn = min(limit, length(sorted_dists$x))
- min_dist = min(sorted_dists$x[1:nn])
- max_dist = max(sorted_dists$x[1:nn])
- color_values = floor(19.5*(sorted_dists$x[1:nn]-min_dist)/(max_dist-min_dist)) + 1
- colors = gray.colors(20,0.1,0.9)[color_values] #TODO: 20 == magic number
+ nn <- min(limit, length(weights))
+ sorted_dists = sort(-log(weights), index.return=TRUE)
+ # Compute colors for each neighbor (from darkest to lightest), if weights differ
+ if ( any( weights != weights[1] ) )
+ {
+ min_dist = min(sorted_dists$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)
{
}
# Also plot ref curve, in red
plot(ref_serie, ylim=yrange, type="l", col="#FF0000", xlab="", ylab="")
- abline(v=24+predict_from-0.5, lty=2, col=colors()[56], lwd=1)
+ 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(
#'
#' @inheritParams computeError
#' @param fil Output of \code{computeFilaments}
+#' @param predict_from First predicted time step
#'
#' @export
plotFilamentsBox = function(data, fil, predict_from)
usr <- par("usr")
yr <- (usr[4] - usr[3]) / 27
par(new=TRUE)
- plot(c(data$getSerie(fil$index),data$getSerie(fil$index+1)), type="l", lwd=2, lty=2,
+ 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])
}