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ff5df8e3 BA |
1 | { |
2 | "cells": [ | |
3 | { | |
4 | "cell_type": "markdown", | |
5e838b3e BA |
5 | "metadata": { |
6 | "deletable": true, | |
7 | "editable": true | |
8 | }, | |
ff5df8e3 BA |
9 | "source": [ |
10 | "\n", | |
11 | "\n", | |
12 | "<h2>Introduction</h2>\n", | |
13 | "\n", | |
14 | "J'ai fait quelques essais dans différentes configurations pour la méthode \"Neighbors\"\n", | |
15 | "(la seule dont on a parlé).<br>Il semble que le mieux soit\n", | |
16 | "\n", | |
17 | " * simtype=\"exo\" ou \"mix\" : similarités exogènes avec/sans endogènes (fenêtre optimisée par VC)\n", | |
18 | " * same_season=FALSE : les indices pour la validation croisée ne tiennent pas compte des saisons\n", | |
19 | " * mix_strategy=\"mult\" : on multiplie les poids (au lieu d'en éteindre)\n", | |
20 | "\n", | |
21 | "J'ai systématiquement comparé à une approche naïve : la moyennes des lendemains des jours\n", | |
22 | "\"similaires\" dans tout le passé ; à chaque fois sans prédiction du saut (sauf pour Neighbors :\n", | |
23 | "prédiction basée sur les poids calculés).\n", | |
24 | "\n", | |
25 | "Ensuite j'affiche les erreurs, quelques courbes prévues/mesurées, quelques filaments puis les\n", | |
26 | "histogrammes de quelques poids. Concernant les graphes de filaments, la moitié gauche du graphe\n", | |
27 | "correspond aux jours similaires au jour courant, tandis que la moitié droite affiche les\n", | |
28 | "lendemains : ce sont donc les voisinages tels qu'utilisés dans l'algorithme.\n", | |
29 | "\n" | |
30 | ] | |
31 | }, | |
32 | { | |
33 | "cell_type": "code", | |
34 | "execution_count": null, | |
5e838b3e BA |
35 | "metadata": { |
36 | "collapsed": false, | |
37 | "deletable": true, | |
38 | "editable": true | |
39 | }, | |
ff5df8e3 BA |
40 | "outputs": [], |
41 | "source": [ | |
42 | "library(talweg)\n", | |
43 | "\n", | |
44 | "ts_data = read.csv(system.file(\"extdata\",\"pm10_mesures_H_loc_report.csv\",package=\"talweg\"))\n", | |
45 | "exo_data = read.csv(system.file(\"extdata\",\"meteo_extra_noNAs.csv\",package=\"talweg\"))\n", | |
5e838b3e BA |
46 | "# Predict from P+1 to P+H included\n", |
47 | "H = 17\n", | |
48 | "data = getData(ts_data, exo_data, input_tz = \"GMT\", working_tz=\"GMT\", predict_at=7)\n", | |
ff5df8e3 BA |
49 | "\n", |
50 | "indices_ch = seq(as.Date(\"2015-01-18\"),as.Date(\"2015-01-24\"),\"days\")\n", | |
51 | "indices_ep = seq(as.Date(\"2015-03-15\"),as.Date(\"2015-03-21\"),\"days\")\n", | |
5e838b3e | 52 | "indices_np = seq(as.Date(\"2015-04-26\"),as.Date(\"2015-05-02\"),\"days\")" |
ff5df8e3 BA |
53 | ] |
54 | }, | |
55 | { | |
56 | "cell_type": "markdown", | |
5e838b3e BA |
57 | "metadata": { |
58 | "deletable": true, | |
59 | "editable": true | |
60 | }, | |
ff5df8e3 | 61 | "source": [ |
ff5df8e3 BA |
62 | "<h2 style=\"color:blue;font-size:2em\">Pollution par chauffage</h2>" |
63 | ] | |
64 | }, | |
65 | { | |
66 | "cell_type": "code", | |
67 | "execution_count": null, | |
5e838b3e BA |
68 | "metadata": { |
69 | "collapsed": false, | |
70 | "deletable": true, | |
71 | "editable": true | |
72 | }, | |
ff5df8e3 BA |
73 | "outputs": [], |
74 | "source": [ | |
5e838b3e | 75 | "reload(\"../pkg\")\n", |
