South ural state university, Chelyabinsk, Russian federation
#Import
library(fpp2)
## Registered S3 method overwritten by 'quantmod':
## method from
## as.zoo.data.frame zoo
## -- Attaching packages ---------------------------------------------- fpp2 2.4 --
## v ggplot2 3.3.2 v fma 2.4
## v forecast 8.13 v expsmooth 2.3
##
library(forecast)
library(ggplot2)
library("readxl")
library(moments)
library(forecast)
require(forecast)
require(tseries)
## Loading required package: tseries
require(markovchain)
## Loading required package: markovchain
## Package: markovchain
## Version: 0.8.5-3
## Date: 2020-12-03
## BugReport: https://github.com/spedygiorgio/markovchain/issues
require(data.table)
## Loading required package: data.table
library(Hmisc)
## Loading required package: lattice
## Loading required package: survival
## Loading required package: Formula
##
## Attaching package: 'Hmisc'
## The following objects are masked from 'package:base':
##
## format.pval, units
library(ascii)
library(pander)
##
## Attaching package: 'pander'
## The following object is masked from 'package:ascii':
##
## Pandoc
##Global vriable##
Full_original_data <- read_excel("data2.xlsx", sheet = "Siberian _Federal") # path of your data ( time series data)
## New names:
## * region -> region...2
## * infection -> infection...3
## * `daily infection` -> `daily infection...4`
## * region -> region...5
## * infection -> infection...6
## * ...
original_data<-Full_original_data$`cumulative total`
y_lab <- "Cumulative Covid 19 Infection cases in Siberian Federal" # input name of data
Actual_date_interval <- c("2020/03/12","2021/03/22")
Forecast_date_interval <- c("2021/03/23","2021/03/29")
validation_data_days <-8
Number_Neural<-5 # Number of Neural For model NNAR Model
NNAR_Model<- TRUE #create new model (TRUE/FALSE)
frequency<-"days"
country.name <- "Siberian Federal"
# Data Preparation & calculate some of statistics measures
summary(original_data) # Summary your time series
## Min. 1st Qu. Median Mean 3rd Qu. Max.
## 0 30142 110674 163972 297772 446774
# calculate standard deviation
data.frame(kurtosis=kurtosis(original_data)) # calculate Cofficient of kurtosis
## kurtosis
## 1 1.896722
data.frame(skewness=skewness(original_data)) # calculate Cofficient of skewness
## skewness
## 1 0.5821243
data.frame(Standard.deviation =sd(original_data))
## Standard.deviation
## 1 148957.9
#processing on data (input data)
rows <- NROW(original_data) # calculate number of rows in time series (number of days)
training_data<-original_data[1:(rows-validation_data_days)] # Training data
testing_data<-original_data[(rows-validation_data_days+1):rows] #testing data
AD<-fulldate<-seq(as.Date(Actual_date_interval[1]),as.Date(Actual_date_interval[2]), frequency) #input range for actual date
FD<-seq(as.Date(Forecast_date_interval[1]),as.Date(Forecast_date_interval[2]), frequency) #input range forecasting date
N_forecasting_days<-nrow(data.frame(FD)) #calculate number of days that you want to forecasting
validation_dates<-tail(AD,validation_data_days) # select validation_dates
validation_data_by_name<-weekdays(validation_dates) # put names of validation dates
forecasting_data_by_name<-weekdays(FD) # put names of Forecasting dates
#NNAR Model
if(NNAR_Model==TRUE){
data_series<-ts(training_data)
model_NNAR<-nnetar(data_series, size = Number_Neural)
saveRDS(model_NNAR, file = "model_NNAR.RDS")
my_model <- readRDS("model_NNAR.RDS")
accuracy(model_NNAR) # accuracy on training data #Print Model Parameters
model_NNAR
}
## Series: data_series
## Model: NNAR(1,5)
## Call: nnetar(y = data_series, size = Number_Neural)
##
## Average of 20 networks, each of which is
## a 1-5-1 network with 16 weights
## options were - linear output units
##
## sigma^2 estimated as 49832
if(NNAR_Model==FALSE){
