--- /dev/null
+{
+ "cells": [
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "\n",
+ "\n",
+ "<h2>Introduction</h2>\n",
+ "\n",
+ "J'ai fait quelques essais dans différentes configurations pour la méthode \"Neighbors\"\n",
+ "(la seule dont on a parlé).<br>Il semble que le mieux soit\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",
+ "\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",
+ "correspond aux jours similaires au jour courant, tandis que la moitié droite affiche les\n",
+ "lendemains : ce sont donc les voisinages tels qu'utilisés dans l'algorithme.\n",
+ "\n"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "outputs": [],
+ "source": [
+ "library(talweg)\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",
+ "data = getData(ts_data, exo_data, input_tz = \"Europe/Paris\", working_tz=\"Europe/Paris\", predict_at=13)\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\")"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "\n",
+ "\n",
+ "<h2 style=\"color:blue;font-size:2em\">Pollution par chauffage</h2>"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "outputs": [],
+ "source": [
+ "e_nn_exo = computeError(data, p_nn_exo)\n",
+ "e_nn_mix = computeError(data, p_nn_mix)\n",
+ "e_az = computeError(data, p_az)\n",
+ "e_pz = computeError(data, p_pz)\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)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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",
+ "\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"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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",
+ "\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))"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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",
+ "\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))"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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",
+ "\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",
+ "\n",
+ "# Variabilité globale en rouge ; sur les 60 voisins (+ lendemains) en noir"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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",
+ "\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",
+ "\n",
+ "# - pollué à gauche, + pollué à droite"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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": {},
+ "source": [
+ "\n",
+ "\n",
+ "<h2 style=\"color:blue;font-size:2em\">Pollution par épandage</h2>"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "outputs": [],
+ "source": [
+ "e_nn_exo = computeError(data, p_nn_exo)\n",
+ "e_nn_mix = computeError(data, p_nn_mix)\n",
+ "e_az = computeError(data, p_az)\n",
+ "e_pz = computeError(data, p_pz)\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)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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",
+ "\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"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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",
+ "\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))"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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",
+ "\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))"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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",
+ "\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",
+ "\n",
+ "# Variabilité globale en rouge ; sur les 60 voisins (+ lendemains) en noir"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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",
+ "\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",
+ "\n",
+ "# - pollué à gauche, + pollué à droite"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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": {},
+ "source": [
+ "\n",
+ "\n",
+ "<h2 style=\"color:blue;font-size:2em\">Semaine non polluée</h2>"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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=TRUE)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "outputs": [],
+ "source": [
+ "e_nn_exo = computeError(data, p_nn_exo)\n",
+ "e_nn_mix = computeError(data, p_nn_mix)\n",
+ "e_az = computeError(data, p_az)\n",
+ "e_pz = computeError(data, p_pz)\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)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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",
+ "\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"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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",
+ "\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))"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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",
+ "\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))"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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",
+ "\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",
+ "\n",
+ "# Variabilité globale en rouge ; sur les 60 voisins (+ lendemains) en noir"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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",
+ "\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",
+ "\n",
+ "# - pollué à gauche, + pollué à droite"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {
+ "collapsed": false
+ },
+ "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": {},
+ "source": [
+ "\n",
+ "\n",
+ "<h2>Bilan</h2>\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 <code>same_day</code>).\n",
+ "\n",
+ "Comment améliorer la méthode ?"
+ ]
+ }
+ ],
+ "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"
+ }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 2
+}
--- /dev/null
+******* text after include:
+-----
+<h2>Introduction</h2>
+
+J'ai fait quelques essais dans différentes configurations pour la méthode "Neighbors"
+(la seule dont on a parlé).<br>Il semble que le mieux soit
+
+ * simtype="exo" ou "mix" : similarités exogènes avec/sans endogènes (fenêtre optimisée par VC)
+ * same_season=FALSE : les indices pour la validation croisée ne tiennent pas compte des saisons
+ * mix_strategy="mult" : on multiplie les poids (au lieu d'en éteindre)
+
+J'ai systématiquement comparé à une approche naïve : la moyennes des lendemains des jours
+"similaires" dans tout le passé ; à chaque fois sans prédiction du saut (sauf pour Neighbors :
+prédiction basée sur les poids calculés).
