From: Benjamin Auder Date: Fri, 14 Apr 2017 17:26:48 +0000 (+0200) Subject: Add zip updated X-Git-Url: https://git.auder.net/doc/html/assets/pieces/cn.svg?a=commitdiff_plain;h=8affb282d105145081765a29f87796525381e698;p=talweg.git Add zip updated --- diff --git a/AirNormand_light.zip b/AirNormand_light.zip new file mode 100644 index 0000000..123b314 --- /dev/null +++ b/AirNormand_light.zip @@ -0,0 +1 @@ +#$# git-fat 9e89b67976812940a4329491351971ac550e629f 2781243 diff --git a/Untitled.tex b/Untitled.tex deleted file mode 100644 index fe2c0eb..0000000 --- a/Untitled.tex +++ /dev/null @@ -1,468 +0,0 @@ - -% Default to the notebook output style - - - - -% Inherit from the specified cell style. - - - - - -\documentclass[11pt]{article} - - - - \usepackage[T1]{fontenc} - % Nicer default font (+ math font) than Computer Modern for most use cases - \usepackage{mathpazo} - - % Basic figure setup, for now with no caption control since it's done - % automatically by Pandoc (which extracts ![](path) syntax from Markdown). - \usepackage{graphicx} - % We will generate all images so they have a width \maxwidth. This means - % that they will get their normal width if they fit onto the page, but - % are scaled down if they would overflow the margins. - \makeatletter - \def\maxwidth{\ifdim\Gin@nat@width>\linewidth\linewidth - \else\Gin@nat@width\fi} - \makeatother - \let\Oldincludegraphics\includegraphics - % Set max figure width to be 80% of text width, for now hardcoded. - \renewcommand{\includegraphics}[1]{\Oldincludegraphics[width=.8\maxwidth]{#1}} - % Ensure that by default, figures have no caption (until we provide a - % proper Figure object with a Caption API and a way to capture that - % in the conversion process - todo). - \usepackage{caption} - \DeclareCaptionLabelFormat{nolabel}{} - \captionsetup{labelformat=nolabel} - - \usepackage{adjustbox} % Used to constrain images to a maximum size - \usepackage{xcolor} % Allow colors to be defined - \usepackage{enumerate} % Needed for markdown enumerations to work - \usepackage{geometry} % Used to adjust the document margins - \usepackage{amsmath} % Equations - \usepackage{amssymb} % Equations - \usepackage{textcomp} % defines textquotesingle - % Hack from http://tex.stackexchange.com/a/47451/13684: - \AtBeginDocument{% - \def\PYZsq{\textquotesingle}% Upright quotes in Pygmentized code - } - \usepackage{upquote} % Upright quotes for verbatim code - \usepackage{eurosym} % defines \euro - \usepackage[mathletters]{ucs} % Extended unicode (utf-8) support - \usepackage[utf8x]{inputenc} % Allow utf-8 characters in the tex document - \usepackage{fancyvrb} % verbatim replacement that allows latex - \usepackage{grffile} % extends the file name processing of package graphics - % to support a larger range - % The hyperref package gives us a pdf with properly built - % internal navigation ('pdf bookmarks' for the table of contents, - % internal cross-reference links, web links for URLs, etc.) - \usepackage{hyperref} - \usepackage{longtable} % longtable support required by pandoc >1.10 - \usepackage{booktabs} % table 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-\makeatother - - - % Exact colors from NB - \definecolor{incolor}{rgb}{0.0, 0.0, 0.5} - \definecolor{outcolor}{rgb}{0.545, 0.0, 0.0} - - - - - % Prevent overflowing lines due to hard-to-break entities - \sloppy - % Setup hyperref package - \hypersetup{ - breaklinks=true, % so long urls are correctly broken across lines - colorlinks=true, - urlcolor=urlcolor, - linkcolor=linkcolor, - citecolor=citecolor, - } - % Slightly bigger margins than the latex defaults - - \geometry{verbose,tmargin=1in,bmargin=1in,lmargin=1in,rmargin=1in} - - - - \begin{document} - - - \maketitle - - - - - \subsection{Package R "talweg"}\label{package-r-talweg} - -Le package \(-\) Time-series sAmpLes forecasted With ExoGenous variables -\(-\) contient le code permettant de (re)lancer les expériences -numériques décrites dans cette partie et la suivante. Les fonctions -principales sont respectivement * \textbf{getData()} pour construire un -objet R contenant les données à partir de fichiers CSV (extraits de -bases de données). Le format choisi en R est une classe R6 (du package -du même nom) exposant en particulier les méthodes \emph{getSerie(i)} et -\emph{getExo(i)} qui renvoient respectivement la \(i^{eme}\) série de -24h et les variables exogènes (mesurées) correspondantes. Voir ?Data -pour plus d'information, une fois le package chargé. * -\textbf{computeForecast()} pour calculer des prédictions sur une -certaine plage temporelle contenue dans \emph{data \textless{}- -getData(...)} * \textbf{computeError()} pour évaluer les erreurs -commises par différentes méthodes. - -Le package contient en outre diverses fonctions graphiques -\emph{plotXXX()}, utilisées dans la partie suivante. - - \begin{Verbatim}[commandchars=\\\{\}] -{\color{incolor}In [{\color{incolor}3}]:} \PY{c+c1}{\PYZsh{} Chargement de la librairie (après compilation, \PYZdq{}R CMD INSTALL .\PYZdq{})} - \PY{k+kn}{library}\PY{p}{(}talweg\PY{p}{)} - - \PY{c+c1}{\PYZsh{} Acquisition des données (depuis les fichiers CSV)} - 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}{)} - 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}{)} - 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}{,} - 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}{)} - \PY{c+c1}{\PYZsh{} Plus de détails à la section 1 ci\PYZhy{}après.} - - \PY{c+c1}{\PYZsh{} Prédiction de 10 courbes (jours 102 à 111)} - 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}{)} - \PY{c+c1}{\PYZsh{} Plus de détails à la section 2 ci\PYZhy{}après.} - - \PY{c+c1}{\PYZsh{} Calcul des erreurs (sur un horizon arbitraire \PYZlt{}= horizon de prédiction)} - err \PY{o}{\PYZlt{}\PYZhy{}} computeError\PY{p}{(}data\PY{p}{,} pred\PY{p}{,} horizon\PY{o}{=}\PY{l+m}{6}\PY{p}{)} - \PY{c+c1}{\PYZsh{} Plus de détails à la section 3 ci\PYZhy{}après.} - - \PY{c+c1}{\PYZsh{} Puis voir ?plotError et les autres plot dans le paragraphe \PYZsq{}seealso\PYZsq{}} -\end{Verbatim} - - \subsubsection{getData()}\label{getdata} - -Les arguments de cette fonction sont, dans l'ordre : 1. -\textbf{ts\_data} : séries temporelles (fichier CSV avec entête ou -data.frame) ; la première colonne contient les heures, la seconde les -valeurs. 2. \textbf{exo\_data} : variables exogènes (fichier CSV avec -entête ou data.frame) ; la première colonne contient les jours, les -\(m\) suivantes les variables mesurées pour ce jour, et les \(m\) -dernières les variables prédites pour ce même jour. Dans notre cas -\(m=4\) : pression, température, gradient de température, vitesse du -vent. 3. \textbf{input\_tz} : zone horaire pour ts\_data (défaut : -"GMT"). 4. \textbf{date\_format} : format des heures dans ts\_data -(défaut : "\%d/\%m/\%Y \%H:\%M", format du fichier transmis par Michel). -5. \textbf{working\_tz} : zone horaire dans laquelle on souhaite -travailler avec les données (défaut : "GMT"). 