X-Git-Url: https://git.auder.net/images/pieces/Cwda/bf.svg?a=blobdiff_plain;f=reports%2Freport.ipynb;h=f0a06d007b84dd633d9399e2c5fcb11ac654e663;hb=ee8b1b4e3c13f8dcf13a2c8da6a3bef1520c8252;hp=bdf1723b33efbe49439b8daf77e265ed59adf487;hpb=d4841a3f15f94ce0520559aed9466c9c3f259d68;p=talweg.git
diff --git a/reports/report.ipynb b/reports/report.ipynb
index bdf1723..f0a06d0 100644
--- a/reports/report.ipynb
+++ b/reports/report.ipynb
@@ -2,7 +2,10 @@
"cells": [
{
"cell_type": "markdown",
- "metadata": {},
+ "metadata": {
+ "deletable": true,
+ "editable": true
+ },
"source": [
"\n",
"\n",
@@ -30,7 +33,9 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
@@ -38,21 +43,22 @@
"\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",
- "data = getData(ts_data, exo_data, input_tz = \"Europe/Paris\", working_tz=\"Europe/Paris\", predict_at=7)\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",
"\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",
- "\n",
- "H = 3 #predict from 2pm to 4pm"
+ "indices_np = seq(as.Date(\"2015-04-26\"),as.Date(\"2015-05-02\"),\"days\")"
]
},
{
"cell_type": "markdown",
- "metadata": {},
+ "metadata": {
+ "deletable": true,
+ "editable": true
+ },
"source": [
- "\n",
- "\n",
"
Pollution par chauffage
"
]
},
@@ -60,36 +66,90 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
- "p_nn_exo = computeForecast(data, indices_ch, \"Neighbors\", \"Neighbors\", simtype=\"exo\", horizon=H)\n",
- "p_nn_mix = computeForecast(data, indices_ch, \"Neighbors\", \"Neighbors\", simtype=\"mix\", horizon=H)\n",
- "p_az = computeForecast(data, indices_ch, \"Average\", \"Zero\", horizon=H) #, memory=183)\n",
- "p_pz = computeForecast(data, indices_ch, \"Persistence\", \"Zero\", horizon=H, same_day=TRUE)"
+ "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
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
- "e_nn_exo = computeError(data, p_nn_exo, H)\n",
- "e_nn_mix = computeError(data, p_nn_mix, H)\n",
- "e_az = computeError(data, p_az, H)\n",
- "e_pz = computeError(data, p_pz, H)\n",
- "\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",
- "\n",
- "# Noir: neighbors_mix, bleu: neighbors_exo, 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)"
+ "getSimilarDaysIndices(1000,10,TRUE,data)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
+ },
+ "outputs": [],
+ "source": [
+ "as.POSIXlt(data$getTime(1000)[1])"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
+ },
+ "outputs": [],
+ "source": [
+ "#e1 = computeError(data, p1, H)\n",
+ "#e2 = computeError(data, p2, H)\n",
+ "e3 = computeError(data, p3, H)\n",
+ "e4 = computeError(data, p4, H)\n",
+ "#e5 = computeError(data, p5, H)\n",
+ "#e6 = computeError(data, p6, H)\n",
+ "plotError(list(e3,e4), cols=c(1,2))"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
+ },
+ "outputs": [],
+ "source": [
+ "\tfirst_day = 1\n",
+ "params=p3$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"
]
},
{
@@ -99,18 +159,28 @@
"collapsed": false
},
"outputs": [],
+ "source": [
+ "hist(weights)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
+ },
+ "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",
- "\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, p3, 3); title(paste(\"PredReal nn exo day\",3))\n",
+ "plotPredReal(data, p3, 5); title(paste(\"PredReal nn exo day\",5))\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",
+ "plotPredReal(data, p4, 3); title(paste(\"PredReal nn mix day\",3))\n",
+ "plotPredReal(data, p4, 5); title(paste(\"PredReal nn mix day\",5))\n",
"\n",
"# Bleu: prévue, noir: réalisée"
]
@@ -119,7 +189,9 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
@@ -135,7 +207,9 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
@@ -151,7 +225,9 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
@@ -169,7 +245,9 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
@@ -187,7 +265,9 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
@@ -201,7 +281,10 @@
},
{
"cell_type": "markdown",
- "metadata": {},
+ "metadata": {
+ "deletable": true,
+ "editable": true
+ },
"source": [
"\n",
"\n",
@@ -212,28 +295,36 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
- "p_nn_exo = computeForecast(data, indices_ep, \"Neighbors\", \"Neighbors\", simtype=\"exo\", horizon=H)\n",
- "p_nn_mix = computeForecast(data, indices_ep, \"Neighbors\", \"Neighbors\", simtype=\"mix\", horizon=H)\n",
- "p_az = computeForecast(data, indices_ep, \"Average\", \"Zero\", horizon=H) #, memory=183)\n",
- "p_pz = computeForecast(data, indices_ep, \"Persistence\", \"Zero\", horizon=H, same_day=TRUE)"
+ "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)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
- "e_nn_exo = computeError(data, p_nn_exo, H)\n",
- "e_nn_mix = computeError(data, p_nn_mix, H)\n",
- "e_az = computeError(data, p_az, H)\n",
- "e_pz = computeError(data, p_pz, H)\n",
+ "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",
"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",
"\n",
@@ -247,7 +338,9 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
@@ -270,7 +363,9 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
@@ -286,7 +381,9 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
@@ -302,7 +399,9 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
@@ -320,7 +419,9 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
@@ -338,7 +439,9 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
@@ -352,7 +455,10 @@
},
{
"cell_type": "markdown",
- "metadata": {},
+ "metadata": {
+ "deletable": true,
+ "editable": true
+ },
"source": [
"\n",
"\n",
@@ -363,28 +469,36 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
- "p_nn_exo = computeForecast(data, indices_np, \"Neighbors\", \"Neighbors\", simtype=\"exo\", horizon=H)\n",
- "p_nn_mix = computeForecast(data, indices_np, \"Neighbors\", \"Neighbors\", simtype=\"mix\", horizon=H)\n",
- "p_az = computeForecast(data, indices_np, \"Average\", \"Zero\", horizon=H) #, memory=183)\n",
- "p_pz = computeForecast(data, indices_np, \"Persistence\", \"Zero\", horizon=H, same_day=FALSE)"
+ "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)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
- "e_nn_exo = computeError(data, p_nn_exo, H)\n",
- "e_nn_mix = computeError(data, p_nn_mix, H)\n",
- "e_az = computeError(data, p_az, H)\n",
- "e_pz = computeError(data, p_pz, H)\n",
+ "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",
"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",
"\n",
@@ -398,7 +512,9 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
@@ -421,7 +537,9 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
@@ -437,7 +555,9 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
@@ -453,7 +573,9 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
@@ -471,7 +593,9 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
@@ -489,7 +613,9 @@
"cell_type": "code",
"execution_count": null,
"metadata": {
- "collapsed": false
+ "collapsed": false,
+ "deletable": true,
+ "editable": true
},
"outputs": [],
"source": [
@@ -503,7 +629,10 @@
},
{
"cell_type": "markdown",
- "metadata": {},
+ "metadata": {
+ "deletable": true,
+ "editable": true
+ },
"source": [
"\n",
"\n",