reports/report.ipynb

   1 {
   2  "cells": [
   3   {
   4    "cell_type": "markdown",
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   8    },
   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,
  35    "metadata": {
  36     "collapsed": false,
  37     "deletable": true,
  38     "editable": true
  39    },
  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",
  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",
  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",
  52     "indices_np = seq(as.Date(\"2015-04-26\"),as.Date(\"2015-05-02\"),\"days\")"
  53    ]
  54   },
  55   {
  56    "cell_type": "markdown",
  57    "metadata": {
  58     "deletable": true,
  59     "editable": true
  60    },
  61    "source": [
  62     "<h2 style=\"color:blue;font-size:2em\">Pollution par chauffage</h2>"
  63    ]
  64   },
  65   {
  66    "cell_type": "code",
  67    "execution_count": null,
  68    "metadata": {
  69     "collapsed": false,
  70     "deletable": true,
  71     "editable": true
  72    },
  73    "outputs": [],
  74    "source": [
  75     "reload(\"../pkg\")\n",
  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",
  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\")"
  83    ]
  84   },
  85   {
  86    "cell_type": "code",
  87    "execution_count": null,
  88    "metadata": {
  89     "collapsed": false,
  90     "deletable": true,
  91     "editable": true
  92    },
  93    "outputs": [],
  94    "source": [
  95     "getSimilarDaysIndices(1000,10,TRUE,data)"
  96    ]
  97   },
  98   {
  99    "cell_type": "code",
 100    "execution_count": null,
 101    "metadata": {
 102     "collapsed": false,
 103     "deletable": true,
 104     "editable": true
 105    },
 106    "outputs": [],
 107    "source": [
 108     "as.POSIXlt(data$getTime(1000)[1])"
 109    ]
 110   },
 111   {
 112    "cell_type": "code",
 113    "execution_count": null,
 114    "metadata": {
 115     "collapsed": false,
 116     "deletable": true,
 117     "editable": true
 118    },
 119    "outputs": [],
 120    "source": [
 121     "#e1 = computeError(data, p1, H)\n",
 122     "#e2 = computeError(data, p2, H)\n",
 123     "e3 = computeError(data, p3, H)\n",
 124     "e4 = computeError(data, p4, H)\n",
 125     "#e5 = computeError(data, p5, H)\n",
 126     "#e6 = computeError(data, p6, H)\n",
 127     "plotError(list(e3,e4), cols=c(1,2))"
 128    ]
 129   },
 130   {
 131    "cell_type": "code",
 132    "execution_count": null,
 133    "metadata": {
 134     "collapsed": false,
 135     "deletable": true,
 136     "editable": true
 137    },
 138    "outputs": [],
 139    "source": [
 140     "\tfirst_day = 1\n",
 141     "params=p3$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)"
 164    ]
 165   },
 166   {
 167    "cell_type": "code",
 168    "execution_count": null,
 169    "metadata": {
 170     "collapsed": false,
 171     "deletable": true,
 172     "editable": true
 173    },
 174    "outputs": [],
 175    "source": [
 176     "options(repr.plot.width=9, repr.plot.height=4)\n",
 177     "par(mfrow=c(1,2))\n",
 178     "\n",
 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",
 181     "\n",
 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",
 184     "\n",
 185     "# Bleu: prévue, noir: réalisée"
 186    ]
 187   },
 188   {
 189    "cell_type": "code",
 190    "execution_count": null,
 191    "metadata": {
 192     "collapsed": false,
 193     "deletable": true,
 194     "editable": true
 195    },
 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,
 209    "metadata": {
 210     "collapsed": false,
 211     "deletable": true,
 212     "editable": true
 213    },
 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,
 227    "metadata": {
 228     "collapsed": false,
 229     "deletable": true,
 230     "editable": true
 231    },
 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,
 247    "metadata": {
 248     "collapsed": false,
 249     "deletable": true,
 250     "editable": true
 251    },
 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",
 259     "plotSimils(p_nn_mix, i_p); title(paste(\"Weights nn mix day\",i_p))\n",
 260     "\n",
 261     "# - pollué à gauche, + pollué à droite"
 262    ]
 263   },
 264   {
 265    "cell_type": "code",
 266    "execution_count": null,
 267    "metadata": {
 268     "collapsed": false,
 269     "deletable": true,
 270     "editable": true
 271    },
 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)$window"
 280    ]
 281   },
 282   {
 283    "cell_type": "markdown",
 284    "metadata": {
 285     "deletable": true,
 286     "editable": true
 287    },
 288    "source": [
 289     "\n",
 290     "\n",
 291     "<h2 style=\"color:blue;font-size:2em\">Pollution par épandage</h2>"
 292    ]
 293   },
 294   {
 295    "cell_type": "code",
 296    "execution_count": null,
 297    "metadata": {
 298     "collapsed": false,
 299     "deletable": true,
 300     "editable": true
 301    },
 302    "outputs": [],
 303    "source": [
 304     "p_nn_exo = computeForecast(data, indices_ep, \"Neighbors\", \"Neighbors\",\n",
 305     "\thorizon=3, simtype=\"exo\")\n",
 306     "p_nn_mix = computeForecast(data, indices_ep, \"Neighbors\", \"Neighbors\",\n",
 307     "\thorizon=3, simtype=\"mix\")\n",
 308     "p_az = computeForecast(data, indices_ep, \"Average\", \"Zero\",\n",
 309     "\thorizon=3)\n",
 310     "p_pz = computeForecast(data, indices_ep, \"Persistence\", \"Zero\",\n",
 311     "\thorizon=3, same_day=TRUE)"
 312    ]
 313   },
 314   {