+
+Ensuite j'affiche les erreurs, quelques courbes prévues/mesurées, quelques filaments puis les
+histogrammes de quelques poids. Concernant les graphes de filaments, la moitié gauche du graphe
+correspond aux jours similaires au jour courant, tandis que la moitié droite affiche les
+lendemains : ce sont donc les voisinages tels qu'utilisés dans l'algorithme.
+
+<%
+list_titles = ['Pollution par chauffage', 'Pollution par épandage', 'Semaine non polluée']
+list_indices = ['indices_ch', 'indices_ep', 'indices_np']
+%>
+-----r
+library(talweg)
+
+ts_data = read.csv(system.file("extdata","pm10_mesures_H_loc_report.csv",package="talweg"))
+exo_data = read.csv(system.file("extdata","meteo_extra_noNAs.csv",package="talweg"))
+data = getData(ts_data, exo_data, input_tz = "Europe/Paris", working_tz="Europe/Paris", predict_at=13)
+
+indices_ch = seq(as.Date("2015-01-18"),as.Date("2015-01-24"),"days")
+indices_ep = seq(as.Date("2015-03-15"),as.Date("2015-03-21"),"days")
+indices_np = seq(as.Date("2015-04-26"),as.Date("2015-05-02"),"days")
+% for i in range(3):
+-----
+<h2 style="color:blue;font-size:2em">${list_titles[i]}</h2>
+-----r
+p_nn_exo = computeForecast(data, ${list_indices[i]}, "Neighbors", "Neighbors", simtype="exo", horizon=H)
+p_nn_mix = computeForecast(data, ${list_indices[i]}, "Neighbors", "Neighbors", simtype="mix", horizon=H)
+p_az = computeForecast(data, ${list_indices[i]}, "Average", "Zero", horizon=H) #, memory=183)
+p_pz = computeForecast(data, ${list_indices[i]}, "Persistence", "Zero", horizon=H, same_day=TRUE)
+-----r
+e_nn_exo = computeError(data, p_nn_exo)
+e_nn_mix = computeError(data, p_nn_mix)
+e_az = computeError(data, p_az)
+e_pz = computeError(data, p_pz)
+options(repr.plot.width=9, repr.plot.height=7)
+plotError(list(e_nn_mix, e_pz, e_az, e_nn_exo), cols=c(1,2,colors()[258], 4))
+
+# Noir: neighbors_mix, bleu: neighbors_exo, vert: moyenne, rouge: persistence
+
+i_np = which.min(e_nn_exo$abs$indices)
+i_p = which.max(e_nn_exo$abs$indices)
+-----r
+options(repr.plot.width=9, repr.plot.height=4)
+par(mfrow=c(1,2))
+
+plotPredReal(data, p_nn_exo, i_np); title(paste("PredReal nn exo day",i_np))
+plotPredReal(data, p_nn_exo, i_p); title(paste("PredReal nn exo day",i_p))
+
+plotPredReal(data, p_nn_mix, i_np); title(paste("PredReal nn mix day",i_np))
+plotPredReal(data, p_nn_mix, i_p); title(paste("PredReal nn mix day",i_p))
+
+plotPredReal(data, p_az, i_np); title(paste("PredReal az day",i_np))
+plotPredReal(data, p_az, i_p); title(paste("PredReal az day",i_p))
+
+# Bleu: prévue, noir: réalisée
+-----r
+par(mfrow=c(1,2))
+f_np_exo = computeFilaments(data, p_nn_exo, i_np, plot=TRUE); title(paste("Filaments nn exo day",i_np))
+f_p_exo = computeFilaments(data, p_nn_exo, i_p, plot=TRUE); title(paste("Filaments nn exo day",i_p))
+
+f_np_mix = computeFilaments(data, p_nn_mix, i_np, plot=TRUE); title(paste("Filaments nn mix day",i_np))