a866acb3 BA |
76 | "#p1 = computeForecast(data, indices_ch, \"Neighbors\", \"Zero\", horizon=H, simtype=\"exo\")\n", |
77 | "#p2 = computeForecast(data, indices_ch, \"Neighbors\", \"Zero\", horizon=H, simtype=\"endo\")\n", | |
ee8b1b4e BA |
78 | "p3 = computeForecast(data, indices_ch, \"Neighbors\", \"Zero\", horizon=H, simtype=\"mix\")\n", |
79 | "p4 = computeForecast(data, indices_ch, \"Neighbors\", \"Neighbors\", horizon=H, simtype=\"mix\")\n", | |
80 | "#p4 = computeForecast(data, indices_ch, \"Neighbors2\", \"Zero\", horizon=H, simtype=\"exo\")\n", | |
81 | "#p5 = computeForecast(data, indices_ch, \"Neighbors2\", \"Zero\", horizon=H, simtype=\"endo\")\n", | |
82 | "#p6 = computeForecast(data, indices_ch, \"Neighbors2\", \"Zero\", horizon=H, simtype=\"mix\")" | |
a866acb3 BA |
83 | ] |
84 | }, | |
85 | { | |
86 | "cell_type": "code", | |
87 | "execution_count": null, | |
88 | "metadata": { | |
ee8b1b4e BA |
89 | "collapsed": false, |
90 | "deletable": true, | |
91 | "editable": true | |
a866acb3 BA |
92 | }, |
93 | "outputs": [], | |
94 | "source": [ | |
95 | "getSimilarDaysIndices(1000,10,TRUE,data)" | |
96 | ] | |
97 | }, | |
98 | { | |
99 | "cell_type": "code", | |
100 | "execution_count": null, | |
101 | "metadata": { | |
ee8b1b4e BA |
102 | "collapsed": false, |
103 | "deletable": true, | |
104 | "editable": true | |
a866acb3 BA |
105 | }, |
106 | "outputs": [], | |
107 | "source": [ | |
108 | "as.POSIXlt(data$getTime(1000)[1])" | |
5e838b3e BA |
109 | ] |
110 | }, | |
111 | { | |
112 | "cell_type": "code", | |
113 | "execution_count": null, | |
114 | "metadata": { | |
ee8b1b4e BA |
115 | "collapsed": false, |
116 | "deletable": true, | |
117 | "editable": true | |
5e838b3e BA |
118 | }, |
119 | "outputs": [], | |
120 | "source": [ | |
ee8b1b4e BA |
121 | "#e1 = computeError(data, p1, H)\n", |
122 | "#e2 = computeError(data, p2, H)\n", | |
5e838b3e BA |
123 | "e3 = computeError(data, p3, H)\n", |
124 | "e4 = computeError(data, p4, H)\n", | |
ee8b1b4e BA |
125 | "#e5 = computeError(data, p5, H)\n", |
126 | "#e6 = computeError(data, p6, H)\n", | |
127 | "plotError(list(e3,e4), cols=c(1,2))" | |
ff5df8e3 BA |
128 | ] |
129 | }, | |
130 | { | |
131 | "cell_type": "code", | |
132 | "execution_count": null, | |
5e838b3e BA |
133 | "metadata": { |
134 | "collapsed": false, | |
135 | "deletable": true, | |
136 | "editable": true | |
137 | }, | |
ff5df8e3 BA |
138 | "outputs": [], |
139 | "source": [ | |
ee8b1b4e BA |
140 | "\tfirst_day = 1\n", |
141 | "params=p3$getParams(3)\n", | |
142 | "\tfilter = (params$indices >= first_day)\n", | |
143 | "\tindices = params$indices[filter]\n", | |
144 | "\tweights = params$weights[filter]\n", | |
145 | "\n", | |
146 | "\n", | |
147 | "\tgaps = sapply(indices, function(i) {\n", | |
148 | "\t\tdata$getSerie(i+1)[1] - tail(data$getSerie(i), 1)\n", | |
149 | "\t})\n", | |
150 | "\tscal_product = weights * gaps\n", | |
151 | "\tnorm_fact = sum( weights[!is.na(scal_product)] )\n", | |
152 | "\tsum(scal_product, na.rm=TRUE) / norm_fact\n" | |
153 | ] | |
154 | }, | |
155 | { | |
156 | "cell_type": "code", | |
157 | "execution_count": null, | |
158 | "metadata": { | |
159 | "collapsed": false | |
160 | }, | |
