+++ /dev/null
-{
- "cells": [
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "\n",
- "\n",
- "<h2>Introduction</h2>\n",
- "\n",
- "J'ai fait quelques essais dans différentes configurations pour la méthode \"Neighbors\"\n",
- "(la seule dont on a parlé) et sa variante récente appelée pour l'instant \"Neighbors2\",\n",
- "avec simtype=\"mix\" : deux types de similarités prises en compte, puis multiplication des poids.\n",
- "Pour Neighbors on prédit le saut (par la moyenne pondérée des sauts passés), et pour Neighbors2\n",
- "on n'effectue aucun raccordement (prévision directe).\n",
- "\n",
- "J'ai systématiquement comparé à une approche naïve : la moyenne des lendemains des jours\n",
- "\"similaires\" dans tout le passé, ainsi qu'à la persistence -- reproduisant le jour courant ou\n",
- "allant chercher le futur similaire une semaine avant.\n",
- "\n",
- "Ensuite j'affiche les erreurs, quelques courbes prévues/mesurées, quelques filaments puis les\n",
- "histogrammes de quelques poids. Concernant les graphes de filaments, la moitié gauche du graphe\n",
- "correspond aux jours similaires au jour courant, tandis que la moitié droite affiche les\n",
- "lendemains : ce sont donc les voisinages tels qu'utilisés dans l'algorithme.\n",
- "\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "library(talweg)\n",
- "\n",
- "P = 7 #instant de prévision\n",
- "H = 17 #horizon (en heures)\n",
- "\n",
- "ts_data = read.csv(system.file(\"extdata\",\"pm10_mesures_H_loc_report.csv\",package=\"talweg\"))\n",
- "exo_data = read.csv(system.file(\"extdata\",\"meteo_extra_noNAs.csv\",package=\"talweg\"))\n",
- "# NOTE: 'GMT' because DST gaps are filled and multiple values merged in above dataset.\n",
- "# Prediction from P+1 to P+H included.\n",
- "data = getData(ts_data, exo_data, input_tz = \"GMT\", working_tz=\"GMT\", predict_at=P)\n",
- "\n",
- "indices_ch = seq(as.Date(\"2015-01-18\"),as.Date(\"2015-01-24\"),\"days\")\n",
- "indices_ep = seq(as.Date(\"2015-03-15\"),as.Date(\"2015-03-21\"),\"days\")\n",
- "indices_np = seq(as.Date(\"2015-04-26\"),as.Date(\"2015-05-02\"),\"days\")\n"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "\n",
- "\n",
- "<h2 style=\"color:blue;font-size:2em\">Pollution par chauffage</h2>"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "p_nn = computeForecast(data, indices_ch, \"Neighbors\", \"Neighbors\", horizon=H)\n",
- "p_nn2 = computeForecast(data, indices_ch, \"Neighbors2\", \"Zero\", horizon=H)\n",
- "p_az = computeForecast(data, indices_ch, \"Average\", \"Zero\", horizon=H)\n",
- "p_pz = computeForecast(data, indices_ch, \"Persistence\", \"Zero\", horizon=H, same_day=TRUE)"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "e_nn = computeError(data, p_nn, H)\n",
- "e_nn2 = computeError(data, p_nn2, H)\n",
- "e_az = computeError(data, p_az, H)\n",
- "e_pz = computeError(data, p_pz, H)\n",
- "options(repr.plot.width=9, repr.plot.height=7)\n",
- "plotError(list(e_nn, e_pz, e_az, e_nn2), cols=c(1,2,colors()[258], 4))\n",
- "\n",
- "# Noir: Neighbors, bleu: Neighbors2, vert: moyenne, rouge: persistence\n",
- "\n",
- "i_np = which.min(e_nn$abs$indices)\n",
- "i_p = which.max(e_nn$abs$indices)"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "options(repr.plot.width=9, repr.plot.height=4)\n",
- "par(mfrow=c(1,2))\n",
- "\n",
- "plotPredReal(data, p_nn, i_np); title(paste(\"PredReal nn day\",i_np))\n",
