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[talweg.git] / Untitled.tex
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2% Default to the notebook output style
3
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6
7% Inherit from the specified cell style.
8
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11
12
13\documentclass[11pt]{article}
14
15
16
17 \usepackage[T1]{fontenc}
18 % Nicer default font (+ math font) than Computer Modern for most use cases
19 \usepackage{mathpazo}
20
21 % Basic figure setup, for now with no caption control since it's done
22 % automatically by Pandoc (which extracts ![](path) syntax from Markdown).
23 \usepackage{graphicx}
24 % We will generate all images so they have a width \maxwidth. This means
25 % that they will get their normal width if they fit onto the page, but
26 % are scaled down if they would overflow the margins.
27 \makeatletter
28 \def\maxwidth{\ifdim\Gin@nat@width>\linewidth\linewidth
29 \else\Gin@nat@width\fi}
30 \makeatother
31 \let\Oldincludegraphics\includegraphics
32 % Set max figure width to be 80% of text width, for now hardcoded.
33 \renewcommand{\includegraphics}[1]{\Oldincludegraphics[width=.8\maxwidth]{#1}}
34 % Ensure that by default, figures have no caption (until we provide a
35 % proper Figure object with a Caption API and a way to capture that
36 % in the conversion process - todo).
37 \usepackage{caption}
38 \DeclareCaptionLabelFormat{nolabel}{}
39 \captionsetup{labelformat=nolabel}
40
41 \usepackage{adjustbox} % Used to constrain images to a maximum size
42 \usepackage{xcolor} % Allow colors to be defined
43 \usepackage{enumerate} % Needed for markdown enumerations to work
44 \usepackage{geometry} % Used to adjust the document margins
45 \usepackage{amsmath} % Equations
46 \usepackage{amssymb} % Equations
47 \usepackage{textcomp} % defines textquotesingle
48 % Hack from http://tex.stackexchange.com/a/47451/13684:
49 \AtBeginDocument{%
50 \def\PYZsq{\textquotesingle}% Upright quotes in Pygmentized code
51 }
52 \usepackage{upquote} % Upright quotes for verbatim code
53 \usepackage{eurosym} % defines \euro
54 \usepackage[mathletters]{ucs} % Extended unicode (utf-8) support
55 \usepackage[utf8x]{inputenc} % Allow utf-8 characters in the tex document
56 \usepackage{fancyvrb} % verbatim replacement that allows latex
57 \usepackage{grffile} % extends the file name processing of package graphics
58 % to support a larger range
59 % The hyperref package gives us a pdf with properly built
60 % internal navigation ('pdf bookmarks' for the table of contents,
61 % internal cross-reference links, web links for URLs, etc.)
62 \usepackage{hyperref}
63 \usepackage{longtable} % longtable support required by pandoc >1.10
64 \usepackage{booktabs} % table support for pandoc > 1.12.2
65 \usepackage[inline]{enumitem} % IRkernel/repr support (it uses the enumerate* environment)
66 \usepackage[normalem]{ulem} % ulem is needed to support strikethroughs (\sout)
67 % normalem makes italics be italics, not underlines
68
69
70
71
72 % Colors for the hyperref package
73 \definecolor{urlcolor}{rgb}{0,.145,.698}
74 \definecolor{linkcolor}{rgb}{.71,0.21,0.01}
75 \definecolor{citecolor}{rgb}{.12,.54,.11}
76
77 % ANSI colors
78 \definecolor{ansi-black}{HTML}{3E424D}
79 \definecolor{ansi-black-intense}{HTML}{282C36}
80 \definecolor{ansi-red}{HTML}{E75C58}
81 \definecolor{ansi-red-intense}{HTML}{B22B31}
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85 \definecolor{ansi-yellow-intense}{HTML}{B27D12}
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92 \definecolor{ansi-white}{HTML}{C5C1B4}
93 \definecolor{ansi-white-intense}{HTML}{A1A6B2}
94
95 % commands and environments needed by pandoc snippets
96 % extracted from the output of `pandoc -s`
97 \providecommand{\tightlist}{%
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99 \DefineVerbatimEnvironment{Highlighting}{Verbatim}{commandchars=\\\{\}}
100 % Add ',fontsize=\small' for more characters per line
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116
117 % Additional commands for more recent versions of Pandoc
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135
136
137 % Define a nice break command that doesn't care if a line doesn't already
138 % exist.