+f_p_mix = computeFilaments(data, p_nn_mix, i_p, plot=TRUE); title(paste("Filaments nn mix day",i_p))
+-----r
+par(mfrow=c(1,2))
+plotFilamentsBox(data, f_np_exo); title(paste("FilBox nn exo day",i_np))
+plotFilamentsBox(data, f_p_exo); title(paste("FilBox nn exo day",i_p))
+
+plotFilamentsBox(data, f_np_mix); title(paste("FilBox nn mix day",i_np))
+plotFilamentsBox(data, f_p_mix); title(paste("FilBox nn mix day",i_p))
+-----r
+par(mfrow=c(1,2))
+plotRelVar(data, f_np_exo); title(paste("StdDev nn exo day",i_np))
+plotRelVar(data, f_p_exo); title(paste("StdDev nn exo day",i_p))
+
+plotRelVar(data, f_np_mix); title(paste("StdDev nn mix day",i_np))
+plotRelVar(data, f_p_mix); title(paste("StdDev nn mix day",i_p))
+
+# Variabilité globale en rouge ; sur les 60 voisins (+ lendemains) en noir
+-----r
+par(mfrow=c(1,2))
+plotSimils(p_nn_exo, i_np); title(paste("Weights nn exo day",i_np))
+plotSimils(p_nn_exo, i_p); title(paste("Weights nn exo day",i_p))
+
+plotSimils(p_nn_mix, i_np); title(paste("Weights nn mix day",i_np))
+plotSimils(p_nn_mix, i_p); title(paste("Weights nn mix day",i_p)
+
+# - pollué à gauche, + pollué à droite
+-----r
+# Fenêtres sélectionnées dans ]0,10] / endo à gauche, exo à droite
+p_nn_exo$getParams(i_np)$window
+p_nn_exo$getParams(i_p)$window
+
+p_nn_mix$getParams(i_np)$window
+p_nn_mix$getParams(i_p)$window
+% endfor
+-----
+<h2>Bilan</h2>
+
+Problème difficile : on ne fait guère mieux qu'une naïve moyenne des lendemains des jours
+similaires dans le passé, ce qui n'est pas loin de prédire une série constante égale à la
+dernière valeur observée (méthode "zéro"). La persistence donne parfois de bons résultats
+mais est trop instable (sensibilité à l'argument <code>same_day</code>).
+
+Comment améliorer la méthode ?
+******* mako_kwargs: {}
+******* text after mako:
+-----
+<h2>Introduction</h2>
+
+J'ai fait quelques essais dans différentes configurations pour la méthode "Neighbors"
+(la seule dont on a parlé).<br>Il semble que le mieux soit
+
+ * simtype="exo" ou "mix" : similarités exogènes avec/sans endogènes (fenêtre optimisée par VC)
+ * same_season=FALSE : les indices pour la validation croisée ne tiennent pas compte des saisons
+ * mix_strategy="mult" : on multiplie les poids (au lieu d'en éteindre)
+
+J'ai systématiquement comparé à une approche naïve : la moyennes des lendemains des jours
+"similaires" dans tout le passé ; à chaque fois sans prédiction du saut (sauf pour Neighbors :
+prédiction basée sur les poids calculés).
+
+Ensuite j'affiche les erreurs, quelques courbes prévues/mesurées, quelques filaments puis les
+histogrammes de quelques poids. Concernant les graphes de filaments, la moitié gauche du graphe
+correspond aux jours similaires au jour courant, tandis que la moitié droite affiche les
+lendemains : ce sont donc les voisinages tels qu'utilisés dans l'algorithme.
