mining with plsr
Guan, Love My Team and Leader
Sunday, Augest 3, 2014
分折交叉验证
## 第 1 折交叉验证
## 误差
## mae mse rmse mape nmse nmae
## 2.73828 12.61722 3.55207 0.02663 0.20084 0.35646
## RMSEP
## (Intercept) 1 comps 2 comps 3 comps 4 comps 5 comps
## CV 5.811 3.305 2.630 2.215 2.108 1.986
## adjCV 5.811 3.300 2.628 2.213 2.107 1.983
## MSEP
## (Intercept) 1 comps 2 comps 3 comps 4 comps 5 comps
## CV 33.77 10.92 6.917 4.906 4.445 3.945
## adjCV 33.77 10.89 6.906 4.898 4.440 3.932
## R2
## (Intercept) 1 comps 2 comps 3 comps 4 comps
## -0.03738 0.66450 0.78752 0.84929 0.86345
## 5 comps
## 0.87883
## explvar
## Comp 1 Comp 2 Comp 3 Comp 4 Comp 5
## 30.500 42.897 12.196 5.856 3.512
## q
## [1] 0.6341 0.7092 0.9065 0.8858
## 系数
## , , 5 comps
##
## cpi
## yypi -0.0095260
## ywprosperity -0.0151764
## ywsize -0.0107069
## ywbenefit 0.0583846
## ywconfidence -0.0874919
## ywcpi 0.0148535
## ywfield 0.0141535
## ywweb 0.0077094
## yworder 0.0212295
## ywexport 0.0251906
## kqpi 0.0736896
## kqprosperity 0.0006053
## kqmarketpspi 0.1399384
## kqproductpspi -0.0494631
## kqetcpi 0.0427078
## kqetps 0.0206646
## kqetsalem -0.0333835
## kqetsalev -0.0037400
## kqetratem 0.0667102
## kqetcf 0.0880848
## 第 2 折交叉验证
## 误差
## mae mse rmse mape nmse nmae
## 3.19068 15.61998 3.95221 0.03054 0.28426 0.43523
## RMSEP
## (Intercept) 1 comps 2 comps 3 comps 4 comps 5 comps
## CV 5.935 3.755 2.674 2.279 2.160 2.108
## adjCV 5.935 3.753 2.672 2.277 2.158 2.105
## MSEP
## (Intercept) 1 comps 2 comps 3 comps 4 comps 5 comps
## CV 35.22 14.10 7.149 5.195 4.664 4.444
## adjCV 35.22 14.09 7.138 5.186 4.657 4.429
## R2
## (Intercept) 1 comps 2 comps 3 comps 4 comps
## -0.03738 0.58462 0.78945 0.84699 0.86262
## 5 comps
## 0.86913
## explvar
## Comp 1 Comp 2 Comp 3 Comp 4 Comp 5
## 37.995 38.059 12.294 4.455 2.909
## q
## [1] 0.5067 0.7266 0.8979 0.9511
## 系数
## , , 5 comps
##
## cpi
## yypi -0.117729
## ywprosperity -0.036068
## ywsize -0.021608
## ywbenefit 0.048000
## ywconfidence -0.127132
## ywcpi 0.012282
## ywfield 0.007427
## ywweb 0.010784
## yworder 0.016386
## ywexport 0.022219
## kqpi 0.041685
## kqprosperity -0.007991
## kqmarketpspi 0.075833
## kqproductpspi -0.036812
## kqetcpi 0.100540
## kqetps -0.002855
## kqetsalem -0.027034
## kqetsalev -0.039814
## kqetratem 0.040208
## kqetcf 0.054776
## 第 3 折交叉验证
## 误差
## mae mse rmse mape nmse nmae
## 2.1974 6.1323 2.4764 0.0206 0.2504 0.4672
## RMSEP