- "plotPredReal(data, p_nn2, i_p); title(paste(\"PredReal nn day\",i_p))\n",
- "\n",
- "plotPredReal(data, p_nn2, i_np); title(paste(\"PredReal nn2 day\",i_np))\n",
- "plotPredReal(data, p_nn2, i_p); title(paste(\"PredReal nn2 day\",i_p))\n",
- "\n",
- "plotPredReal(data, p_az, i_np); title(paste(\"PredReal az day\",i_np))\n",
- "plotPredReal(data, p_az, i_p); title(paste(\"PredReal az day\",i_p))\n",
- "\n",
- "# Bleu: prévue, noir: réalisée"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "par(mfrow=c(1,2))\n",
- "f_np = computeFilaments(data, p_nn, i_np, plot=TRUE); title(paste(\"Filaments nn day\",i_np))\n",
- "f_p = computeFilaments(data, p_nn, i_p, plot=TRUE); title(paste(\"Filaments nn day\",i_p))\n",
- "\n",
- "f_np2 = computeFilaments(data, p_nn2, i_np, plot=TRUE); title(paste(\"Filaments nn2 day\",i_np))\n",
- "f_p2 = computeFilaments(data, p_nn2, i_p, plot=TRUE); title(paste(\"Filaments nn2 day\",i_p))"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "par(mfrow=c(1,2))\n",
- "plotFilamentsBox(data, f_np); title(paste(\"FilBox nn day\",i_np))\n",
- "plotFilamentsBox(data, f_p); title(paste(\"FilBox nn day\",i_p))\n",
- "\n",
- "# Generally too few neighbors:\n",
- "#plotFilamentsBox(data, f_np2); title(paste(\"FilBox nn2 day\",i_np))\n",
- "#plotFilamentsBox(data, f_p2); title(paste(\"FilBox nn2 day\",i_p))"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "par(mfrow=c(1,2))\n",
- "plotRelVar(data, f_np); title(paste(\"StdDev nn day\",i_np))\n",
- "plotRelVar(data, f_p); title(paste(\"StdDev nn day\",i_p))\n",
- "\n",
- "plotRelVar(data, f_np2); title(paste(\"StdDev nn2 day\",i_np))\n",
- "plotRelVar(data, f_p2); title(paste(\"StdDev nn2 day\",i_p))\n",
- "\n",
- "# Variabilité globale en rouge ; sur les 60 voisins (+ lendemains) en noir"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "par(mfrow=c(1,2))\n",
- "plotSimils(p_nn, i_np); title(paste(\"Weights nn day\",i_np))\n",
- "plotSimils(p_nn, i_p); title(paste(\"Weights nn day\",i_p))\n",
- "\n",
- "plotSimils(p_nn2, i_np); title(paste(\"Weights nn2 day\",i_np))\n",
- "plotSimils(p_nn2, i_p); title(paste(\"Weights nn2 day\",i_p))\n",
- "\n",
- "# - pollué à gauche, + pollué à droite"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "# Fenêtres sélectionnées dans ]0,7] / nn à gauche, nn2 à droite\n",
- "p_nn$getParams(i_np)$window\n",
- "p_nn$getParams(i_p)$window\n",
- "\n",
- "p_nn2$getParams(i_np)$window\n",
- "p_nn2$getParams(i_p)$window"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "\n",
- "\n",
- "<h2 style=\"color:blue;font-size:2em\">Pollution par épandage</h2>"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "p_nn = computeForecast(data, indices_ep, \"Neighbors\", \"Neighbors\", horizon=H)\n",
- "p_nn2 = computeForecast(data, indices_ep, \"Neighbors2\", \"Zero\", horizon=H)\n",
- "p_az = computeForecast(data, indices_ep, \"Average\", \"Zero\", horizon=H)\n",
- "p_pz = computeForecast(data, indices_ep, \"Persistence\", \"Zero\", horizon=H, same_day=TRUE)"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "e_nn = computeError(data, p_nn, H)\n",
- "e_nn2 = computeError(data, p_nn2, H)\n",
- "e_az = computeError(data, p_az, H)\n",
- "e_pz = computeError(data, p_pz, H)\n",
- "options(repr.plot.width=9, repr.plot.height=7)\n",
- "plotError(list(e_nn, e_pz, e_az, e_nn2), cols=c(1,2,colors()[258], 4))\n",