6. \textbf{predict\_at} : -heure à laquelle s'effectue la prévision \(-\) et donc dernière heure -d'un bloc de 24h, relativement à working\_tz. data\texttt{\$}getSerie(3) -renvoit ainsi les 24 valeurs de 8h à 7h pour le \(3^{eme}\) bloc de 24h -présent dans le jeu de données. - - \begin{Verbatim}[commandchars=\\\{\}] -{\color{incolor}In [{\color{incolor}11}]:} \PY{k+kp}{print}\PY{p}{(}data\PY{p}{)} - \PY{c+c1}{\PYZsh{}?Data} -\end{Verbatim} - - \begin{Verbatim}[commandchars=\\\{\}] - - Public: - append: function (time, serie, exo, exo\_hat) - clone: function (deep = FALSE) - getCenteredSerie: function (index) - getCenteredSeries: function (indices) - getExo: function (index) - getExoHat: function (index) - getLevel: function (index) - getSerie: function (index) - getSeries: function (indices) - getSize: function () - getStdHorizon: function () - getTime: function (index) - removeFirst: function () - removeLast: function () - Private: - .data: list - - \end{Verbatim} - - \subsubsection{computeForecast()}\label{computeforecast} - -Les arguments de cette fonction sont, dans l'ordre : 1. \textbf{data} : -le jeu de données renvoyé par getData() 2. \textbf{indices} : l'ensemble -de jours dont on veut prévoir les "lendemains" (prochains blocs de 24h) -; peut être donnée sous forme d'un vecteur de dates ou d'entiers -(correspondants aux numéros des jours). 3. \textbf{forecaster} : le nom -du prédicteur principal à utiliser ; voir ?computeForecast 4. -\textbf{pjump} : le nom du prédicteur de saut d'une série à l'autre ; -voir ?computeForecast 5. \textbf{memory} : le nombre de jours à prendre -en compte dans le passé pour chaque prévision (par défaut : Inf, -c'est-à-dire tout l'historique pris en compte). 6. \textbf{horizon} : le -nombre d'heures à prédire ; par défaut "data\texttt{\$}getStdHorizon()", -c'est-à-dire le nombre d'heures restantes à partir de l'instant de -prévision + 1 jusqu'à minuit (17 pour predict\_at=7 par exemple). 7. -\textbf{ncores} : le nombre de processus parallèles (utiliser 1 pour une -exécution séquentielle) - - \begin{Verbatim}[commandchars=\\\{\}] -{\color{incolor}In [{\color{incolor}8}]:} \PY{k+kp}{print}\PY{p}{(}pred\PY{p}{)} - \PY{c+c1}{\PYZsh{}?computeForecast} -\end{Verbatim} - - \begin{Verbatim}[commandchars=\\\{\}] - - Public: - append: function (forecast, params, index\_in\_data) - clone: function (deep = FALSE) - getDates: function () - getForecast: function (index) - getIndexInData: function (index) - getParams: function (index) - getSize: function () - initialize: function (dates) - Private: - .dates: 14323 14324 14325 14326 14327 14328 14329 14330 14331 14332 - .pred: list - - \end{Verbatim} - - \subsubsection{computeError()}\label{computeerror} - -Les arguments de cette fonction sont, dans l'ordre : 1. \textbf{data} : -le jeu de données renvoyé par getData() 2. \textbf{pred} : les -prédictions renvoyées par computeForecast() 3. \textbf{horizon} : le -nombre d'heures à considérer pour le calcul de l'erreur ; doit être -inférieur ou égal à l'horizon utilisé pour la prédiction (même valeur -par défaut : "data\texttt{\$}getStdHorizon()") - - \begin{Verbatim}[commandchars=\\\{\}] -{\color{incolor}In [{\color{incolor}9}]:} \PY{k+kp}{summary}\PY{p}{(}err\PY{p}{)} - \PY{k+kp}{summary}\PY{p}{(}err\PY{o}{\PYZdl{}}\PY{k+kp}{abs}\PY{p}{)} - \PY{k+kp}{summary}\PY{p}{(}err\PY{o}{\PYZdl{}}MAPE\PY{p}{)} -\end{Verbatim} - - - \begin{verbatim} - Length Class Mode -abs 2 -none- list -MAPE 2 -none- list - \end{verbatim} - - - - \begin{verbatim} - Length Class Mode -day 6 -none- numeric -indices 10 -none- numeric - \end{verbatim} - - - - \begin{verbatim} - Length Class Mode -day 6 -none- numeric -indices 10 -none- numeric - \end{verbatim} - - - \subsubsection{Graphiques}\label{graphiques} - -Voir ?plotError : les autres fonctions graphiques sont dans la section -'seealso' : - -\begin{verbatim} - ‘plotCurves’, ‘plotPredReal’, ‘plotSimils’, ‘plotFbox’, - ‘computeFilaments’, ‘plotFilamentsBox’, ‘plotRelVar’ -\end{verbatim} - -?plotXXX, etc. - - - % Add a bibliography block to the postdoc - - - - \end{document}