161 | "outputs": [], | |
162 | "source": [ | |
163 | "hist(weights)" | |
ff5df8e3 BA |
164 | ] |
165 | }, | |
166 | { | |
167 | "cell_type": "code", | |
168 | "execution_count": null, | |
5e838b3e BA |
169 | "metadata": { |
170 | "collapsed": false, | |
171 | "deletable": true, | |
172 | "editable": true | |
173 | }, | |
ff5df8e3 BA |
174 | "outputs": [], |
175 | "source": [ | |
176 | "options(repr.plot.width=9, repr.plot.height=4)\n", | |
177 | "par(mfrow=c(1,2))\n", | |
178 | "\n", | |
ee8b1b4e BA |
179 | "plotPredReal(data, p3, 3); title(paste(\"PredReal nn exo day\",3))\n", |
180 | "plotPredReal(data, p3, 5); title(paste(\"PredReal nn exo day\",5))\n", | |
ff5df8e3 | 181 | "\n", |
ee8b1b4e BA |
182 | "plotPredReal(data, p4, 3); title(paste(\"PredReal nn mix day\",3))\n", |
183 | "plotPredReal(data, p4, 5); title(paste(\"PredReal nn mix day\",5))\n", | |
ff5df8e3 BA |
184 | "\n", |
185 | "# Bleu: prévue, noir: réalisée" | |
186 | ] | |
187 | }, | |
188 | { | |
189 | "cell_type": "code", | |
190 | "execution_count": null, | |
5e838b3e BA |
191 | "metadata": { |
192 | "collapsed": false, | |
193 | "deletable": true, | |
194 | "editable": true | |
195 | }, | |
ff5df8e3 BA |
196 | "outputs": [], |
197 | "source": [ | |
198 | "par(mfrow=c(1,2))\n", | |
199 | "f_np_exo = computeFilaments(data, p_nn_exo, i_np, plot=TRUE); title(paste(\"Filaments nn exo day\",i_np))\n", | |
200 | "f_p_exo = computeFilaments(data, p_nn_exo, i_p, plot=TRUE); title(paste(\"Filaments nn exo day\",i_p))\n", | |
201 | "\n", | |
202 | "f_np_mix = computeFilaments(data, p_nn_mix, i_np, plot=TRUE); title(paste(\"Filaments nn mix day\",i_np))\n", | |
203 | "f_p_mix = computeFilaments(data, p_nn_mix, i_p, plot=TRUE); title(paste(\"Filaments nn mix day\",i_p))" | |
204 | ] | |
205 | }, | |
206 | { | |
207 | "cell_type": "code", | |
208 | "execution_count": null, | |
5e838b3e BA |
209 | "metadata": { |
210 | "collapsed": false, | |
211 | "deletable": true, | |
212 | "editable": true | |
213 | }, | |
ff5df8e3 BA |
214 | "outputs": [], |
215 | "source": [ | |
216 | "par(mfrow=c(1,2))\n", | |
217 | "plotFilamentsBox(data, f_np_exo); title(paste(\"FilBox nn exo day\",i_np))\n", | |
218 | "plotFilamentsBox(data, f_p_exo); title(paste(\"FilBox nn exo day\",i_p))\n", | |
219 | "\n", | |
220 | "plotFilamentsBox(data, f_np_mix); title(paste(\"FilBox nn mix day\",i_np))\n", | |
221 | "plotFilamentsBox(data, f_p_mix); title(paste(\"FilBox nn mix day\",i_p))" | |
222 | ] | |
223 | }, | |
224 | { | |
225 | "cell_type": "code", | |
226 | "execution_count": null, | |
5e838b3e BA |
227 | "metadata": { |
228 | "collapsed": false, | |
229 | "deletable": true, | |
230 | "editable": true | |
231 | }, | |
ff5df8e3 BA |
232 | "outputs": [], |
233 | "source": [ | |
234 | "par(mfrow=c(1,2))\n", | |
235 | "plotRelVar(data, f_np_exo); title(paste(\"StdDev nn exo day\",i_np))\n", | |
236 | "plotRelVar(data, f_p_exo); title(paste(\"StdDev nn exo day\",i_p))\n", | |
237 | "\n", | |
238 | "plotRelVar(data, f_np_mix); title(paste(\"StdDev nn mix day\",i_np))\n", | |
239 | "plotRelVar(data, f_p_mix); title(paste(\"StdDev nn mix day\",i_p))\n", | |
240 | "\n", | |
241 | "# Variabilité globale en rouge ; sur les 60 voisins (+ lendemains) en noir" | |