data_series<-ts(training_data)
#model_NNAR<-nnetar(data_series, size = Number_Numeral)
model_NNAR <- readRDS("model_NNAR.RDS")
accuracy(model_NNAR) # accuracy on training data #Print Model Parameters
model_NNAR
}
# Testing Data Evaluation
forecasting_NNAR <- forecast(model_NNAR, h=N_forecasting_days+validation_data_days)
validation_forecast<-head(forecasting_NNAR$mean,validation_data_days)
MAPE_Per_Day<-round( abs(((testing_data-validation_forecast)/testing_data)*100) ,3)
paste ("MAPE % For ",validation_data_days,frequency,"by using NNAR Model for ==> ",y_lab, sep=" ")
## [1] "MAPE % For 8 days by using NNAR Model for ==> Cumulative Covid 19 Infection cases in Siberian Federal"
MAPE_Mean_All<-paste(round(mean(MAPE_Per_Day),3),"% MAPE ",validation_data_days,frequency,y_lab,sep=" ")
MAPE_Mean_All_NNAR<-round(mean(MAPE_Per_Day),3)
MAPE_NNAR<-paste(round(MAPE_Per_Day,3),"%")
MAPE_NNAR_Model<-paste(MAPE_Per_Day ,"%")
paste (" MAPE that's Error of Forecasting for ",validation_data_days," days in NNAR Model for ==> ",y_lab, sep=" ")
## [1] " MAPE that's Error of Forecasting for 8 days in NNAR Model for ==> Cumulative Covid 19 Infection cases in Siberian Federal"
paste(MAPE_Mean_All,"%")
## [1] "0.193 % MAPE 8 days Cumulative Covid 19 Infection cases in Siberian Federal %"
paste ("MAPE that's Error of Forecasting day by day for ",validation_data_days," days in NNAR Model for ==> ",y_lab, sep=" ")
## [1] "MAPE that's Error of Forecasting day by day for 8 days in NNAR Model for ==> Cumulative Covid 19 Infection cases in Siberian Federal"
print(ascii(data.frame(date_NNAR=validation_dates,validation_data_by_name,actual_data=testing_data,forecasting_NNAR=validation_forecast,MAPE_NNAR_Model)), type = "rest")
##
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | | date_NNAR | validation_data_by_name | actual_data | forecasting_NNAR | MAPE_NNAR_Model |
## +===+============+=========================+=============+==================+=================+
## | 1 | 2021-03-15 | Monday | 440602.00 | 440437.61 | 0.037 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 2 | 2021-03-16 | Tuesday | 441488.00 | 441166.91 | 0.073 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 3 | 2021-03-17 | Wednesday | 442399.00 | 441877.19 | 0.118 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 4 | 2021-03-18 | Thursday | 443296.00 | 442568.76 | 0.164 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 5 | 2021-03-19 | Friday | 444193.00 | 443241.90 | 0.214 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 6 | 2021-03-20 | Saturday | 445078.00 | 443896.93 | 0.265 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 7 | 2021-03-21 | Sunday | 445932.00 | 444534.15 | 0.313 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 8 | 2021-03-22 | Monday | 446774.00 | 445153.88 | 0.363 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
print(ascii(data.frame(FD,forecating_date=forecasting_data_by_name,forecasting_by_NNAR=tail(forecasting_NNAR$mean,N_forecasting_days))), type = "rest")
##
## +---+------------+-----------------+---------------------+
## | | FD | forecating_date | forecasting_by_NNAR |
## +===+============+=================+=====================+
## | 1 | 2021-03-23 | Tuesday | 445756.45 |
## +---+------------+-----------------+---------------------+
## | 2 | 2021-03-24 | Wednesday | 446342.16 |
## +---+------------+-----------------+---------------------+
## | 3 | 2021-03-25 | Thursday | 446911.36 |
## +---+------------+-----------------+---------------------+
## | 4 | 2021-03-26 | Friday | 447464.36 |
## +---+------------+-----------------+---------------------+
## | 5 | 2021-03-27 | Saturday | 448001.50 |
## +---+------------+-----------------+---------------------+
## | 6 | 2021-03-28 | Sunday | 448523.10 |
## +---+------------+-----------------+---------------------+
## | 7 | 2021-03-29 | Monday | 449029.50 |
## +---+------------+-----------------+---------------------+
plot(forecasting_NNAR,xlab = paste ("Time in", frequency ,y_lab , sep=" "), ylab=y_lab)