139 \def\br{\hspace*{\fill} \\* }
140 % Math Jax compatability definitions
141 \def\gt{>}
142 \def\lt{<}
143 % Document parameters
144 \title{Untitled}
145
146
147
148
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157 \PY@tok{#1}\expandafter\PY@toks\fi}
158\def\PY@do#1{\PY@bc{\PY@tc{\PY@ul{%
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251
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256
257
258
259 % Prevent overflowing lines due to hard-to-break entities
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268 }
269 % Slightly bigger margins than the latex defaults
270
271 \geometry{verbose,tmargin=1in,bmargin=1in,lmargin=1in,rmargin=1in}
272
273
274
275 \begin{document}
276
277
278 \maketitle
279
280
281
282
283 \subsection{Package R "talweg"}\label{package-r-talweg}
284
285Le package \(-\) Time-series sAmpLes forecasted With ExoGenous variables
286\(-\) contient le code permettant de (re)lancer les expériences
287numériques décrites dans cette partie et la suivante. Les fonctions
288principales sont respectivement * \textbf{getData()} pour construire un
289objet R contenant les données à partir de fichiers CSV (extraits de
290bases de données). Le format choisi en R est une classe R6 (du package
291du même nom) exposant en particulier les méthodes \emph{getSerie(i)} et
292\emph{getExo(i)} qui renvoient respectivement la \(i^{eme}\) série de
29324h et les variables exogènes (mesurées) correspondantes. Voir ?Data
294pour plus d'information, une fois le package chargé. *
295\textbf{computeForecast()} pour calculer des prédictions sur une
296certaine plage temporelle contenue dans \emph{data \textless{}-
297getData(...)} * \textbf{computeError()} pour évaluer les erreurs
298commises par différentes méthodes.
299
300Le package contient en outre diverses fonctions graphiques
301\emph{plotXXX()}, utilisées dans la partie suivante.
302
303 \begin{Verbatim}[commandchars=\\\{\}]
304{\color{incolor}In [{\color{incolor}3}]:} \PY{c+c1}{\PYZsh{} Chargement de la librairie (après compilation, \PYZdq{}R CMD INSTALL .\PYZdq{})}
305 \PY{k+kn}{library}\PY{p}{(}talweg\PY{p}{)}
306
307 \PY{c+c1}{\PYZsh{} Acquisition des données (depuis les fichiers CSV)}
308 ts\PYZus{}data \PY{o}{\PYZlt{}\PYZhy{}} read.csv\PY{p}{(}\PY{k+kp}{system.file}\PY{p}{(}\PY{l+s}{\PYZdq{}}\PY{l+s}{extdata\PYZdq{}}\PY{p}{,}\PY{l+s}{\PYZdq{}}\PY{l+s}{pm10\PYZus{}mesures\PYZus{}H\PYZus{}loc.csv\PYZdq{}}\PY{p}{,}package\PY{o}{=}\PY{l+s}{\PYZdq{}}\PY{l+s}{talweg\PYZdq{}}\PY{p}{)}\PY{p}{)}
309 exo\PYZus{}data \PY{o}{\PYZlt{}\PYZhy{}} read.csv\PY{p}{(}\PY{k+kp}{system.file}\PY{p}{(}\PY{l+s}{\PYZdq{}}\PY{l+s}{extdata\PYZdq{}}\PY{p}{,}\PY{l+s}{\PYZdq{}}\PY{l+s}{meteo\PYZus{}extra\PYZus{}noNAs.csv\PYZdq{}}\PY{p}{,}package\PY{o}{=}\PY{l+s}{\PYZdq{}}\PY{l+s}{talweg\PYZdq{}}\PY{p}{)}\PY{p}{)}
310 data \PY{o}{\PYZlt{}\PYZhy{}} getData\PY{p}{(}ts\PYZus{}data\PY{p}{,} exo\PYZus{}data\PY{p}{,} input\PYZus{}tz\PY{o}{=}\PY{l+s}{\PYZdq{}}\PY{l+s}{GMT\PYZdq{}}\PY{p}{,} date\PYZus{}format\PY{o}{=}\PY{l+s}{\PYZdq{}}\PY{l+s}{\PYZpc{}d/\PYZpc{}m/\PYZpc{}Y \PYZpc{}H:\PYZpc{}M\PYZdq{}}\PY{p}{,}
311 working\PYZus{}tz\PY{o}{=}\PY{l+s}{\PYZdq{}}\PY{l+s}{GMT\PYZdq{}}\PY{p}{,} predict\PYZus{}at\PY{o}{=}\PY{l+m}{7}\PY{p}{,} limit\PY{o}{=}\PY{l+m}{120}\PY{p}{)}
312 \PY{c+c1}{\PYZsh{} Plus de détails à la section 1 ci\PYZhy{}après.}
313