242 | ] | |
243 | }, | |
244 | { | |
245 | "cell_type": "code", | |
246 | "execution_count": null, | |
5e838b3e BA |
247 | "metadata": { |
248 | "collapsed": false, | |
249 | "deletable": true, | |
250 | "editable": true | |
251 | }, | |
ff5df8e3 BA |
252 | "outputs": [], |
253 | "source": [ | |
254 | "par(mfrow=c(1,2))\n", | |
255 | "plotSimils(p_nn_exo, i_np); title(paste(\"Weights nn exo day\",i_np))\n", | |
256 | "plotSimils(p_nn_exo, i_p); title(paste(\"Weights nn exo day\",i_p))\n", | |
257 | "\n", | |
258 | "plotSimils(p_nn_mix, i_np); title(paste(\"Weights nn mix day\",i_np))\n", | |
d4841a3f | 259 | "plotSimils(p_nn_mix, i_p); title(paste(\"Weights nn mix day\",i_p))\n", |
ff5df8e3 BA |
260 | "\n", |
261 | "# - pollué à gauche, + pollué à droite" | |
262 | ] | |
263 | }, | |
264 | { | |
265 | "cell_type": "code", | |
266 | "execution_count": null, | |
5e838b3e BA |
267 | "metadata": { |
268 | "collapsed": false, | |
269 | "deletable": true, | |
270 | "editable": true | |
271 | }, | |
ff5df8e3 BA |
272 | "outputs": [], |
273 | "source": [ | |
274 | "# Fenêtres sélectionnées dans ]0,10] / endo à gauche, exo à droite\n", | |
275 | "p_nn_exo$getParams(i_np)$window\n", | |
276 | "p_nn_exo$getParams(i_p)$window\n", | |
277 | "\n", | |
278 | "p_nn_mix$getParams(i_np)$window\n", | |
279 | "p_nn_mix$getParams(i_p)$window" | |
280 | ] | |
281 | }, | |
282 | { | |
283 | "cell_type": "markdown", | |
5e838b3e BA |
284 | "metadata": { |
285 | "deletable": true, | |
286 | "editable": true | |
287 | }, | |
ff5df8e3 BA |
288 | "source": [ |
289 | "\n", | |
290 | "\n", | |
291 | "<h2 style=\"color:blue;font-size:2em\">Pollution par épandage</h2>" | |
292 | ] | |
293 | }, | |
294 | { | |
295 | "cell_type": "code", | |
296 | "execution_count": null, | |
5e838b3e BA |
297 | "metadata": { |
298 | "collapsed": false, | |
299 | "deletable": true, | |
300 | "editable": true | |
301 | }, | |
ff5df8e3 BA |
302 | "outputs": [], |
303 | "source": [ | |
55639673 BA |
304 | "p_nn_exo = computeForecast(data, indices_ep, \"Neighbors\", \"Neighbors\",\n", |
305 | "\thorizon=3, simtype=\"exo\")\n", | |
306 | "p_nn_mix = computeForecast(data, indices_ep, \"Neighbors\", \"Neighbors\",\n", | |
307 | "\thorizon=3, simtype=\"mix\")\n", | |
308 | "p_az = computeForecast(data, indices_ep, \"Average\", \"Zero\",\n", | |
309 | "\thorizon=3)\n", | |
310 | "p_pz = computeForecast(data, indices_ep, \"Persistence\", \"Zero\",\n", | |
311 | "\thorizon=3, same_day=TRUE)" | |
ff5df8e3 BA |
312 | ] |
313 | }, | |
314 | { | |
315 | "cell_type": "code", | |
316 | "execution_count": null, | |
5e838b3e BA |
317 | "metadata": { |
318 | "collapsed": false, | |
319 | "deletable": true, | |
320 | "editable": true | |
321 | }, | |
ff5df8e3 BA |
322 | "outputs": [], |
323 | "source": [ | |
55639673 BA |
324 | "e_nn_exo = computeError(data, p_nn_exo, 3)\n", |
325 | "e_nn_mix = computeError(data, p_nn_mix, 3)\n", | |
326 | "e_az = computeError(data, p_az, 3)\n", | |
327 | "e_pz = computeError(data, p_pz, 3)\n", | |
ff5df8e3 BA |
328 | "options(repr.plot.width=9, repr.plot.height=7)\n", |
329 | "plotError(list(e_nn_mix, e_pz, e_az, e_nn_exo), cols=c(1,2,colors()[258], 4))\n", | |
330 | "\n", | |
