X-Git-Url: https://git.auder.net/doc/screen_ranking.png?a=blobdiff_plain;ds=inline;f=reports%2Freport.ipynb;h=70d86d218b5755265e675da583ab992fc88f7e28;hb=9003747badc4416d68cab45ff17de3ecea327942;hp=f0a06d007b84dd633d9399e2c5fcb11ac654e663;hpb=ee8b1b4e3c13f8dcf13a2c8da6a3bef1520c8252;p=talweg.git
diff --git a/reports/report.ipynb b/reports/report.ipynb
index f0a06d0..70d86d2 100644
--- a/reports/report.ipynb
+++ b/reports/report.ipynb
@@ -2,25 +2,21 @@
"cells": [
{
"cell_type": "markdown",
- "metadata": {
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"source": [
"\n",
"\n",
"
Introduction
\n",
"\n",
"J'ai fait quelques essais dans différentes configurations pour la méthode \"Neighbors\"\n",
- "(la seule dont on a parlé).
Il semble que le mieux soit\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",
- " * simtype=\"exo\" ou \"mix\" : similarités exogènes avec/sans endogènes (fenêtre optimisée par VC)\n",
- " * same_season=FALSE : les indices pour la validation croisée ne tiennent pas compte des saisons\n",
- " * mix_strategy=\"mult\" : on multiplie les poids (au lieu d'en éteindre)\n",
- "\n",
- "J'ai systématiquement comparé à une approche naïve : la moyennes des lendemains des jours\n",
- "\"similaires\" dans tout le passé ; à chaque fois sans prédiction du saut (sauf pour Neighbors :\n",
- "prédiction basée sur les poids calculés).\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",
@@ -32,155 +28,82 @@
{
"cell_type": "code",
"execution_count": null,
- "metadata": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "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",
- "# Predict from P+1 to P+H included\n",
- "H = 17\n",
- "data = getData(ts_data, exo_data, input_tz = \"GMT\", working_tz=\"GMT\", predict_at=7)\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\")"
+ "indices_np = seq(as.Date(\"2015-04-26\"),as.Date(\"2015-05-02\"),\"days\")\n"
]
},
{
"cell_type": "markdown",
- "metadata": {
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"source": [
+ "\n",
+ "\n",
"Pollution par chauffage
"
]
},
{
"cell_type": "code",
"execution_count": null,
- "metadata": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
- "outputs": [],
- "source": [
- "reload(\"../pkg\")\n",
- "#p1 = computeForecast(data, indices_ch, \"Neighbors\", \"Zero\", horizon=H, simtype=\"exo\")\n",
- "#p2 = computeForecast(data, indices_ch, \"Neighbors\", \"Zero\", horizon=H, simtype=\"endo\")\n",
- "p3 = computeForecast(data, indices_ch, \"Neighbors\", \"Zero\", horizon=H, simtype=\"mix\")\n",
- "p4 = computeForecast(data, indices_ch, \"Neighbors\", \"Neighbors\", horizon=H, simtype=\"mix\")\n",
- "#p4 = computeForecast(data, indices_ch, \"Neighbors2\", \"Zero\", horizon=H, simtype=\"exo\")\n",
- "#p5 = computeForecast(data, indices_ch, \"Neighbors2\", \"Zero\", horizon=H, simtype=\"endo\")\n",
- "#p6 = computeForecast(data, indices_ch, \"Neighbors2\", \"Zero\", horizon=H, simtype=\"mix\")"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
- "outputs": [],
- "source": [
- "getSimilarDaysIndices(1000,10,TRUE,data)"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
- "outputs": [],
- "source": [
- "as.POSIXlt(data$getTime(1000)[1])"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
- "#e1 = computeError(data, p1, H)\n",
- "#e2 = computeError(data, p2, H)\n",
- "e3 = computeError(data, p3, H)\n",
- "e4 = computeError(data, p4, H)\n",
- "#e5 = computeError(data, p5, H)\n",
- "#e6 = computeError(data, p6, H)\n",
- "plotError(list(e3,e4), cols=c(1,2))"
+ "p_nn = computeForecast(data, indices_ch, \"Neighbors\", \"Neighbors\", horizon=H)\n",
+ "p_nn2 = computeForecast(data, indices_ch, \"Neighbors2\", \"Zero\", horizon=H)\n",
+ "p_az = computeForecast(data, indices_ch, \"Average\", \"Zero\", horizon=H)\n",
+ "p_pz = computeForecast(data, indices_ch, \"Persistence\", \"Zero\", horizon=H, same_day=TRUE)"