## (Intercept) 1 comps 2 comps 3 comps 4 comps 5 comps
## CV 6.36 4.447 2.497 2.335 2.605 2.160
## adjCV 6.36 4.445 2.495 2.334 2.587 2.157
## MSEP
## (Intercept) 1 comps 2 comps 3 comps 4 comps 5 comps
## CV 40.45 19.77 6.234 5.454 6.786 4.664
## adjCV 40.45 19.76 6.224 5.446 6.694 4.655
## R2
## (Intercept) 1 comps 2 comps 3 comps 4 comps
## -0.03738 0.49291 0.84012 0.86013 0.82597
## 5 comps
## 0.88038
## explvar
## Comp 1 Comp 2 Comp 3 Comp 4 Comp 5
## 54.353 26.542 7.142 1.102 2.986
## q
## [1] 0.3150 0.8750 1.2293 0.6953
## 系数
## , , 5 comps
##
## cpi
## yypi -0.0555637
## ywprosperity -0.0840783
## ywsize 0.0243847
## ywbenefit -0.0098944
## ywconfidence -0.2502344
## ywcpi 0.0386794
## ywfield 0.0378602
## ywweb 0.0345803
## yworder 0.0420036
## ywexport 0.0567095
## kqpi 0.0845560
## kqprosperity -0.0009514
## kqmarketpspi 0.1026491
## kqproductpspi -0.0033980
## kqetcpi 0.0867731
## kqetps 0.0250393
## kqetsalem -0.0389357
## kqetsalev -0.0163556
## kqetratem 0.0273515
## kqetcf 0.1578806
## 第 4 折交叉验证
## 误差
## mae mse rmse mape nmse nmae
## 5.08603 32.70459 5.71879 0.04531 2.52223 1.66968
## RMSEP
## (Intercept) 1 comps 2 comps 3 comps 4 comps 5 comps
## CV 6.508 2.111 1.997 1.918 1.819 1.759
## adjCV 6.508 2.107 2.001 1.916 1.813 1.755
## MSEP
## (Intercept) 1 comps 2 comps 3 comps 4 comps 5 comps
## CV 42.36 4.455 3.986 3.681 3.309 3.093
## adjCV 42.36 4.439 4.006 3.672 3.288 3.079
## R2
## (Intercept) 1 comps 2 comps 3 comps 4 comps
## -0.03738 0.89089 0.90237 0.90986 0.91896
## 5 comps
## 0.92426
## explvar
## Comp 1 Comp 2 Comp 3 Comp 4 Comp 5
## 32.337 31.310 14.489 2.752 5.668
## q
## [1] 0.9024 0.9167 0.8956 0.9363
## 系数
## , , 5 comps
##
## cpi
## yypi -0.0266938
## ywprosperity -0.0583041
## ywsize 0.0240362
## ywbenefit -0.0165928
## ywconfidence -0.1709476
## ywcpi 0.0194429
## ywfield 0.0091088
## ywweb 0.0078162
## yworder 0.0261057
## ywexport 0.0229403
## kqpi 0.0596561
## kqprosperity 0.0037547
## kqmarketpspi 0.0746739
## kqproductpspi -0.0004177
## kqetcpi 0.1435365
## kqetps -0.0010137
## kqetsalem 0.0037240
## kqetsalev -0.0502169
## kqetratem 0.0481622
## kqetcf 0.0415996
## 第 5 折交叉验证
## 误差
## mae mse rmse mape nmse nmae
## 1.110698 2.237050 1.495677 0.009534 0.049013 0.165578
## RMSEP
## (Intercept) 1 comps 2 comps 3 comps 4 comps 5 comps
## CV 6.071 4.332 2.753 2.428 2.335 2.293
## adjCV 6.071 4.330 2.751 2.426 2.333 2.290
## MSEP
## (Intercept) 1 