PKG-28
Cuong sai
2018-12-11
1 Для нашего примера (example 1)
1.1 Load data
ts <- read.csv("https://raw.githubusercontent.com/forvis/forvision_data/master/example1_TSTS.csv", stringsAsFactors = FALSE)
fs <- read.csv("https://raw.githubusercontent.com/forvis/forvision_data/master/example1_FTS.csv", stringsAsFactors = FALSE)
head(ts)## series_id value timestamp
## 1 Y1 3103.96 1984
## 2 Y1 3360.27 1985
## 3 Y1 3807.63 1986
## 4 Y1 4387.88 1987
## 5 Y1 4936.99 1988
## 6 Y1 5379.75 1989head(fs)## series_id method timestamp origin_timestamp forecast horizon lo90
## 1 Y1 A 1989 1988 5406.43 1 5183.349
## 2 Y1 A 1990 1988 5875.96 2 5652.879
## 3 Y1 A 1991 1988 6345.48 3 6122.399
## 4 Y1 A 1990 1989 5946.48 1 6122.399
## 5 Y1 A 1991 1989 6145.48 2 6122.399
## 6 Y1 A 1991 1990 6445.48 1 6122.399
## hi90
## 1 5629.511
## 2 6099.041
## 3 6568.561
## 4 6568.561
## 5 6568.561
## 6 6568.5611.2 Создание AFTS без NAs и вычисление MAPEs:
library(forvision)
afts <- createAFTS(ts = ts, fs =fs, na = FALSE)
calculateMAPEs(afts)
## $MAPE
## horizon = 1 horizon = 2 horizon = 3 average MAPE
## A 6.789741 8.930584 10.85635 8.858893
## B 7.923620 9.478999 13.58108 10.327900
## C 7.195727 9.025229 10.85635 9.025769
##
## $rank
## horizon = 1 horizon = 2 horizon = 3 average rank
## A 1 1 1.5 1.166667
## B 3 3 3.0 3.000000
## C 2 2 1.5 1.8333332 Что происходит в случае нулевые или отрицательных value?
afts2 <- afts
afts2[1, 2] = 0
head(afts2)## series_id value timestamp method origin_timestamp forecast horizon
## 1 Y1 0.00 1989 A 1988 5406.43 1
## 2 Y1 5379.75 1989 B 1988 5473.87 1
## 3 Y1 5379.75 1989 C 1988 5406.43 1
## 4 Y1 6158.68 1990 A 1988 5875.96 2
## 5 Y1 6158.68 1990 A 1989 5946.48 1
## 6 Y1 6158.68 1990 B 1988 6010.43 2
## lo90 hi90
## 1 5183.349 5629.511
## 2 5250.789 5696.951
## 3 5183.349 5629.511
## 4 5652.879 6099.041
## 5 6122.399 6568.561
## 6 5787.349 6233.511calculateMAPEs(afts2)Error in calculateMAPEs(afts2) : The column value has negative values or zero.
3 Что происходит в случае Inf/-Inf value?
afts3 <- afts
afts3[1, 2] = Inf
head(afts3)## series_id value timestamp method origin_timestamp forecast horizon
## 1 Y1 Inf 1989 A 1988 5406.43 1
## 2 Y1 5379.75 1989 B 1988 5473.87 1
## 3 Y1 5379.75 1989 C 1988 5406.43 1
## 4 Y1 6158.68 1990 A 1988 5875.96 2
## 5 Y1 6158.68 1990 A 1989 5946.48 1
## 6 Y1 6158.68 1990 B 1988 6010.43 2
## lo90 hi90
## 1 5183.349 5629.511
## 2 5250.789 5696.951
## 3 5183.349 5629.511
## 4 5652.879 6099.041
## 5 6122.399 6568.561
## 6 5787.349 6233.511calculateMAPEs(afts3)Error in calculateMAPEs(afts3) : The column value has Inf or -Inf values.
4 Что происходит в случае NA, NAN value?
afts4 <- afts
afts4[1, 2] = NA
head(afts4)## series_id value timestamp method origin_timestamp forecast horizon
## 1 Y1 NA 1989 A 1988 5406.43 1
## 2 Y1 5379.75 1989 B 1988 5473.87 1
## 3 Y1 5379.75 1989 C 1988 5406.43 1
## 4 Y1 6158.68 1990 A 1988 5875.96 2
## 5 Y1 6158.68 1990 A 1989 5946.48 1
## 6 Y1 6158.68 1990 B 1988 6010.43 2
## lo90 hi90
## 1 5183.349 5629.511
## 2 5250.789 5696.951
## 3 5183.349 5629.511
## 4 5652.879 6099.041
## 5 6122.399 6568.561
## 6 5787.349 6233.511calculateMAPEs(afts4)Error in calculateMAPEs(afts4) : The column value has NA values