]
},
{
"cell_type": "code",
"execution_count": null,
- "metadata": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
- "\tfirst_day = 1\n",
- "params=p3$getParams(3)\n",
- "\tfilter = (params$indices >= first_day)\n",
- "\tindices = params$indices[filter]\n",
- "\tweights = params$weights[filter]\n",
- "\n",
- "\n",
- "\tgaps = sapply(indices, function(i) {\n",
- "\t\tdata$getSerie(i+1)[1] - tail(data$getSerie(i), 1)\n",
- "\t})\n",
- "\tscal_product = weights * gaps\n",
- "\tnorm_fact = sum( weights[!is.na(scal_product)] )\n",
- "\tsum(scal_product, na.rm=TRUE) / norm_fact\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {
- "collapsed": false
- },
- "outputs": [],
- "source": [
- "hist(weights)"
+ "e_nn = computeError(data, p_nn, H)\n",
+ "e_nn2 = computeError(data, p_nn2, H)\n",
+ "e_az = computeError(data, p_az, H)\n",
+ "e_pz = computeError(data, p_pz, H)\n",
+ "options(repr.plot.width=9, repr.plot.height=7)\n",
+ "plotError(list(e_nn, e_pz, e_az, e_nn2), cols=c(1,2,colors()[258], 4))\n",
+ "\n",
+ "# Noir: Neighbors, bleu: Neighbors2, vert: moyenne, rouge: persistence\n",
+ "\n",
+ "i_np = which.min(e_nn$abs$indices)\n",
+ "i_p = which.max(e_nn$abs$indices)"
]
},
{
"cell_type": "code",
"execution_count": null,
- "metadata": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
"options(repr.plot.width=9, repr.plot.height=4)\n",
"par(mfrow=c(1,2))\n",
"\n",
- "plotPredReal(data, p3, 3); title(paste(\"PredReal nn exo day\",3))\n",
- "plotPredReal(data, p3, 5); title(paste(\"PredReal nn exo day\",5))\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, p4, 3); title(paste(\"PredReal nn mix day\",3))\n",
- "plotPredReal(data, p4, 5); title(paste(\"PredReal nn mix day\",5))\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"
]
@@ -188,55 +111,44 @@
{
"cell_type": "code",
"execution_count": null,
- "metadata": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
"par(mfrow=c(1,2))\n",
- "f_np_exo = computeFilaments(data, p_nn_exo, i_np, plot=TRUE); title(paste(\"Filaments nn exo day\",i_np))\n",
- "f_p_exo = computeFilaments(data, p_nn_exo, i_p, plot=TRUE); title(paste(\"Filaments nn exo day\",i_p))\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_np_mix = computeFilaments(data, p_nn_mix, i_np, plot=TRUE); title(paste(\"Filaments nn mix day\",i_np))\n",
- "f_p_mix = computeFilaments(data, p_nn_mix, i_p, plot=TRUE); title(paste(\"Filaments nn mix day\",i_p))"
+ "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": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
"par(mfrow=c(1,2))\n",
- "plotFilamentsBox(data, f_np_exo); title(paste(\"FilBox nn exo day\",i_np))\n",
- "plotFilamentsBox(data, f_p_exo); title(paste(\"FilBox nn exo day\",i_p))\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",
- "plotFilamentsBox(data, f_np_mix); title(paste(\"FilBox nn mix day\",i_np))\n",
- "plotFilamentsBox(data, f_p_mix); title(paste(\"FilBox nn mix day\",i_p))"
+ "# 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": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
"par(mfrow=c(1,2))\n",
- "plotRelVar(data, f_np_exo); title(paste(\"StdDev nn exo day\",i_np))\n",
- "plotRelVar(data, f_p_exo); title(paste(\"StdDev nn exo day\",i_p))\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_np_mix); title(paste(\"StdDev nn mix day\",i_np))\n",
- "plotRelVar(data, f_p_mix); title(paste(\"StdDev nn mix day\",i_p))\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"
]
@@ -244,19 +156,15 @@
{
"cell_type": "code",
"execution_count": null,
- "metadata": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
"par(mfrow=c(1,2))\n",
- "plotSimils(p_nn_exo, i_np); title(paste(\"Weights nn exo day\",i_np))\n",
- "plotSimils(p_nn_exo, i_p); title(paste(\"Weights nn exo day\",i_p))\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_nn_mix, i_np); title(paste(\"Weights nn mix day\",i_np))\n",