comps 2 comps 3 comps 4 comps 5 comps
## CV 36.85 18.77 7.580 5.896 5.451 5.259
## adjCV 36.85 18.75 7.566 5.885 5.442 5.245
## R2
## (Intercept) 1 comps 2 comps 3 comps 4 comps
## -0.03738 0.47171 0.78662 0.83403 0.84656
## 5 comps
## 0.85197
## explvar
## Comp 1 Comp 2 Comp 3 Comp 4 Comp 5
## 51.482 22.813 11.162 6.888 2.603
## q
## [1] 0.4035 0.7778 0.9247 0.9638
## 系数
## , , 5 comps
##
## cpi
## yypi -0.060430
## ywprosperity -0.038754
## ywsize -0.001019
## ywbenefit 0.023524
## ywconfidence -0.130441
## ywcpi 0.009455
## ywfield 0.013590
## ywweb 0.016406
## yworder 0.004796
## ywexport 0.025599
## kqpi 0.048073
## kqprosperity 0.008040
## kqmarketpspi 0.111140
## kqproductpspi -0.036515
## kqetcpi 0.063198
## kqetps 0.018503
## kqetsalem -0.030142
## kqetsalev -0.011031
## kqetratem 0.075225
## kqetcf 0.081638
## 第 6 折交叉验证
## 误差
## mae mse rmse mape nmse nmae
## 4.50804 23.36890 4.83414 0.03772 0.22519 0.44466
## RMSEP
## (Intercept) 1 comps 2 comps 3 comps 4 comps 5 comps
## CV 5.176 3.940 2.385 2.070 2.029 1.922
## adjCV 5.176 3.939 2.383 2.069 2.028 1.918
## MSEP
## (Intercept) 1 comps 2 comps 3 comps 4 comps 5 comps
## CV 26.79 15.52 5.688 4.286 4.116 3.693
## adjCV 26.79 15.52 5.678 4.279 4.111 3.678
## R2
## (Intercept) 1 comps 2 comps 3 comps 4 comps
## -0.03738 0.39888 0.77972 0.83401 0.84060
## 5 comps
## 0.85698
## explvar
## Comp 1 Comp 2 Comp 3 Comp 4 Comp 5
## 53.664 19.878 11.821 5.096 2.804
## q
## [1] 0.3659 0.7537 0.9607 0.8946
## 系数
## , , 5 comps
##
## cpi
## yypi -0.053958
## ywprosperity -0.077534
## ywsize 0.012431
## ywbenefit -0.048127
## ywconfidence -0.185573
## ywcpi 0.038897
## ywfield 0.026433
## ywweb 0.009098
## yworder 0.057573
## ywexport 0.017757
## kqpi 0.079340
## kqprosperity -0.028344
## kqmarketpspi 0.053412
## kqproductpspi -0.007727
## kqetcpi 0.071419
## kqetps 0.009744
## kqetsalem -0.015408
## kqetsalev -0.002880
## kqetratem 0.064211
## kqetcf 0.022249
6折交叉验证
## 6折交叉验证
用训练集作为测试
## 估计值与真值
## 误差
## mae mse rmse mape nmse nmae
## 1.37925 2.95567 1.71921 0.01255 0.08219 0.24912
## RMSEP
## (Intercept) 1 comps 2 comps 3 comps 4 comps 5 comps
## CV 6.089 3.973 2.619 2.329 2.256 2.162
## adjCV 6.089 3.972 2.618 2.328 2.255 2.157
## MSEP
## (Intercept) 1 comps 2 comps 3 comps 4 comps 5 comps
## CV 37.07 15.79 6.861 5.425 5.091 4.674
## adjCV 37.07 15.78 6.853 5.419 5.086 4.652
## R2
## (Intercept) 1 comps 2 comps 3 comps 4 comps