+
+
+-----r
+library(talweg)
+
+ts_data = read.csv(system.file("extdata","pm10_mesures_H_loc_report.csv",package="talweg"))
+exo_data = read.csv(system.file("extdata","meteo_extra_noNAs.csv",package="talweg"))
+data = getData(ts_data, exo_data, input_tz = "Europe/Paris", working_tz="Europe/Paris", predict_at=13)
+
+indices_ch = seq(as.Date("2015-01-18"),as.Date("2015-01-24"),"days")
+indices_ep = seq(as.Date("2015-03-15"),as.Date("2015-03-21"),"days")
+indices_np = seq(as.Date("2015-04-26"),as.Date("2015-05-02"),"days")
+-----
+<h2 style="color:blue;font-size:2em">Pollution par chauffage</h2>
+-----r
+p_nn_exo = computeForecast(data, indices_ch, "Neighbors", "Neighbors", simtype="exo", horizon=H)
+p_nn_mix = computeForecast(data, indices_ch, "Neighbors", "Neighbors", simtype="mix", horizon=H)
+p_az = computeForecast(data, indices_ch, "Average", "Zero", horizon=H) #, memory=183)
+p_pz = computeForecast(data, indices_ch, "Persistence", "Zero", horizon=H, same_day=TRUE)
+-----r
+e_nn_exo = computeError(data, p_nn_exo)
+e_nn_mix = computeError(data, p_nn_mix)
+e_az = computeError(data, p_az)
+e_pz = computeError(data, p_pz)
+options(repr.plot.width=9, repr.plot.height=7)
+plotError(list(e_nn_mix, e_pz, e_az, e_nn_exo), cols=c(1,2,colors()[258], 4))
+
+# Noir: neighbors_mix, bleu: neighbors_exo, vert: moyenne, rouge: persistence
+
+i_np = which.min(e_nn_exo$abs$indices)
+i_p = which.max(e_nn_exo$abs$indices)
+-----r
+options(repr.plot.width=9, repr.plot.height=4)
+par(mfrow=c(1,2))
+
+plotPredReal(data, p_nn_exo, i_np); title(paste("PredReal nn exo day",i_np))
+plotPredReal(data, p_nn_exo, i_p); title(paste("PredReal nn exo day",i_p))
+
+plotPredReal(data, p_nn_mix, i_np); title(paste("PredReal nn mix day",i_np))
+plotPredReal(data, p_nn_mix, i_p); title(paste("PredReal nn mix day",i_p))
+
+plotPredReal(data, p_az, i_np); title(paste("PredReal az day",i_np))
+plotPredReal(data, p_az, i_p); title(paste("PredReal az day",i_p))
+
+# Bleu: prévue, noir: réalisée
+-----r
+par(mfrow=c(1,2))
+f_np_exo = computeFilaments(data, p_nn_exo, i_np, plot=TRUE); title(paste("Filaments nn exo day",i_np))
+f_p_exo = computeFilaments(data, p_nn_exo, i_p, plot=TRUE); title(paste("Filaments nn exo day",i_p))
+
+f_np_mix = computeFilaments(data, p_nn_mix, i_np, plot=TRUE); title(paste("Filaments nn mix day",i_np))
+f_p_mix = computeFilaments(data, p_nn_mix, i_p, plot=TRUE); title(paste("Filaments nn mix day",i_p))
+-----r
+par(mfrow=c(1,2))
+plotFilamentsBox(data, f_np_exo); title(paste("FilBox nn exo day",i_np))
+plotFilamentsBox(data, f_p_exo); title(paste("FilBox nn exo day",i_p))
+
+plotFilamentsBox(data, f_np_mix); title(paste("FilBox nn mix day",i_np))
+plotFilamentsBox(data, f_p_mix); title(paste("FilBox nn mix day",i_p))
+-----r
+par(mfrow=c(1,2))
+plotRelVar(data, f_np_exo); title(paste("StdDev nn exo day",i_np))
+plotRelVar(data, f_p_exo); title(paste("StdDev nn exo day",i_p))
+
+plotRelVar(data, f_np_mix); title(paste("StdDev nn mix day",i_np))
+plotRelVar(data, f_p_mix); title(paste("StdDev nn mix day",i_p))
+
+# Variabilité globale en rouge ; sur les 60 voisins (+ lendemains) en noir
+-----r
+par(mfrow=c(1,2))
+plotSimils(p_nn_exo, i_np); title(paste("Weights nn exo day",i_np))
+plotSimils(p_nn_exo, i_p); title(paste("Weights nn exo day",i_p))
+
+plotSimils(p_nn_mix, i_np); title(paste("Weights nn mix day",i_np))
+plotSimils(p_nn_mix, i_p); title(paste("Weights nn mix day",i_p)
+