314 \PY{c+c1}{\PYZsh{} Prédiction de 10 courbes (jours 102 à 111)}
315 pred \PY{o}{\PYZlt{}\PYZhy{}} computeForecast\PY{p}{(}data\PY{p}{,} \PY{l+m}{101}\PY{o}{:}\PY{l+m}{110}\PY{p}{,} \PY{l+s}{\PYZdq{}}\PY{l+s}{Persistence\PYZdq{}}\PY{p}{,} \PY{l+s}{\PYZdq{}}\PY{l+s}{Zero\PYZdq{}}\PY{p}{,} memory\PY{o}{=}\PY{l+m}{50}\PY{p}{,} horizon\PY{o}{=}\PY{l+m}{12}\PY{p}{,} ncores\PY{o}{=}\PY{l+m}{1}\PY{p}{)}
316 \PY{c+c1}{\PYZsh{} Plus de détails à la section 2 ci\PYZhy{}après.}
317
318 \PY{c+c1}{\PYZsh{} Calcul des erreurs (sur un horizon arbitraire \PYZlt{}= horizon de prédiction)}
319 err \PY{o}{\PYZlt{}\PYZhy{}} computeError\PY{p}{(}data\PY{p}{,} pred\PY{p}{,} horizon\PY{o}{=}\PY{l+m}{6}\PY{p}{)}
320 \PY{c+c1}{\PYZsh{} Plus de détails à la section 3 ci\PYZhy{}après.}
321
322 \PY{c+c1}{\PYZsh{} Puis voir ?plotError et les autres plot dans le paragraphe \PYZsq{}seealso\PYZsq{}}
323\end{Verbatim}
324
325 \subsubsection{getData()}\label{getdata}
326
327Les arguments de cette fonction sont, dans l'ordre : 1.
328\textbf{ts\_data} : séries temporelles (fichier CSV avec entête ou
329data.frame) ; la première colonne contient les heures, la seconde les
330valeurs. 2. \textbf{exo\_data} : variables exogènes (fichier CSV avec
331entête ou data.frame) ; la première colonne contient les jours, les
332\(m\) suivantes les variables mesurées pour ce jour, et les \(m\)
333dernières les variables prédites pour ce même jour. Dans notre cas
334\(m=4\) : pression, température, gradient de température, vitesse du
335vent. 3. \textbf{input\_tz} : zone horaire pour ts\_data (défaut :
336"GMT"). 4. \textbf{date\_format} : format des heures dans ts\_data
337(défaut : "\%d/\%m/\%Y \%H:\%M", format du fichier transmis par Michel).
3385. \textbf{working\_tz} : zone horaire dans laquelle on souhaite
339travailler avec les données (défaut : "GMT"). 6. \textbf{predict\_at} :
340heure à laquelle s'effectue la prévision \(-\) et donc dernière heure
341d'un bloc de 24h, relativement à working\_tz. data\texttt{\$}getSerie(3)
342renvoit ainsi les 24 valeurs de 8h à 7h pour le \(3^{eme}\) bloc de 24h
343présent dans le jeu de données.
344
345 \begin{Verbatim}[commandchars=\\\{\}]
346{\color{incolor}In [{\color{incolor}11}]:} \PY{k+kp}{print}\PY{p}{(}data\PY{p}{)}
347 \PY{c+c1}{\PYZsh{}?Data}
348\end{Verbatim}
349
350 \begin{Verbatim}[commandchars=\\\{\}]
351<Data>
352 Public:
353 append: function (time, serie, exo, exo\_hat)
354 clone: function (deep = FALSE)
355 getCenteredSerie: function (index)
356 getCenteredSeries: function (indices)
357 getExo: function (index)
358 getExoHat: function (index)
359 getLevel: function (index)
360 getSerie: function (index)
361 getSeries: function (indices)
362 getSize: function ()
363 getStdHorizon: function ()
364 getTime: function (index)
365 removeFirst: function ()
366 removeLast: function ()
367 Private:
368 .data: list
369
370 \end{Verbatim}
371
372 \subsubsection{computeForecast()}\label{computeforecast}
373
374Les arguments de cette fonction sont, dans l'ordre : 1. \textbf{data} :
375le jeu de données renvoyé par getData() 2. \textbf{indices} : l'ensemble
376de jours dont on veut prévoir les "lendemains" (prochains blocs de 24h)
377; peut être donnée sous forme d'un vecteur de dates ou d'entiers
378(correspondants aux numéros des jours). 3. \textbf{forecaster} : le nom
379du prédicteur principal à utiliser ; voir ?computeForecast 4.