331 | "# Noir: neighbors_mix, bleu: neighbors_exo, vert: moyenne, rouge: persistence\n", | |
332 | "\n", | |
333 | "i_np = which.min(e_nn_exo$abs$indices)\n", | |
334 | "i_p = which.max(e_nn_exo$abs$indices)" | |
335 | ] | |
336 | }, | |
337 | { | |
338 | "cell_type": "code", | |
339 | "execution_count": null, | |
5e838b3e BA |
340 | "metadata": { |
341 | "collapsed": false, | |
342 | "deletable": true, | |
343 | "editable": true | |
344 | }, | |
ff5df8e3 BA |
345 | "outputs": [], |
346 | "source": [ | |
347 | "options(repr.plot.width=9, repr.plot.height=4)\n", | |
348 | "par(mfrow=c(1,2))\n", | |
349 | "\n", | |
350 | "plotPredReal(data, p_nn_exo, i_np); title(paste(\"PredReal nn exo day\",i_np))\n", | |
351 | "plotPredReal(data, p_nn_exo, i_p); title(paste(\"PredReal nn exo day\",i_p))\n", | |
352 | "\n", | |
353 | "plotPredReal(data, p_nn_mix, i_np); title(paste(\"PredReal nn mix day\",i_np))\n", | |
354 | "plotPredReal(data, p_nn_mix, i_p); title(paste(\"PredReal nn mix day\",i_p))\n", | |
355 | "\n", | |
356 | "plotPredReal(data, p_az, i_np); title(paste(\"PredReal az day\",i_np))\n", | |
357 | "plotPredReal(data, p_az, i_p); title(paste(\"PredReal az day\",i_p))\n", | |
358 | "\n", | |
359 | "# Bleu: prévue, noir: réalisée" | |
360 | ] | |
361 | }, | |
362 | { | |
363 | "cell_type": "code", | |
364 | "execution_count": null, | |
5e838b3e BA |
365 | "metadata": { |
366 | "collapsed": false, | |
367 | "deletable": true, | |
368 | "editable": true | |
369 | }, | |
ff5df8e3 BA |
370 | "outputs": [], |
371 | "source": [ | |
372 | "par(mfrow=c(1,2))\n", | |
373 | "f_np_exo = computeFilaments(data, p_nn_exo, i_np, plot=TRUE); title(paste(\"Filaments nn exo day\",i_np))\n", | |
374 | "f_p_exo = computeFilaments(data, p_nn_exo, i_p, plot=TRUE); title(paste(\"Filaments nn exo day\",i_p))\n", | |
375 | "\n", | |
376 | "f_np_mix = computeFilaments(data, p_nn_mix, i_np, plot=TRUE); title(paste(\"Filaments nn mix day\",i_np))\n", | |
377 | "f_p_mix = computeFilaments(data, p_nn_mix, i_p, plot=TRUE); title(paste(\"Filaments nn mix day\",i_p))" | |
378 | ] | |
379 | }, | |
380 | { | |
381 | "cell_type": "code", | |
382 | "execution_count": null, | |
5e838b3e BA |
383 | "metadata": { |
384 | "collapsed": false, | |
385 | "deletable": true, | |
386 | "editable": true | |
387 | }, | |
ff5df8e3 BA |
388 | "outputs": [], |
389 | "source": [ | |
390 | "par(mfrow=c(1,2))\n", | |
391 | "plotFilamentsBox(data, f_np_exo); title(paste(\"FilBox nn exo day\",i_np))\n", | |
392 | "plotFilamentsBox(data, f_p_exo); title(paste(\"FilBox nn exo day\",i_p))\n", | |
393 | "\n", | |
394 | "plotFilamentsBox(data, f_np_mix); title(paste(\"FilBox nn mix day\",i_np))\n", | |
395 | "plotFilamentsBox(data, f_p_mix); title(paste(\"FilBox nn mix day\",i_p))" | |
396 | ] | |
397 | }, | |
398 | { | |
399 | "cell_type": "code", | |
400 | "execution_count": null, | |
5e838b3e BA |
401 | "metadata": { |
402 | "collapsed": false, | |
403 | "deletable": true, | |
404 | "editable": true | |
405 | }, | |
ff5df8e3 BA |
406 | "outputs": [], |
407 | "source": [ | |
408 | "par(mfrow=c(1,2))\n", | |
409 | "plotRelVar(data, f_np_exo); title(paste(\"StdDev nn exo day\",i_np))\n", | |
410 | "plotRelVar(data, f_p_exo); title(paste(\"StdDev nn exo day\",i_p))\n", | |