- "plotSimils(p_nn_mix, i_p); title(paste(\"Weights nn mix day\",i_p))\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"
]
@@ -264,27 +172,20 @@
{
"cell_type": "code",
"execution_count": null,
- "metadata": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
- "# Fenêtres sélectionnées dans ]0,10] / endo à gauche, exo à droite\n",
- "p_nn_exo$getParams(i_np)$window\n",
- "p_nn_exo$getParams(i_p)$window\n",
+ "# Fenêtres sélectionnées dans ]0,7] / nn à gauche, nn2 à droite\n",
+ "p_nn$getParams(i_np)$window\n",
+ "p_nn$getParams(i_p)$window\n",
"\n",
- "p_nn_mix$getParams(i_np)$window\n",
- "p_nn_mix$getParams(i_p)$window"
+ "p_nn2$getParams(i_np)$window\n",
+ "p_nn2$getParams(i_p)$window"
]
},
{
"cell_type": "markdown",
- "metadata": {
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"source": [
"\n",
"\n",
@@ -294,64 +195,48 @@
{
"cell_type": "code",
"execution_count": null,
- "metadata": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
- "p_nn_exo = computeForecast(data, indices_ep, \"Neighbors\", \"Neighbors\",\n",
- "\thorizon=3, simtype=\"exo\")\n",
- "p_nn_mix = computeForecast(data, indices_ep, \"Neighbors\", \"Neighbors\",\n",
- "\thorizon=3, simtype=\"mix\")\n",
- "p_az = computeForecast(data, indices_ep, \"Average\", \"Zero\",\n",
- "\thorizon=3)\n",
- "p_pz = computeForecast(data, indices_ep, \"Persistence\", \"Zero\",\n",
- "\thorizon=3, same_day=TRUE)"
+ "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": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
- "e_nn_exo = computeError(data, p_nn_exo, 3)\n",
- "e_nn_mix = computeError(data, p_nn_mix, 3)\n",
- "e_az = computeError(data, p_az, 3)\n",
- "e_pz = computeError(data, p_pz, 3)\n",
+ "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_mix, e_pz, e_az, e_nn_exo), cols=c(1,2,colors()[258], 4))\n",
+ "plotError(list(e_nn, e_pz, e_az, e_nn2), cols=c(1,2,colors()[258], 4))\n",
"\n",
- "# Noir: neighbors_mix, bleu: neighbors_exo, vert: moyenne, rouge: persistence\n",
+ "# Noir: Neighbors, bleu: Neighbors2, vert: moyenne, rouge: persistence\n",
"\n",
- "i_np = which.min(e_nn_exo$abs$indices)\n",
- "i_p = which.max(e_nn_exo$abs$indices)"
+ "i_np = which.min(e_nn$abs$indices)\n",
+ "i_p = which.max(e_nn$abs$indices)"
]
},
{
"cell_type": "code",
"execution_count": null,
- "metadata": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
"options(repr.plot.width=9, repr.plot.height=4)\n",
"par(mfrow=c(1,2))\n",
"\n",
- "plotPredReal(data, p_nn_exo, i_np); title(paste(\"PredReal nn exo day\",i_np))\n",
- "plotPredReal(data, p_nn_exo, i_p); title(paste(\"PredReal nn exo day\",i_p))\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_nn_mix, i_np); title(paste(\"PredReal nn mix day\",i_np))\n",
- "plotPredReal(data, p_nn_mix, i_p); title(paste(\"PredReal nn mix day\",i_p))\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",
@@ -362,55 +247,44 @@
{
"cell_type": "code",
"execution_count": null,
- "metadata": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
"par(mfrow=c(1,2))\n",
- "f_np_exo = computeFilaments(data, p_nn_exo, i_np, plot=TRUE); title(paste(\"Filaments nn exo day\",i_np))\n",
- "f_p_exo = computeFilaments(data, p_nn_exo, i_p, plot=TRUE); title(paste(\"Filaments nn exo day\",i_p))\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_np_mix = computeFilaments(data, p_nn_mix, i_np, plot=TRUE); title(paste(\"Filaments nn mix day\",i_np))\n",
- "f_p_mix = computeFilaments(data, p_nn_mix, i_p, plot=TRUE); title(paste(\"Filaments nn mix day\",i_p))"
+ "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": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
"par(mfrow=c(1,2))\n",
- "plotFilamentsBox(data, f_np_exo); title(paste(\"FilBox nn exo day\",i_np))\n",
- "plotFilamentsBox(data, f_p_exo); title(paste(\"FilBox nn exo day\",i_p))\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",