+# - pollué à gauche, + pollué à droite
+-----r
+# Fenêtres sélectionnées dans ]0,10] / endo à gauche, exo à droite
+p_nn_exo$getParams(i_np)$window
+p_nn_exo$getParams(i_p)$window
+
+p_nn_mix$getParams(i_np)$window
+p_nn_mix$getParams(i_p)$window
+-----
+<h2 style="color:blue;font-size:2em">Pollution par épandage</h2>
+-----r
+p_nn_exo = computeForecast(data, indices_ep, "Neighbors", "Neighbors", simtype="exo", horizon=H)
+p_nn_mix = computeForecast(data, indices_ep, "Neighbors", "Neighbors", simtype="mix", horizon=H)
+p_az = computeForecast(data, indices_ep, "Average", "Zero", horizon=H) #, memory=183)
+p_pz = computeForecast(data, indices_ep, "Persistence", "Zero", horizon=H, same_day=TRUE)
+-----r
+e_nn_exo = computeError(data, p_nn_exo)
+e_nn_mix = computeError(data, p_nn_mix)
+e_az = computeError(data, p_az)
+e_pz = computeError(data, p_pz)
+options(repr.plot.width=9, repr.plot.height=7)
+plotError(list(e_nn_mix, e_pz, e_az, e_nn_exo), cols=c(1,2,colors()[258], 4))
+
+# Noir: neighbors_mix, bleu: neighbors_exo, vert: moyenne, rouge: persistence
+
+i_np = which.min(e_nn_exo$abs$indices)
+i_p = which.max(e_nn_exo$abs$indices)
+-----r
+options(repr.plot.width=9, repr.plot.height=4)
+par(mfrow=c(1,2))
+
+plotPredReal(data, p_nn_exo, i_np); title(paste("PredReal nn exo day",i_np))
+plotPredReal(data, p_nn_exo, i_p); title(paste("PredReal nn exo day",i_p))
+
+plotPredReal(data, p_nn_mix, i_np); title(paste("PredReal nn mix day",i_np))
+plotPredReal(data, p_nn_mix, i_p); title(paste("PredReal nn mix day",i_p))
+
+plotPredReal(data, p_az, i_np); title(paste("PredReal az day",i_np))
+plotPredReal(data, p_az, i_p); title(paste("PredReal az day",i_p))
+
+# Bleu: prévue, noir: réalisée
+-----r
+par(mfrow=c(1,2))
+f_np_exo = computeFilaments(data, p_nn_exo, i_np, plot=TRUE); title(paste("Filaments nn exo day",i_np))
+f_p_exo = computeFilaments(data, p_nn_exo, i_p, plot=TRUE); title(paste("Filaments nn exo day",i_p))
+
+f_np_mix = computeFilaments(data, p_nn_mix, i_np, plot=TRUE); title(paste("Filaments nn mix day",i_np))
+f_p_mix = computeFilaments(data, p_nn_mix, i_p, plot=TRUE); title(paste("Filaments nn mix day",i_p))
+-----r
+par(mfrow=c(1,2))
+plotFilamentsBox(data, f_np_exo); title(paste("FilBox nn exo day",i_np))
+plotFilamentsBox(data, f_p_exo); title(paste("FilBox nn exo day",i_p))
+
+plotFilamentsBox(data, f_np_mix); title(paste("FilBox nn mix day",i_np))
+plotFilamentsBox(data, f_p_mix); title(paste("FilBox nn mix day",i_p))
+-----r
+par(mfrow=c(1,2))
+plotRelVar(data, f_np_exo); title(paste("StdDev nn exo day",i_np))
+plotRelVar(data, f_p_exo); title(paste("StdDev nn exo day",i_p))
+
+plotRelVar(data, f_np_mix); title(paste("StdDev nn mix day",i_np))
+plotRelVar(data, f_p_mix); title(paste("StdDev nn mix day",i_p))
+
+# Variabilité globale en rouge ; sur les 60 voisins (+ lendemains) en noir
+-----r
+par(mfrow=c(1,2))
+plotSimils(p_nn_exo, i_np); title(paste("Weights nn exo day",i_np))
+plotSimils(p_nn_exo, i_p); title(paste("Weights nn exo day",i_p))
+
+plotSimils(p_nn_mix, i_np); title(paste("Weights nn mix day",i_np))
+plotSimils(p_nn_mix, i_p); title(paste("Weights nn mix day",i_p)
+
+# - pollué à gauche, + pollué à droite
+-----r
+# Fenêtres sélectionnées dans ]0,10] / endo à gauche, exo à droite
+p_nn_exo$getParams(i_np)$window
+p_nn_exo$getParams(i_p)$window
+
+p_nn_mix$getParams(i_np)$window
+p_nn_mix$getParams(i_p)$window
+-----
+<h2 style="color:blue;font-size:2em">Semaine non polluée</h2>