## -0.03101 0.56099 0.80920 0.84913 0.85843
## 5 comps
## 0.87002
## explvar
## Comp 1 Comp 2 Comp 3 Comp 4 Comp 5
## 42.999 30.367 10.964 6.643 1.801
## q
## [1] 0.4344 0.7907 0.9386 0.9147
## 系数
## , , 5 comps
##
## cpi
## yypi -0.0684904
## ywprosperity -0.0520866
## ywsize 0.0003265
## ywbenefit 0.0159876
## ywconfidence -0.1623266
## ywcpi 0.0234087
## ywfield 0.0217163
## ywweb 0.0160660
## yworder 0.0273126
## ywexport 0.0342197
## kqpi 0.0716732
## kqprosperity -0.0033273
## kqmarketpspi 0.1205969
## kqproductpspi -0.0375397
## kqetcpi 0.0902347
## kqetps 0.0151792
## kqetsalem -0.0330208
## kqetsalev -0.0164901
## kqetratem 0.0399355
## kqetcf 0.1014758
预测
外推预测
误差
mae mse rmse mape nmse nmae
4.0251 16.6871 4.0850 0.0331 0.1407 0.3697
RMSEP
(Intercept) 1 comps 2 comps 3 comps 4 comps 5 comps
CV 6.089 3.973 2.619 2.329 2.256 2.162
adjCV 6.089 3.972 2.618 2.328 2.255 2.157
MSEP
(Intercept) 1 comps 2 comps 3 comps 4 comps 5 comps
CV 37.07 15.79 6.861 5.425 5.091 4.674
adjCV 37.07 15.78 6.853 5.419 5.086 4.652
R2
(Intercept) 1 comps 2 comps 3 comps 4 comps
-0.03101 0.56099 0.80920 0.84913 0.85843
5 comps
0.87002
explvar
Comp 1 Comp 2 Comp 3 Comp 4 Comp 5
42.999 30.367 10.964 6.643 1.801
q
[1] 0.4344 0.7907 0.9386 0.9147
系数
, , 5 comps
cpi
yypi -0.0684904
ywprosperity -0.0520866
ywsize 0.0003265
ywbenefit 0.0159876
ywconfidence -0.1623266
ywcpi 0.0234087
ywfield 0.0217163
ywweb 0.0160660
yworder 0.0273126
ywexport 0.0342197
kqpi 0.0716732
kqprosperity -0.0033273
kqmarketpspi 0.1205969
kqproductpspi -0.0375397
kqetcpi 0.0902347
kqetps 0.0151792
kqetsalem -0.0330208
kqetsalev -0.0164901
kqetratem 0.0399355
kqetcf 0.1014758
外推预测 
总体误差
mae mse rmse mape nmse nmae
第 1 折 2.738 12.617 3.552 0.026634 0.20084 0.3565
第 2 折 3.191 15.620 3.952 0.030541 0.28426 0.4352
第 3 折 2.197 6.132 2.476 0.020598 0.25043 0.4672
第 4 折 5.086 32.705 5.719 0.045308 2.52223 1.6697
第 5 折 1.111 2.237 1.496 0.009534 0.04901 0.1656
第 6 折 4.508 23.369 4.834 0.037724 0.22519 0.4447
测试集总体 3.139 15.447 3.930 0.028390 0.42955 0.5669
训练集总体 1.379 2.956 1.719 0.012547 0.08219 0.2491
外推预测 4.025 16.687 4.085 0.033100 0.14074 0.3697拟合和预测结果
date 真值 拟合值 分折预测值 拟合误差 预测误差 拟合相对误差
1 2007-07-01 100.9 105.3 108.3 4.391150 4.391150 4.353e-02
2 2007-08-01 102.4 104.2 106.4 1.781737 1.781737 1.739e-02
3 2007-09-01 102.6 104.3 106.7 1.715137 1.715137 1.672e-02
4 2007-10-01 103.1 103.9 107.8 0.792056 0.792056 7.680e-03