 315    "cell_type": "code",
 316    "execution_count": null,
 317    "metadata": {
 318     "collapsed": false,
 319     "deletable": true,
 320     "editable": true
 321    },
 322    "outputs": [],
 323    "source": [
 324     "e_nn_exo = computeError(data, p_nn_exo, 3)\n",
 325     "e_nn_mix = computeError(data, p_nn_mix, 3)\n",
 326     "e_az = computeError(data, p_az, 3)\n",
 327     "e_pz = computeError(data, p_pz, 3)\n",
 328     "options(repr.plot.width=9, repr.plot.height=7)\n",
 329     "plotError(list(e_nn_mix, e_pz, e_az, e_nn_exo), cols=c(1,2,colors()[258], 4))\n",
 330     "\n",
 331     "# Noir: neighbors_mix, bleu: neighbors_exo, vert: moyenne, rouge: persistence\n",
 332     "\n",
 333     "i_np = which.min(e_nn_exo$abs$indices)\n",
 334     "i_p = which.max(e_nn_exo$abs$indices)"
 335    ]
 336   },
 337   {
 338    "cell_type": "code",
 339    "execution_count": null,
 340    "metadata": {
 341     "collapsed": false,
 342     "deletable": true,
 343     "editable": true
 344    },
 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,
 365    "metadata": {
 366     "collapsed": false,
 367     "deletable": true,
 368     "editable": true
 369    },
 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,
 383    "metadata": {
 384     "collapsed": false,
 385     "deletable": true,
 386     "editable": true
 387    },
 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,
 401    "metadata": {
 402     "collapsed": false,
 403     "deletable": true,
 404     "editable": true
 405    },
 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,
 421    "metadata": {
 422     "collapsed": false,
 423     "deletable": true,
 424     "editable": true
 425    },
 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",
 433     "plotSimils(p_nn_mix, i_p); title(paste(\"Weights nn mix day\",i_p))\n",
 434     "\n",
 435     "# - pollué à gauche, + pollué à droite"
 436    ]
 437   },
 438   {
 439    "cell_type": "code",
 440    "execution_count": null,
 441    "metadata": {
 442     "collapsed": false,
 443     "deletable": true,
 444     "editable": true
 445    },
 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)$window"
 454    ]
 455   },
 456   {
 457    "cell_type": "markdown",
 458    "metadata": {
 459     "deletable": true,
 460     "editable": true
 461    },
 462    "source": [
 463     "\n",
 464     "\n",
 465     "<h2 style=\"color:blue;font-size:2em\">Semaine non polluée</h2>"
 466    ]
 467   },
 468   {
 469    "cell_type": "code",
 470    "execution_count": null,
 471    "metadata": {
 472     "collapsed": false,
 473     "deletable": true,
 474     "editable": true
 475    },
 476    "outputs": [],
 477    "source": [
 478     "p_nn_exo = computeForecast(data, indices_np, \"Neighbors\", \"Neighbors\",\n",
 479     "\thorizon=3, simtype=\"exo\")\n",
 480     "p_nn_mix = computeForecast(data, indices_np, \"Neighbors\", \"Neighbors\",\n",
 481     "\thorizon=3, simtype=\"mix\")\n",
 482     "p_az = computeForecast(data, indices_np, \"Average\", \"Zero\",\n",
 483     "\thorizon=3)\n",
 484     "p_pz = computeForecast(data, indices_np, \"Persistence\", \"Zero\",\n",
 485     "\thorizon=3, same_day=FALSE)"
 486    ]
 487   },
 488   {
 489    "cell_type": "code",
 490    "execution_count": null,
 491    "metadata": {
 492     "collapsed": false,
 493     "deletable": true,
 494     "editable": true
 495    },
 496    "outputs": [],
 497    "source": [
 498     "e_nn_exo = computeError(data, p_nn_exo, 3)\n",
 499     "e_nn_mix = computeError(data, p_nn_mix, 3)\n",
 500     "e_az = computeError(data, p_az, 3)\n",
 501     "e_pz = computeError(data, p_pz, 3)\n",
 502     "options(repr.plot.width=9, repr.plot.height=7)\n",
 503     "plotError(list(e_nn_mix, e_pz, e_az, e_nn_exo), cols=c(1,2,colors()[258], 4))\n",
 504     "\n",
 505     "# Noir: neighbors_mix, bleu: neighbors_exo, vert: moyenne, rouge: persistence\n",
 506     "\n",
 507     "i_np = which.min(e_nn_exo$abs$indices)\n",
 508     "i_p = which.max(e_nn_exo$abs$indices)"
 509    ]
 510   },
 511   {
 512    "cell_type": "code",
 513    "execution_count": null,
 514    "metadata": {
 515     "collapsed": false,
 516     "deletable": true,
 517     "editable": true
 518    },
 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,
 539    "metadata": {
 540     "collapsed": false,
 541     "deletable": true,
 542     "editable": true
 543    },
 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,
 557    "metadata": {
 558     "collapsed": false,
 559     "deletable": true,
 560     "editable": true
 561    },
 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,
 575    "metadata": {
 576     "collapsed": false,
 577     "deletable": true,
 578     "editable": true
 579    },
 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,
 595    "metadata": {
 596     "collapsed": false,
 597     "deletable": true,
 598     "editable": true
 599    },
 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",
 607     "plotSimils(p_nn_mix, i_p); title(paste(\"Weights nn mix day\",i_p))\n",
 608     "\n",
 609     "# - pollué à gauche, + pollué à droite"
 610    ]
 611   },
 612   {
 613    "cell_type": "code",
 614    "execution_count": null,
 615    "metadata": {
 616     "collapsed": false,
 617     "deletable": true,
 618     "editable": true
 619    },
 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",
 632    "metadata": {
 633     "deletable": true,
 634     "editable": true
 635    },
 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 }