- "plotFilamentsBox(data, f_np_mix); title(paste(\"FilBox nn mix day\",i_np))\n",
- "plotFilamentsBox(data, f_p_mix); title(paste(\"FilBox nn mix day\",i_p))"
+ "# 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": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
"par(mfrow=c(1,2))\n",
- "plotRelVar(data, f_np_exo); title(paste(\"StdDev nn exo day\",i_np))\n",
- "plotRelVar(data, f_p_exo); title(paste(\"StdDev nn exo day\",i_p))\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_np_mix); title(paste(\"StdDev nn mix day\",i_np))\n",
- "plotRelVar(data, f_p_mix); title(paste(\"StdDev nn mix day\",i_p))\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"
]
@@ -418,19 +292,15 @@
{
"cell_type": "code",
"execution_count": null,
- "metadata": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
"par(mfrow=c(1,2))\n",
- "plotSimils(p_nn_exo, i_np); title(paste(\"Weights nn exo day\",i_np))\n",
- "plotSimils(p_nn_exo, i_p); title(paste(\"Weights nn exo day\",i_p))\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_nn_mix, i_np); title(paste(\"Weights nn mix day\",i_np))\n",
- "plotSimils(p_nn_mix, i_p); title(paste(\"Weights nn mix day\",i_p))\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"
]
@@ -438,27 +308,20 @@
{
"cell_type": "code",
"execution_count": null,
- "metadata": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
- "# Fenêtres sélectionnées dans ]0,10] / endo à gauche, exo à droite\n",
- "p_nn_exo$getParams(i_np)$window\n",
- "p_nn_exo$getParams(i_p)$window\n",
+ "# Fenêtres sélectionnées dans ]0,7] / nn à gauche, nn2 à droite\n",
+ "p_nn$getParams(i_np)$window\n",
+ "p_nn$getParams(i_p)$window\n",
"\n",
- "p_nn_mix$getParams(i_np)$window\n",
- "p_nn_mix$getParams(i_p)$window"
+ "p_nn2$getParams(i_np)$window\n",
+ "p_nn2$getParams(i_p)$window"
]
},
{
"cell_type": "markdown",
- "metadata": {
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"source": [
"\n",
"\n",
@@ -468,64 +331,48 @@
{
"cell_type": "code",
"execution_count": null,
- "metadata": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
- "p_nn_exo = computeForecast(data, indices_np, \"Neighbors\", \"Neighbors\",\n",
- "\thorizon=3, simtype=\"exo\")\n",
- "p_nn_mix = computeForecast(data, indices_np, \"Neighbors\", \"Neighbors\",\n",
- "\thorizon=3, simtype=\"mix\")\n",
- "p_az = computeForecast(data, indices_np, \"Average\", \"Zero\",\n",
- "\thorizon=3)\n",
- "p_pz = computeForecast(data, indices_np, \"Persistence\", \"Zero\",\n",
- "\thorizon=3, same_day=FALSE)"
+ "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": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
- "e_nn_exo = computeError(data, p_nn_exo, 3)\n",
- "e_nn_mix = computeError(data, p_nn_mix, 3)\n",
- "e_az = computeError(data, p_az, 3)\n",
- "e_pz = computeError(data, p_pz, 3)\n",
+ "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_mix, e_pz, e_az, e_nn_exo), cols=c(1,2,colors()[258], 4))\n",
+ "plotError(list(e_nn, e_pz, e_az, e_nn2), cols=c(1,2,colors()[258], 4))\n",
"\n",
- "# Noir: neighbors_mix, bleu: neighbors_exo, vert: moyenne, rouge: persistence\n",
+ "# Noir: Neighbors, bleu: Neighbors2, vert: moyenne, rouge: persistence\n",
"\n",
- "i_np = which.min(e_nn_exo$abs$indices)\n",
- "i_p = which.max(e_nn_exo$abs$indices)"
+ "i_np = which.min(e_nn$abs$indices)\n",
+ "i_p = which.max(e_nn$abs$indices)"
]
},
{
"cell_type": "code",
"execution_count": null,
- "metadata": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
"options(repr.plot.width=9, repr.plot.height=4)\n",
"par(mfrow=c(1,2))\n",
"\n",
- "plotPredReal(data, p_nn_exo, i_np); title(paste(\"PredReal nn exo day\",i_np))\n",
- "plotPredReal(data, p_nn_exo, i_p); title(paste(\"PredReal nn exo day\",i_p))\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_nn_mix, i_np); title(paste(\"PredReal nn mix day\",i_np))\n",