x1_test <- ts(testing_data, start =(rows-validation_data_days+1) )
lines(x1_test, col='red',lwd=2)
graph1<-autoplot(forecasting_NNAR,xlab = paste ("Time in", frequency ,y_lab , sep=" "), ylab=y_lab)
graph1
##bats model
# Data Modeling
data_series<-ts(training_data) # make your data to time series
autoplot(data_series ,xlab=paste ("Time in", frequency, sep=" "), ylab = y_lab, main=paste ("Actual Data :", y_lab, sep=" "))
model_bats<-bats(data_series)
accuracy(model_bats) # accuracy on training data
## ME RMSE MAE MPE MAPE MASE ACF1
## Training set 2.872936 48.47552 32.83925 NaN Inf 0.02741029 0.005111758
# Print Model Parameters
model_bats
## BATS(1, {3,3}, 0.985, -)
##
## Call: bats(y = data_series)
##
## Parameters
## Alpha: 0.8365729
## Beta: 0.1800211
## Damping Parameter: 0.985003
## AR coefficients: 1.211127 -0.232627 0.013333
## MA coefficients: -0.545915 -0.011527 -0.12166
##
## Seed States:
## [,1]
## [1,] -82.31101
## [2,] 5.69624
## [3,] 0.00000
## [4,] 0.00000
## [5,] 0.00000
## [6,] 0.00000
## [7,] 0.00000
## [8,] 0.00000
##
## Sigma: 48.47552
## AIC: 5064.634
#ploting BATS Model
plot(model_bats,xlab = paste ("Time in", frequency ,y_lab , sep=" "))
# Testing Data Evaluation
forecasting_bats <- predict(model_bats, h=N_forecasting_days+validation_data_days)
validation_forecast<-head(forecasting_bats$mean,validation_data_days)
MAPE_Per_Day<-round( abs(((testing_data-validation_forecast)/testing_data)*100) ,3)
paste ("MAPE % For ",validation_data_days,frequency,"by using bats Model for ==> ",y_lab, sep=" ")
## [1] "MAPE % For 8 days by using bats Model for ==> Cumulative Covid 19 Infection cases in Siberian Federal"
MAPE_Mean_All.bats_Model<-round(mean(MAPE_Per_Day),3)
MAPE_Mean_All.bats<-paste(round(mean(MAPE_Per_Day),3),"% MAPE ",validation_data_days,frequency,y_lab,sep=" ")
MAPE_bats<-paste(round(MAPE_Per_Day,3),"%")
MAPE_bats_Model<-paste(MAPE_Per_Day ,"%")
paste (" MAPE that's Error of Forecasting for ",validation_data_days," days in bats Model for ==> ",y_lab, sep=" ")
## [1] " MAPE that's Error of Forecasting for 8 days in bats Model for ==> Cumulative Covid 19 Infection cases in Siberian Federal"
paste(MAPE_Mean_All.bats,"%")
## [1] "0.004 % MAPE 8 days Cumulative Covid 19 Infection cases in Siberian Federal %"
paste ("MAPE that's Error of Forecasting day by day for ",validation_data_days," days in bats Model for ==> ",y_lab, sep=" ")
## [1] "MAPE that's Error of Forecasting day by day for 8 days in bats Model for ==> Cumulative Covid 19 Infection cases in Siberian Federal"
print(ascii(data.frame(date_bats=validation_dates,validation_data_by_name,actual_data=testing_data,forecasting_bats=validation_forecast,MAPE_bats_Model)), type = "rest")
##
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | | date_bats | validation_data_by_name | actual_data | forecasting_bats | MAPE_bats_Model |