5 2007-11-01 103.4 105.3 107.6 1.949164 1.949164 1.885e-02
6 2007-12-01 103.9 103.4 106.6 0.525956 0.525956 5.063e-03
7 2008-01-01 104.7 101.8 104.5 2.920995 2.920995 2.789e-02
8 2008-04-01 106.8 106.8 107.4 0.002769 0.002769 2.593e-05
9 2008-05-01 106.2 104.9 106.1 1.303148 1.303148 1.227e-02
10 2008-06-01 106.4 102.7 104.8 3.747201 3.747201 3.522e-02
11 2008-07-01 106.9 105.1 106.6 1.854440 1.854440 1.734e-02
12 2008-08-01 106.4 105.6 104.7 0.863286 0.863286 8.111e-03
13 2008-09-01 106.5 103.9 101.9 2.578012 2.578012 2.422e-02
14 2008-10-01 105.8 104.8 105.6 1.006659 1.006659 9.514e-03
15 2008-11-01 104.2 105.2 108.3 1.010245 1.010245 9.693e-03
16 2008-12-01 103.5 105.8 110.2 2.329048 2.329048 2.251e-02
17 2009-02-01 104.3 106.8 111.1 2.476956 2.476956 2.374e-02
18 2009-04-01 104.2 106.8 109.7 2.614442 2.614442 2.509e-02
19 2009-05-01 103.5 103.2 105.1 0.263685 0.263685 2.548e-03
20 2009-06-01 103.4 101.8 103.4 1.612842 1.612842 1.559e-02
21 2009-07-01 103.8 103.9 105.9 0.098426 0.098426 9.479e-04
22 2009-08-01 104.9 107.2 106.9 2.210736 2.210736 2.107e-02
23 2009-09-01 105.1 104.6 106.9 0.424519 0.424519 4.040e-03
24 2009-10-01 104.9 104.2 106.9 0.659790 0.659790 6.292e-03
25 2009-11-01 104.5 105.0 108.4 0.475063 0.475063 4.545e-03
26 2009-12-01 105.4 106.1 108.6 0.626328 0.626328 5.940e-03
27 2010-01-01 106.1 105.2 107.0 0.878166 0.878166 8.278e-03
28 2010-04-01 108.1 108.5 109.8 0.470707 0.470707 4.356e-03
29 2010-05-01 107.8 106.6 108.5 1.274263 1.274263 1.182e-02
30 2010-06-01 107.4 107.6 109.5 0.206561 0.206561 1.924e-03
31 2010-07-01 108.1 107.5 109.6 0.610318 0.610318 5.646e-03
32 2010-08-01 108.5 108.5 110.3 0.021132 0.021132 1.947e-04
33 2010-09-01 108.8 112.2 113.4 3.362878 3.362878 3.089e-02
34 2010-10-01 109.3 112.0 117.6 2.701643 2.701643 2.473e-02
35 2010-11-01 110.3 109.4 116.4 0.863309 0.863309 7.828e-03
36 2010-12-01 110.6 111.5 117.4 0.896795 0.896795 8.108e-03
37 2011-01-01 111.5 110.6 117.5 0.874535 0.874535 7.843e-03
38 2011-04-01 113.7 116.5 122.2 2.780194 2.780194 2.446e-02
39 2011-05-01 113.5 116.9 121.2 3.334915 3.334915 2.937e-02
40 2011-06-01 114.2 116.7 118.7 2.522199 2.522199 2.208e-02
41 2011-07-01 114.9 114.7 116.1 0.240916 0.240916 2.097e-03
42 2011-08-01 115.2 114.5 117.1 0.752265 0.752265 6.528e-03
43 2011-09-01 115.6 115.0 117.1 0.605122 0.605122 5.235e-03
44 2011-10-01 115.3 118.1 118.8 2.820558 2.820558 2.447e-02
45 2011-11-01 114.7 115.3 114.7 0.618311 0.618311 5.391e-03