- "plotPredReal(data, p_nn_mix, i_p); title(paste(\"PredReal nn mix day\",i_p))\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",
@@ -536,55 +383,44 @@
{
"cell_type": "code",
"execution_count": null,
- "metadata": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
"par(mfrow=c(1,2))\n",
- "f_np_exo = computeFilaments(data, p_nn_exo, i_np, plot=TRUE); title(paste(\"Filaments nn exo day\",i_np))\n",
- "f_p_exo = computeFilaments(data, p_nn_exo, i_p, plot=TRUE); title(paste(\"Filaments nn exo day\",i_p))\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_np_mix = computeFilaments(data, p_nn_mix, i_np, plot=TRUE); title(paste(\"Filaments nn mix day\",i_np))\n",
- "f_p_mix = computeFilaments(data, p_nn_mix, i_p, plot=TRUE); title(paste(\"Filaments nn mix day\",i_p))"
+ "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": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
"par(mfrow=c(1,2))\n",
- "plotFilamentsBox(data, f_np_exo); title(paste(\"FilBox nn exo day\",i_np))\n",
- "plotFilamentsBox(data, f_p_exo); title(paste(\"FilBox nn exo day\",i_p))\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",
- "plotFilamentsBox(data, f_np_mix); title(paste(\"FilBox nn mix day\",i_np))\n",
- "plotFilamentsBox(data, f_p_mix); title(paste(\"FilBox nn mix day\",i_p))"
+ "# 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": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
"par(mfrow=c(1,2))\n",
- "plotRelVar(data, f_np_exo); title(paste(\"StdDev nn exo day\",i_np))\n",
- "plotRelVar(data, f_p_exo); title(paste(\"StdDev nn exo day\",i_p))\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_np_mix); title(paste(\"StdDev nn mix day\",i_np))\n",
- "plotRelVar(data, f_p_mix); title(paste(\"StdDev nn mix day\",i_p))\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"
]
@@ -592,19 +428,15 @@
{
"cell_type": "code",
"execution_count": null,
- "metadata": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
"par(mfrow=c(1,2))\n",
- "plotSimils(p_nn_exo, i_np); title(paste(\"Weights nn exo day\",i_np))\n",
- "plotSimils(p_nn_exo, i_p); title(paste(\"Weights nn exo day\",i_p))\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_nn_mix, i_np); title(paste(\"Weights nn mix day\",i_np))\n",
- "plotSimils(p_nn_mix, i_p); title(paste(\"Weights nn mix day\",i_p))\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"
]
@@ -612,56 +444,19 @@
{
"cell_type": "code",
"execution_count": null,
- "metadata": {
- "collapsed": false,
- "deletable": true,
- "editable": true
- },
+ "metadata": {},
"outputs": [],
"source": [
- "# Fenêtres sélectionnées dans ]0,10] / endo à gauche, exo à droite\n",
- "p_nn_exo$getParams(i_np)$window\n",
- "p_nn_exo$getParams(i_p)$window\n",
- "\n",
- "p_nn_mix$getParams(i_np)$window\n",
- "p_nn_mix$getParams(i_p)$window"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {
- "deletable": true,
- "editable": true
- },
- "source": [
- "\n",
- "\n",
- "Bilan
\n",
+ "# Fenêtres sélectionnées dans ]0,7] / nn à gauche, nn2 à droite\n",
+ "p_nn$getParams(i_np)$window\n",
+ "p_nn$getParams(i_p)$window\n",
"\n",
- "Problème difficile : on ne fait guère mieux qu'une naïve moyenne des lendemains des jours\n",
- "similaires dans le passé, ce qui n'est pas loin de prédire une série constante égale à la\n",
- "dernière valeur observée (méthode \"zéro\"). La persistence donne parfois de bons résultats\n",
- "mais est trop instable (sensibilité à l'argument same_day
).\n",
- "\n",
- "Comment améliorer la méthode ?"
+ "p_nn2$getParams(i_np)$window\n",
+ "p_nn2$getParams(i_p)$window"
]
}
],
- "metadata": {
- "kernelspec": {
- "display_name": "R",
- "language": "R",
- "name": "ir"
- },
- "language_info": {
- "codemirror_mode": "r",
- "file_extension": ".r",
- "mimetype": "text/x-r-source",
- "name": "R",
- "pygments_lexer": "r",
- "version": "3.3.3"
- }
- },
+ "metadata": {},
"nbformat": 4,
"nbformat_minor": 2
}