+-----r
+p_nn_exo = computeForecast(data, indices_np, "Neighbors", "Neighbors", simtype="exo", horizon=H)
+p_nn_mix = computeForecast(data, indices_np, "Neighbors", "Neighbors", simtype="mix", horizon=H)
+p_az = computeForecast(data, indices_np, "Average", "Zero", horizon=H) #, memory=183)
+p_pz = computeForecast(data, indices_np, "Persistence", "Zero", horizon=H, same_day=TRUE)
+-----r
+e_nn_exo = computeError(data, p_nn_exo)
+e_nn_mix = computeError(data, p_nn_mix)
+e_az = computeError(data, p_az)
+e_pz = computeError(data, p_pz)
+options(repr.plot.width=9, repr.plot.height=7)
+plotError(list(e_nn_mix, e_pz, e_az, e_nn_exo), cols=c(1,2,colors()[258], 4))
+
+# Noir: neighbors_mix, bleu: neighbors_exo, vert: moyenne, rouge: persistence
+
+i_np = which.min(e_nn_exo$abs$indices)
+i_p = which.max(e_nn_exo$abs$indices)
+-----r
+options(repr.plot.width=9, repr.plot.height=4)
+par(mfrow=c(1,2))
+
+plotPredReal(data, p_nn_exo, i_np); title(paste("PredReal nn exo day",i_np))
+plotPredReal(data, p_nn_exo, i_p); title(paste("PredReal nn exo day",i_p))
+
+plotPredReal(data, p_nn_mix, i_np); title(paste("PredReal nn mix day",i_np))
+plotPredReal(data, p_nn_mix, i_p); title(paste("PredReal nn mix day",i_p))
+
+plotPredReal(data, p_az, i_np); title(paste("PredReal az day",i_np))
+plotPredReal(data, p_az, i_p); title(paste("PredReal az day",i_p))
+
+# Bleu: prévue, noir: réalisée
+-----r
+par(mfrow=c(1,2))
+f_np_exo = computeFilaments(data, p_nn_exo, i_np, plot=TRUE); title(paste("Filaments nn exo day",i_np))
+f_p_exo = computeFilaments(data, p_nn_exo, i_p, plot=TRUE); title(paste("Filaments nn exo day",i_p))
+
+f_np_mix = computeFilaments(data, p_nn_mix, i_np, plot=TRUE); title(paste("Filaments nn mix day",i_np))
+f_p_mix = computeFilaments(data, p_nn_mix, i_p, plot=TRUE); title(paste("Filaments nn mix day",i_p))
+-----r
+par(mfrow=c(1,2))
+plotFilamentsBox(data, f_np_exo); title(paste("FilBox nn exo day",i_np))
+plotFilamentsBox(data, f_p_exo); title(paste("FilBox nn exo day",i_p))
+
+plotFilamentsBox(data, f_np_mix); title(paste("FilBox nn mix day",i_np))
+plotFilamentsBox(data, f_p_mix); title(paste("FilBox nn mix day",i_p))
+-----r
+par(mfrow=c(1,2))
+plotRelVar(data, f_np_exo); title(paste("StdDev nn exo day",i_np))
+plotRelVar(data, f_p_exo); title(paste("StdDev nn exo day",i_p))
+
+plotRelVar(data, f_np_mix); title(paste("StdDev nn mix day",i_np))
+plotRelVar(data, f_p_mix); title(paste("StdDev nn mix day",i_p))
+
+# Variabilité globale en rouge ; sur les 60 voisins (+ lendemains) en noir
+-----r
+par(mfrow=c(1,2))
+plotSimils(p_nn_exo, i_np); title(paste("Weights nn exo day",i_np))
+plotSimils(p_nn_exo, i_p); title(paste("Weights nn exo day",i_p))
+
+plotSimils(p_nn_mix, i_np); title(paste("Weights nn mix day",i_np))
+plotSimils(p_nn_mix, i_p); title(paste("Weights nn mix day",i_p)
+
+# - pollué à gauche, + pollué à droite
+-----r
+# Fenêtres sélectionnées dans ]0,10] / endo à gauche, exo à droite
+p_nn_exo$getParams(i_np)$window
+p_nn_exo$getParams(i_p)$window
+
+p_nn_mix$getParams(i_np)$window
+p_nn_mix$getParams(i_p)$window
+-----
+<h2>Bilan</h2>
+
+Problème difficile : on ne fait guère mieux qu'une naïve moyenne des lendemains des jours
+similaires dans le passé, ce qui n'est pas loin de prédire une série constante égale à la
+dernière valeur observée (méthode "zéro"). La persistence donne parfois de bons résultats
+mais est trop instable (sensibilité à l'argument <code>same_day</code>).