46 2011-12-01 114.9 114.5 113.7 0.379847 0.379847 3.305e-03
47 2012-03-01 116.8 116.4 116.4 0.432945 0.432945 3.705e-03
48 2012-04-01 117.0 114.7 114.0 2.231813 2.231813 1.908e-02
49 2012-05-01 116.5 114.0 113.5 2.505217 2.505217 2.150e-02
50 2012-06-01 115.7 115.3 115.0 0.405808 0.405808 3.507e-03
51 2012-07-01 116.3 116.8 117.1 0.539782 0.539782 4.642e-03
52 2012-08-01 117.0 116.2 117.3 0.792605 0.792605 6.776e-03
53 2012-09-01 117.2 115.5 116.0 1.670369 1.670369 1.425e-02
54 2012-10-01 116.7 116.2 116.7 0.477403 0.477403 4.092e-03
55 2012-11-01 116.5 117.8 118.0 1.243413 1.243413 1.067e-02
56 2012-12-01 117.1 118.1 116.1 0.959085 0.959085 8.190e-03
57 2013-01-01 118.3 116.9 115.0 1.370834 1.370834 1.159e-02
58 2013-04-01 119.0 119.2 116.4 0.203867 0.203867 1.714e-03
59 2013-05-01 118.5 117.9 114.5 0.536260 0.536260 4.526e-03
60 2013-06-01 118.6 119.0 114.9 0.383981 0.383981 3.238e-03
61 2013-07-01 119.0 117.9 114.0 1.042756 1.042756 8.766e-03
62 2013-08-01 119.3 118.3 114.7 1.012232 1.012232 8.484e-03
63 2013-09-01 120.1 117.6 113.8 2.586985 2.586985 2.153e-02
64 2013-10-01 120.5 118.5 114.9 2.054764 2.054764 1.705e-02
65 2013-11-01 120.0 117.8 113.1 2.250708 2.250708 1.875e-02
66 2013-12-01 120.4 118.5 113.8 1.881501 1.881501 1.563e-02
67 2014-01-01 121.6 116.5 116.5 5.077362 5.077362 4.176e-02
68 2014-04-01 121.7 117.6 117.6 4.071221 4.071221 3.346e-02
69 2014-05-01 121.7 117.9 117.9 3.815133 3.815133 3.135e-02
70 2014-06-01 121.4 118.3 118.3 3.136693 3.136693 2.583e-02
预测相对误差
1 4.353e-02
2 1.739e-02
3 1.672e-02
4 7.680e-03
5 1.885e-02
6 5.063e-03
7 2.789e-02
8 2.593e-05
9 1.227e-02
10 3.522e-02
11 1.734e-02
12 8.111e-03
13 2.422e-02
14 9.514e-03
15 9.693e-03
16 2.251e-02
17 2.374e-02
18 2.509e-02
19 2.548e-03
20 1.559e-02
21 9.479e-04
22 2.107e-02
23 4.040e-03
24 6.292e-03
25 4.545e-03
26 5.940e-03
27 8.278e-03
28 4.356e-03
29 1.182e-02
30 1.924e-03
31 5.646e-03
32 1.947e-04
33 3.089e-02
34 2.473e-02
35 7.828e-03
36 8.108e-03
37 7.843e-03
38 2.446e-02
39 2.937e-02
40 2.208e-02
41 2.097e-03
42 6.528e-03
43 5.235e-03
44 2.447e-02
45 5.391e-03
46 3.305e-03
47 3.705e-03
48 1.908e-02
49 2.150e-02
50 3.507e-03
51 4.642e-03
52 6.776e-03
53 1.425e-02
54 4.092e-03
55 1.067e-02
56 8.190e-03
57 1.159e-02
58 1.714e-03
59 4.526e-03
60 3.238e-03
61 8.766e-03
62 8.484e-03
63 2.153e-02
64 1.705e-02
65 1.875e-02
66 1.563e-02
67 4.176e-02
68 3.346e-02
69 3.135e-02
70 2.583e-02