- "\n",
- "# Noir: Neighbors, bleu: Neighbors2, vert: moyenne, rouge: persistence\n",
- "\n",
- "i_np = which.min(e_nn$abs$indices)\n",
- "i_p = which.max(e_nn$abs$indices)"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "options(repr.plot.width=9, repr.plot.height=4)\n",
- "par(mfrow=c(1,2))\n",
- "\n",
- "plotPredReal(data, p_nn, i_np); title(paste(\"PredReal nn day\",i_np))\n",
- "plotPredReal(data, p_nn2, i_p); title(paste(\"PredReal nn day\",i_p))\n",
- "\n",
- "plotPredReal(data, p_nn2, i_np); title(paste(\"PredReal nn2 day\",i_np))\n",
- "plotPredReal(data, p_nn2, i_p); title(paste(\"PredReal nn2 day\",i_p))\n",
- "\n",
- "plotPredReal(data, p_az, i_np); title(paste(\"PredReal az day\",i_np))\n",
- "plotPredReal(data, p_az, i_p); title(paste(\"PredReal az day\",i_p))\n",
- "\n",
- "# Bleu: prévue, noir: réalisée"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "par(mfrow=c(1,2))\n",
- "f_np = computeFilaments(data, p_nn, i_np, plot=TRUE); title(paste(\"Filaments nn day\",i_np))\n",
- "f_p = computeFilaments(data, p_nn, i_p, plot=TRUE); title(paste(\"Filaments nn day\",i_p))\n",
- "\n",
- "f_np2 = computeFilaments(data, p_nn2, i_np, plot=TRUE); title(paste(\"Filaments nn2 day\",i_np))\n",
- "f_p2 = computeFilaments(data, p_nn2, i_p, plot=TRUE); title(paste(\"Filaments nn2 day\",i_p))"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "par(mfrow=c(1,2))\n",
- "plotFilamentsBox(data, f_np); title(paste(\"FilBox nn day\",i_np))\n",
- "plotFilamentsBox(data, f_p); title(paste(\"FilBox nn day\",i_p))\n",
- "\n",
- "# Generally too few neighbors:\n",
- "#plotFilamentsBox(data, f_np2); title(paste(\"FilBox nn2 day\",i_np))\n",
- "#plotFilamentsBox(data, f_p2); title(paste(\"FilBox nn2 day\",i_p))"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "par(mfrow=c(1,2))\n",
- "plotRelVar(data, f_np); title(paste(\"StdDev nn day\",i_np))\n",
- "plotRelVar(data, f_p); title(paste(\"StdDev nn day\",i_p))\n",
- "\n",
- "plotRelVar(data, f_np2); title(paste(\"StdDev nn2 day\",i_np))\n",
- "plotRelVar(data, f_p2); title(paste(\"StdDev nn2 day\",i_p))\n",
- "\n",
- "# Variabilité globale en rouge ; sur les 60 voisins (+ lendemains) en noir"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "par(mfrow=c(1,2))\n",
- "plotSimils(p_nn, i_np); title(paste(\"Weights nn day\",i_np))\n",
- "plotSimils(p_nn, i_p); title(paste(\"Weights nn day\",i_p))\n",
- "\n",
- "plotSimils(p_nn2, i_np); title(paste(\"Weights nn2 day\",i_np))\n",
- "plotSimils(p_nn2, i_p); title(paste(\"Weights nn2 day\",i_p))\n",
- "\n",
- "# - pollué à gauche, + pollué à droite"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "# Fenêtres sélectionnées dans ]0,7] / nn à gauche, nn2 à droite\n",
- "p_nn$getParams(i_np)$window\n",
- "p_nn$getParams(i_p)$window\n",
- "\n",
- "p_nn2$getParams(i_np)$window\n",
- "p_nn2$getParams(i_p)$window"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "\n",
- "\n",
- "<h2 style=\"color:blue;font-size:2em\">Semaine non polluée</h2>"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "p_nn = computeForecast(data, indices_np, \"Neighbors\", \"Neighbors\", horizon=H)\n",
- "p_nn2 = computeForecast(data, indices_np, \"Neighbors2\", \"Zero\", horizon=H)\n",
- "p_az = computeForecast(data, indices_np, \"Average\", \"Zero\", horizon=H)\n",