+
+Comment améliorer la méthode ?
+******* cell: markdown
+******* found shortname r
+******* cell: astext=False shortname=r
+******* cell: markdown
+******* found shortname r
+******* cell: astext=False shortname=r
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+******* cell: astext=False shortname=r
+******* found shortname r
+******* cell: astext=False shortname=r
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+******* found shortname r
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+******* cell: astext=False shortname=r
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+******* found shortname r
+******* cell: astext=False shortname=r
+******* found shortname r
+******* cell: astext=False shortname=r
+******* cell: markdown
+******* found shortname r
+******* cell: astext=False shortname=r
+******* found shortname r
+******* cell: astext=False shortname=r
+******* found shortname r
+******* cell: astext=False shortname=r
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+******* cell: astext=False shortname=r
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+******* cell: markdown
+******* cell data structure:\b[['markdown',
+ 'text',
+ '\n'
+ '\n'
+ '<h2>Introduction</h2>\n'
+ '\n'
+ "J'ai fait quelques essais dans différentes configurations pour la méthode "
+ '"Neighbors"\n'
+ '(la seule dont on a parlé).<br>Il semble que le mieux soit\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'
+ '\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'
+ 'correspond aux jours similaires au jour courant, tandis que la moitié '
+ 'droite affiche les\n'
+ "lendemains : ce sont donc les voisinages tels qu'utilisés dans "
+ "l'algorithme.\n"
+ '\n'],
+ ['codecell',
+ 'R',
+ 'library(talweg)\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'
+ 'data = getData(ts_data, exo_data, input_tz = "Europe/Paris", '
+ 'working_tz="Europe/Paris", predict_at=13)\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")'],
+ ['markdown',
+ 'text',
+ '\n\n<h2 style="color:blue;font-size:2em">Pollution par chauffage</h2>'],
+ ['codecell',
+ 'R',
+ '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)'],
+ ['codecell',
+ 'R',
+ 'e_nn_exo = computeError(data, p_nn_exo)\n'
+ 'e_nn_mix = computeError(data, p_nn_mix)\n'
+ 'e_az = computeError(data, p_az)\n'
+ 'e_pz = computeError(data, p_pz)\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)'],
+ ['codecell',
+ 'R',
+ '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'
+ '\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'],
+ ['codecell',
+ 'R',
+ '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'
+ '\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))'],
+ ['codecell',
+ 'R',
+ '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'
+ '\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))'],
+ ['codecell',
+ 'R',
+ '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'
+ '\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'
+ '\n'
+ '# Variabilité globale en rouge ; sur les 60 voisins (+ lendemains) en noir'],
+ ['codecell',
+ 'R',
+ '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'
+ '\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'
+ '\n'
+ '# - pollué à gauche, + pollué à droite'],
+ ['codecell',
+ 'R',
+ '# 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)$window'],
+ ['markdown',
+ 'text',
+ '\n\n<h2 style="color:blue;font-size:2em">Pollution par épandage</h2>'],
+ ['codecell',
+ 'R',
+ 'p_nn_exo = computeForecast(data, indices_ep, "Neighbors", "Neighbors", '
+ 'simtype="exo", horizon=H)\n'
+ 'p_nn_mix = computeForecast(data, indices_ep, "Neighbors", "Neighbors", '
+ 'simtype="mix", horizon=H)\n'
+ 'p_az = computeForecast(data, indices_ep, "Average", "Zero", horizon=H) #, '