411 | "\n", | |
412 | "plotRelVar(data, f_np_mix); title(paste(\"StdDev nn mix day\",i_np))\n", | |
413 | "plotRelVar(data, f_p_mix); title(paste(\"StdDev nn mix day\",i_p))\n", | |
414 | "\n", | |
415 | "# Variabilité globale en rouge ; sur les 60 voisins (+ lendemains) en noir" | |
416 | ] | |
417 | }, | |
418 | { | |
419 | "cell_type": "code", | |
420 | "execution_count": null, | |
5e838b3e BA |
421 | "metadata": { |
422 | "collapsed": false, | |
423 | "deletable": true, | |
424 | "editable": true | |
425 | }, | |
ff5df8e3 BA |
426 | "outputs": [], |
427 | "source": [ | |
428 | "par(mfrow=c(1,2))\n", | |
429 | "plotSimils(p_nn_exo, i_np); title(paste(\"Weights nn exo day\",i_np))\n", | |
430 | "plotSimils(p_nn_exo, i_p); title(paste(\"Weights nn exo day\",i_p))\n", | |
431 | "\n", | |
432 | "plotSimils(p_nn_mix, i_np); title(paste(\"Weights nn mix day\",i_np))\n", | |
d4841a3f | 433 | "plotSimils(p_nn_mix, i_p); title(paste(\"Weights nn mix day\",i_p))\n", |
ff5df8e3 BA |
434 | "\n", |
435 | "# - pollué à gauche, + pollué à droite" | |
436 | ] | |
437 | }, | |
438 | { | |
439 | "cell_type": "code", | |
440 | "execution_count": null, | |
5e838b3e BA |
441 | "metadata": { |
442 | "collapsed": false, | |
443 | "deletable": true, | |
444 | "editable": true | |
445 | }, | |
ff5df8e3 BA |
446 | "outputs": [], |
447 | "source": [ | |
448 | "# Fenêtres sélectionnées dans ]0,10] / endo à gauche, exo à droite\n", | |
449 | "p_nn_exo$getParams(i_np)$window\n", | |
450 | "p_nn_exo$getParams(i_p)$window\n", | |
451 | "\n", | |
452 | "p_nn_mix$getParams(i_np)$window\n", | |
453 | "p_nn_mix$getParams(i_p)$window" | |
454 | ] | |
455 | }, | |
456 | { | |
457 | "cell_type": "markdown", | |
5e838b3e BA |
458 | "metadata": { |
459 | "deletable": true, | |
460 | "editable": true | |
461 | }, | |
ff5df8e3 BA |
462 | "source": [ |
463 | "\n", | |
464 | "\n", | |
465 | "<h2 style=\"color:blue;font-size:2em\">Semaine non polluée</h2>" | |
466 | ] | |
467 | }, | |
468 | { | |
469 | "cell_type": "code", | |
470 | "execution_count": null, | |
5e838b3e BA |
471 | "metadata": { |
472 | "collapsed": false, | |
473 | "deletable": true, | |
474 | "editable": true | |
475 | }, | |
ff5df8e3 BA |
476 | "outputs": [], |
477 | "source": [ | |
55639673 BA |
478 | "p_nn_exo = computeForecast(data, indices_np, \"Neighbors\", \"Neighbors\",\n", |
479 | "\thorizon=3, simtype=\"exo\")\n", | |
480 | "p_nn_mix = computeForecast(data, indices_np, \"Neighbors\", \"Neighbors\",\n", | |
481 | "\thorizon=3, simtype=\"mix\")\n", | |
482 | "p_az = computeForecast(data, indices_np, \"Average\", \"Zero\",\n", | |
483 | "\thorizon=3)\n", | |
484 | "p_pz = computeForecast(data, indices_np, \"Persistence\", \"Zero\",\n", | |
485 | "\thorizon=3, same_day=FALSE)" | |
ff5df8e3 BA |
486 | ] |
487 | }, | |
488 | { | |
489 | "cell_type": "code", | |
490 | "execution_count": null, | |
5e838b3e BA |
491 | "metadata": { |
492 | "collapsed": false, | |
493 | "deletable": true, | |
494 | "editable": true | |
495 | }, | |
ff5df8e3 BA |
496 | "outputs": [], |
497 | "source": [ | |
55639673 BA |
498 | "e_nn_exo = computeError(data, p_nn_exo, 3)\n", |
499 | "e_nn_mix = computeError(data, p_nn_mix, 3)\n", | |