380\textbf{pjump} : le nom du prédicteur de saut d'une série à l'autre ;
381voir ?computeForecast 5. \textbf{memory} : le nombre de jours à prendre
382en compte dans le passé pour chaque prévision (par défaut : Inf,
383c'est-à-dire tout l'historique pris en compte). 6. \textbf{horizon} : le
384nombre d'heures à prédire ; par défaut "data\texttt{\$}getStdHorizon()",
385c'est-à-dire le nombre d'heures restantes à partir de l'instant de
386prévision + 1 jusqu'à minuit (17 pour predict\_at=7 par exemple). 7.
387\textbf{ncores} : le nombre de processus parallèles (utiliser 1 pour une
388exécution séquentielle)
389
390 \begin{Verbatim}[commandchars=\\\{\}]
391{\color{incolor}In [{\color{incolor}8}]:} \PY{k+kp}{print}\PY{p}{(}pred\PY{p}{)}
392 \PY{c+c1}{\PYZsh{}?computeForecast}
393\end{Verbatim}
394
395 \begin{Verbatim}[commandchars=\\\{\}]
396<Forecast>
397 Public:
398 append: function (forecast, params, index\_in\_data)
399 clone: function (deep = FALSE)
400 getDates: function ()
401 getForecast: function (index)
402 getIndexInData: function (index)
403 getParams: function (index)
404 getSize: function ()
405 initialize: function (dates)
406 Private:
407 .dates: 14323 14324 14325 14326 14327 14328 14329 14330 14331 14332
408 .pred: list
409
410 \end{Verbatim}
411
412 \subsubsection{computeError()}\label{computeerror}
413
414Les arguments de cette fonction sont, dans l'ordre : 1. \textbf{data} :
415le jeu de données renvoyé par getData() 2. \textbf{pred} : les
416prédictions renvoyées par computeForecast() 3. \textbf{horizon} : le
417nombre d'heures à considérer pour le calcul de l'erreur ; doit être
418inférieur ou égal à l'horizon utilisé pour la prédiction (même valeur
419par défaut : "data\texttt{\$}getStdHorizon()")
420
421 \begin{Verbatim}[commandchars=\\\{\}]
422{\color{incolor}In [{\color{incolor}9}]:} \PY{k+kp}{summary}\PY{p}{(}err\PY{p}{)}
423 \PY{k+kp}{summary}\PY{p}{(}err\PY{o}{\PYZdl{}}\PY{k+kp}{abs}\PY{p}{)}
424 \PY{k+kp}{summary}\PY{p}{(}err\PY{o}{\PYZdl{}}MAPE\PY{p}{)}
425\end{Verbatim}
426
427
428 \begin{verbatim}
429 Length Class Mode
430abs 2 -none- list
431MAPE 2 -none- list
432 \end{verbatim}
433
434
435
436 \begin{verbatim}
437 Length Class Mode
438day 6 -none- numeric
439indices 10 -none- numeric
440 \end{verbatim}
441
442
443
444 \begin{verbatim}
445 Length Class Mode
446day 6 -none- numeric
447indices 10 -none- numeric
448 \end{verbatim}
449
450
451 \subsubsection{Graphiques}\label{graphiques}
452
453Voir ?plotError : les autres fonctions graphiques sont dans la section
454'seealso' :
455
456\begin{verbatim}
457 ‘plotCurves’, ‘plotPredReal’, ‘plotSimils’, ‘plotFbox’,
458 ‘computeFilaments’, ‘plotFilamentsBox’, ‘plotRelVar’
459\end{verbatim}
460
461?plotXXX, etc.
462
463
464 % Add a bibliography block to the postdoc
465
466
467
468 \end{document}
Time-series sAmpLes forecasted With ExoGenous variables