+ 'memory=183)\n'
+ 'p_pz = computeForecast(data, indices_ep, "Persistence", "Zero", horizon=H, '
+ 'same_day=TRUE)'],
+ ['codecell',
+ 'R',
+ 'e_nn_exo = computeError(data, p_nn_exo)\n'
+ 'e_nn_mix = computeError(data, p_nn_mix)\n'
+ 'e_az = computeError(data, p_az)\n'
+ 'e_pz = computeError(data, p_pz)\n'
+ 'options(repr.plot.width=9, repr.plot.height=7)\n'
+ 'plotError(list(e_nn_mix, e_pz, e_az, e_nn_exo), cols=c(1,2,colors()[258], '
+ '4))\n'
+ '\n'
+ '# Noir: neighbors_mix, bleu: neighbors_exo, vert: moyenne, rouge: '
+ 'persistence\n'
+ '\n'
+ 'i_np = which.min(e_nn_exo$abs$indices)\n'
+ 'i_p = which.max(e_nn_exo$abs$indices)'],
+ ['codecell',
+ 'R',
+ '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'
+ '\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'],
+ ['codecell',
+ 'R',
+ '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'
+ '\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))'],
+ ['codecell',
+ 'R',
+ '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'
+ '\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))'],
+ ['codecell',
+ 'R',
+ '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'
+ '\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'
+ '\n'
+ '# Variabilité globale en rouge ; sur les 60 voisins (+ lendemains) en noir'],
+ ['codecell',
+ 'R',
+ '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'
+ '\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'
+ '\n'
+ '# - pollué à gauche, + pollué à droite'],
+ ['codecell',
+ 'R',
+ '# 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)$window'],
+ ['markdown',
+ 'text',
+ '\n\n<h2 style="color:blue;font-size:2em">Semaine non polluée</h2>'],
+ ['codecell',
+ 'R',
+ 'p_nn_exo = computeForecast(data, indices_np, "Neighbors", "Neighbors", '
+ 'simtype="exo", horizon=H)\n'
+ 'p_nn_mix = computeForecast(data, indices_np, "Neighbors", "Neighbors", '
+ 'simtype="mix", horizon=H)\n'
+ 'p_az = computeForecast(data, indices_np, "Average", "Zero", horizon=H) #, '
+ 'memory=183)\n'
+ 'p_pz = computeForecast(data, indices_np, "Persistence", "Zero", horizon=H, '
+ 'same_day=TRUE)'],
+ ['codecell',
+ 'R',
+ 'e_nn_exo = computeError(data, p_nn_exo)\n'
+ 'e_nn_mix = computeError(data, p_nn_mix)\n'
+ 'e_az = computeError(data, p_az)\n'
+ 'e_pz = computeError(data, p_pz)\n'
+ 'options(repr.plot.width=9, repr.plot.height=7)\n'
+ 'plotError(list(e_nn_mix, e_pz, e_az, e_nn_exo), cols=c(1,2,colors()[258], '
+ '4))\n'
+ '\n'
+ '# Noir: neighbors_mix, bleu: neighbors_exo, vert: moyenne, rouge: '
+ 'persistence\n'
+ '\n'
+ 'i_np = which.min(e_nn_exo$abs$indices)\n'
+ 'i_p = which.max(e_nn_exo$abs$indices)'],
+ ['codecell',
+ 'R',
+ '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'
+ '\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'],
+ ['codecell',
+ 'R',
+ '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'
+ '\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))'],
+ ['codecell',
+ 'R',
+ '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'
+ '\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))'],
+ ['codecell',
+ 'R',
+ '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'
+ '\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'
+ '\n'
+ '# Variabilité globale en rouge ; sur les 60 voisins (+ lendemains) en noir'],
+ ['codecell',
+ 'R',
+ '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'
+ '\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'
+ '\n'
+ '# - pollué à gauche, + pollué à droite'],
+ ['codecell',
+ 'R',
+ '# 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'],
+ ['markdown',
+ 'text',
+ '\n'
+ '\n'
+ '<h2>Bilan</h2>\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 <code>same_day</code>).\n"
+ '\n'
+ 'Comment améliorer la méthode ?']]