500 | "e_az = computeError(data, p_az, 3)\n", | |
501 | "e_pz = computeError(data, p_pz, 3)\n", | |
ff5df8e3 BA |
502 | "options(repr.plot.width=9, repr.plot.height=7)\n", |
503 | "plotError(list(e_nn_mix, e_pz, e_az, e_nn_exo), cols=c(1,2,colors()[258], 4))\n", | |
504 | "\n", | |
505 | "# Noir: neighbors_mix, bleu: neighbors_exo, vert: moyenne, rouge: persistence\n", | |
506 | "\n", | |
507 | "i_np = which.min(e_nn_exo$abs$indices)\n", | |
508 | "i_p = which.max(e_nn_exo$abs$indices)" | |
509 | ] | |
510 | }, | |
511 | { | |
512 | "cell_type": "code", | |
513 | "execution_count": null, | |
5e838b3e BA |
514 | "metadata": { |
515 | "collapsed": false, | |
516 | "deletable": true, | |
517 | "editable": true | |
518 | }, | |
ff5df8e3 BA |
519 | "outputs": [], |
520 | "source": [ | |
521 | "options(repr.plot.width=9, repr.plot.height=4)\n", | |
522 | "par(mfrow=c(1,2))\n", | |
523 | "\n", | |
524 | "plotPredReal(data, p_nn_exo, i_np); title(paste(\"PredReal nn exo day\",i_np))\n", | |
525 | "plotPredReal(data, p_nn_exo, i_p); title(paste(\"PredReal nn exo day\",i_p))\n", | |
526 | "\n", | |
527 | "plotPredReal(data, p_nn_mix, i_np); title(paste(\"PredReal nn mix day\",i_np))\n", | |
528 | "plotPredReal(data, p_nn_mix, i_p); title(paste(\"PredReal nn mix day\",i_p))\n", | |
529 | "\n", | |
530 | "plotPredReal(data, p_az, i_np); title(paste(\"PredReal az day\",i_np))\n", | |
531 | "plotPredReal(data, p_az, i_p); title(paste(\"PredReal az day\",i_p))\n", | |
532 | "\n", | |
533 | "# Bleu: prévue, noir: réalisée" | |
534 | ] | |
535 | }, | |
536 | { | |
537 | "cell_type": "code", | |
538 | "execution_count": null, | |
5e838b3e BA |
539 | "metadata": { |
540 | "collapsed": false, | |
541 | "deletable": true, | |
542 | "editable": true | |
543 | }, | |
ff5df8e3 BA |
544 | "outputs": [], |
545 | "source": [ | |
546 | "par(mfrow=c(1,2))\n", | |
547 | "f_np_exo = computeFilaments(data, p_nn_exo, i_np, plot=TRUE); title(paste(\"Filaments nn exo day\",i_np))\n", | |
548 | "f_p_exo = computeFilaments(data, p_nn_exo, i_p, plot=TRUE); title(paste(\"Filaments nn exo day\",i_p))\n", | |
549 | "\n", | |
550 | "f_np_mix = computeFilaments(data, p_nn_mix, i_np, plot=TRUE); title(paste(\"Filaments nn mix day\",i_np))\n", | |
551 | "f_p_mix = computeFilaments(data, p_nn_mix, i_p, plot=TRUE); title(paste(\"Filaments nn mix day\",i_p))" | |
552 | ] | |
553 | }, | |
554 | { | |
555 | "cell_type": "code", | |
556 | "execution_count": null, | |
5e838b3e BA |
557 | "metadata": { |
558 | "collapsed": false, | |
559 | "deletable": true, | |
560 | "editable": true | |
561 | }, | |
ff5df8e3 BA |
562 | "outputs": [], |
563 | "source": [ | |
564 | "par(mfrow=c(1,2))\n", | |
565 | "plotFilamentsBox(data, f_np_exo); title(paste(\"FilBox nn exo day\",i_np))\n", | |
566 | "plotFilamentsBox(data, f_p_exo); title(paste(\"FilBox nn exo day\",i_p))\n", | |
567 | "\n", | |
568 | "plotFilamentsBox(data, f_np_mix); title(paste(\"FilBox nn mix day\",i_np))\n", | |
569 | "plotFilamentsBox(data, f_p_mix); title(paste(\"FilBox nn mix day\",i_p))" | |
570 | ] | |
571 | }, | |
572 | { | |
573 | "cell_type": "code", | |
574 | "execution_count": null, | |
5e838b3e BA |
575 | "metadata": { |