- "p_pz = computeForecast(data, indices_np, \"Persistence\", \"Zero\", horizon=H, same_day=FALSE)"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "e_nn = computeError(data, p_nn, H)\n",
- "e_nn2 = computeError(data, p_nn2, H)\n",
- "e_az = computeError(data, p_az, H)\n",
- "e_pz = computeError(data, p_pz, H)\n",
- "options(repr.plot.width=9, repr.plot.height=7)\n",
- "plotError(list(e_nn, e_pz, e_az, e_nn2), cols=c(1,2,colors()[258], 4))\n",
- "\n",
- "# Noir: Neighbors, bleu: Neighbors2, vert: moyenne, rouge: persistence\n",
- "\n",
- "i_np = which.min(e_nn$abs$indices)\n",
- "i_p = which.max(e_nn$abs$indices)"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "options(repr.plot.width=9, repr.plot.height=4)\n",
- "par(mfrow=c(1,2))\n",
- "\n",
- "plotPredReal(data, p_nn, i_np); title(paste(\"PredReal nn day\",i_np))\n",
- "plotPredReal(data, p_nn2, i_p); title(paste(\"PredReal nn day\",i_p))\n",
- "\n",
- "plotPredReal(data, p_nn2, i_np); title(paste(\"PredReal nn2 day\",i_np))\n",
- "plotPredReal(data, p_nn2, i_p); title(paste(\"PredReal nn2 day\",i_p))\n",
- "\n",
- "plotPredReal(data, p_az, i_np); title(paste(\"PredReal az day\",i_np))\n",
- "plotPredReal(data, p_az, i_p); title(paste(\"PredReal az day\",i_p))\n",
- "\n",
- "# Bleu: prévue, noir: réalisée"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "par(mfrow=c(1,2))\n",
- "f_np = computeFilaments(data, p_nn, i_np, plot=TRUE); title(paste(\"Filaments nn day\",i_np))\n",
- "f_p = computeFilaments(data, p_nn, i_p, plot=TRUE); title(paste(\"Filaments nn day\",i_p))\n",
- "\n",
- "f_np2 = computeFilaments(data, p_nn2, i_np, plot=TRUE); title(paste(\"Filaments nn2 day\",i_np))\n",
- "f_p2 = computeFilaments(data, p_nn2, i_p, plot=TRUE); title(paste(\"Filaments nn2 day\",i_p))"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "par(mfrow=c(1,2))\n",
- "plotFilamentsBox(data, f_np); title(paste(\"FilBox nn day\",i_np))\n",
- "plotFilamentsBox(data, f_p); title(paste(\"FilBox nn day\",i_p))\n",
- "\n",
- "# Generally too few neighbors:\n",
- "#plotFilamentsBox(data, f_np2); title(paste(\"FilBox nn2 day\",i_np))\n",
- "#plotFilamentsBox(data, f_p2); title(paste(\"FilBox nn2 day\",i_p))"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "par(mfrow=c(1,2))\n",
- "plotRelVar(data, f_np); title(paste(\"StdDev nn day\",i_np))\n",
- "plotRelVar(data, f_p); title(paste(\"StdDev nn day\",i_p))\n",
- "\n",
- "plotRelVar(data, f_np2); title(paste(\"StdDev nn2 day\",i_np))\n",
- "plotRelVar(data, f_p2); title(paste(\"StdDev nn2 day\",i_p))\n",
- "\n",
- "# Variabilité globale en rouge ; sur les 60 voisins (+ lendemains) en noir"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "par(mfrow=c(1,2))\n",
- "plotSimils(p_nn, i_np); title(paste(\"Weights nn day\",i_np))\n",
- "plotSimils(p_nn, i_p); title(paste(\"Weights nn day\",i_p))\n",
- "\n",
- "plotSimils(p_nn2, i_np); title(paste(\"Weights nn2 day\",i_np))\n",
- "plotSimils(p_nn2, i_p); title(paste(\"Weights nn2 day\",i_p))\n",
- "\n",
- "# - pollué à gauche, + pollué à droite"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {},
- "outputs": [],
- "source": [
- "# Fenêtres sélectionnées dans ]0,7] / nn à gauche, nn2 à droite\n",
- "p_nn$getParams(i_np)$window\n",
- "p_nn$getParams(i_p)$window\n",
- "\n",
- "p_nn2$getParams(i_np)$window\n",
- "p_nn2$getParams(i_p)$window"
- ]
- }
- ],
- "metadata": {},
- "nbformat": 4,
- "nbformat_minor": 2
-}