576 | "collapsed": false, | |
577 | "deletable": true, | |
578 | "editable": true | |
579 | }, | |
ff5df8e3 BA |
580 | "outputs": [], |
581 | "source": [ | |
582 | "par(mfrow=c(1,2))\n", | |
583 | "plotRelVar(data, f_np_exo); title(paste(\"StdDev nn exo day\",i_np))\n", | |
584 | "plotRelVar(data, f_p_exo); title(paste(\"StdDev nn exo day\",i_p))\n", | |
585 | "\n", | |
586 | "plotRelVar(data, f_np_mix); title(paste(\"StdDev nn mix day\",i_np))\n", | |
587 | "plotRelVar(data, f_p_mix); title(paste(\"StdDev nn mix day\",i_p))\n", | |
588 | "\n", | |
589 | "# Variabilité globale en rouge ; sur les 60 voisins (+ lendemains) en noir" | |
590 | ] | |
591 | }, | |
592 | { | |
593 | "cell_type": "code", | |
594 | "execution_count": null, | |
5e838b3e BA |
595 | "metadata": { |
596 | "collapsed": false, | |
597 | "deletable": true, | |
598 | "editable": true | |
599 | }, | |
ff5df8e3 BA |
600 | "outputs": [], |
601 | "source": [ | |
602 | "par(mfrow=c(1,2))\n", | |
603 | "plotSimils(p_nn_exo, i_np); title(paste(\"Weights nn exo day\",i_np))\n", | |
604 | "plotSimils(p_nn_exo, i_p); title(paste(\"Weights nn exo day\",i_p))\n", | |
605 | "\n", | |
606 | "plotSimils(p_nn_mix, i_np); title(paste(\"Weights nn mix day\",i_np))\n", | |
d4841a3f | 607 | "plotSimils(p_nn_mix, i_p); title(paste(\"Weights nn mix day\",i_p))\n", |
ff5df8e3 BA |
608 | "\n", |
609 | "# - pollué à gauche, + pollué à droite" | |
610 | ] | |
611 | }, | |
612 | { | |
613 | "cell_type": "code", | |
614 | "execution_count": null, | |
5e838b3e BA |
615 | "metadata": { |
616 | "collapsed": false, | |
617 | "deletable": true, | |
618 | "editable": true | |
619 | }, | |
ff5df8e3 BA |
620 | "outputs": [], |
621 | "source": [ | |
622 | "# Fenêtres sélectionnées dans ]0,10] / endo à gauche, exo à droite\n", | |
623 | "p_nn_exo$getParams(i_np)$window\n", | |
624 | "p_nn_exo$getParams(i_p)$window\n", | |
625 | "\n", | |
626 | "p_nn_mix$getParams(i_np)$window\n", | |
627 | "p_nn_mix$getParams(i_p)$window" | |
628 | ] | |
629 | }, | |
630 | { | |
631 | "cell_type": "markdown", | |
5e838b3e BA |
632 | "metadata": { |
633 | "deletable": true, | |
634 | "editable": true | |
635 | }, | |
ff5df8e3 BA |
636 | "source": [ |
637 | "\n", | |
638 | "\n", | |
639 | "<h2>Bilan</h2>\n", | |
640 | "\n", | |
641 | "Problème difficile : on ne fait guère mieux qu'une naïve moyenne des lendemains des jours\n", | |
642 | "similaires dans le passé, ce qui n'est pas loin de prédire une série constante égale à la\n", | |
643 | "dernière valeur observée (méthode \"zéro\"). La persistence donne parfois de bons résultats\n", | |
644 | "mais est trop instable (sensibilité à l'argument <code>same_day</code>).\n", | |
645 | "\n", | |
646 | "Comment améliorer la méthode ?" | |
647 | ] | |
648 | } | |
649 | ], | |
650 | "metadata": { | |
651 | "kernelspec": { | |
652 | "display_name": "R", | |
653 | "language": "R", | |
654 | "name": "ir" | |
655 | }, | |
656 | "language_info": { | |
657 | "codemirror_mode": "r", | |
658 | "file_extension": ".r", | |
659 | "mimetype": "text/x-r-source", | |
660 | "name": "R", | |
661 | "pygments_lexer": "r", | |
662 | "version": "3.3.3" | |
663 | } | |
664 | }, | |
665 | "nbformat": 4, | |
666 | "nbformat_minor": 2 | |
667 | } |