## +===+============+=========================+=============+==================+=================+
## | 1 | 2021-03-15 | Monday | 440602.00 | 440608.23 | 0.001 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 2 | 2021-03-16 | Tuesday | 441488.00 | 441514.30 | 0.006 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 3 | 2021-03-17 | Wednesday | 442399.00 | 442410.26 | 0.003 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 4 | 2021-03-18 | Thursday | 443296.00 | 443296.68 | 0 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 5 | 2021-03-19 | Friday | 444193.00 | 444173.63 | 0.004 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 6 | 2021-03-20 | Saturday | 445078.00 | 445041.21 | 0.008 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 7 | 2021-03-21 | Sunday | 445932.00 | 445899.51 | 0.007 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 8 | 2021-03-22 | Monday | 446774.00 | 446748.63 | 0.006 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
print(ascii(data.frame(FD,forecating_date=forecasting_data_by_name,forecasting_by_bats=tail(forecasting_bats$mean,N_forecasting_days),lower=tail(forecasting_bats$lower,N_forecasting_days),Upper=tail(forecasting_bats$lower,N_forecasting_days))), type = "rest")
##
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | | FD | forecating_date | forecasting_by_bats | lower.80. | lower.95. | Upper.80. | Upper.95. |
## +===+============+=================+=====================+===========+===========+===========+===========+
## | 1 | 2021-03-23 | Tuesday | 447588.68 | 446734.74 | 446282.70 | 446734.74 | 446282.70 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 2 | 2021-03-24 | Wednesday | 448419.75 | 447412.68 | 446879.56 | 447412.68 | 446879.56 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 3 | 2021-03-25 | Thursday | 449241.94 | 448068.85 | 447447.85 | 448068.85 | 447447.85 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 4 | 2021-03-26 | Friday | 450055.35 | 448703.22 | 447987.44 | 448703.22 | 447987.44 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 5 | 2021-03-27 | Saturday | 450860.06 | 449315.77 | 448498.27 | 449315.77 | 448498.27 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 6 | 2021-03-28 | Sunday | 451656.18 | 449906.51 | 448980.29 | 449906.51 | 448980.29 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 7 | 2021-03-29 | Monday | 452443.80 | 450475.45 | 449433.46 | 450475.45 | 449433.46 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
plot(forecasting_bats)
x1_test <- ts(testing_data, start =(rows-validation_data_days+1) )
lines(x1_test, col='red',lwd=2)
graph1<-autoplot(forecasting_bats,xlab = paste ("Time in", frequency ,y_lab , sep=" "), ylab=y_lab)
graph1
## TBATS Model
# Data Modeling
data_series<-ts(training_data)
model_TBATS<-forecast:::fitSpecificTBATS(data_series,use.box.cox=FALSE, use.beta=TRUE, seasonal.periods=c(6),use.damping=FALSE,k.vector=c(2))
accuracy(model_TBATS) # accuracy on training data
## ME RMSE MAE MPE MAPE MASE ACF1
## Training set 2.645299 51.29567 35.25475 NaN Inf 0.02942646 0.004142224
# Print Model Parameters
model_TBATS
## TBATS(1, {0,0}, 1, {<6,2>})
##
## Call: NULL
##
## Parameters
## Alpha: 0.8647007
## Beta: 0.9528763
## Damping Parameter: 1
## Gamma-1 Values: -0.001926545
## Gamma-2 Values: -4.569249e-05
##
## Seed States:
## [,1]
## [1,] -84.7403429
## [2,] 5.9287757
## [3,] 1.3172002
## [4,] -0.2169835
## [5,] 0.3413989
## [6,] 1.8851393
##
## Sigma: 51.29567
## AIC: 5092.253
plot(model_TBATS,xlab = paste ("Time in", frequency ,y_lab , sep=" "), ylab=y_lab)
# Testing Data Evaluation
forecasting_tbats <- predict(model_TBATS, h=N_forecasting_days+validation_data_days)
validation_forecast<-head(forecasting_tbats$mean,validation_data_days)
MAPE_Per_Day<-round( abs(((testing_data-validation_forecast)/testing_data)*100) ,3)
paste ("MAPE % For ",validation_data_days,frequency,"by using TBATS Model for ==> ",y_lab, sep=" ")
## [1] "MAPE % For 8 days by using TBATS Model for ==> Cumulative Covid 19 Infection cases in Siberian Federal"
MAPE_Mean_All.TBATS_Model<-round(mean(MAPE_Per_Day),3)
MAPE_Mean_All.TBATS<-paste(round(mean(MAPE_Per_Day),3),"% MAPE ",validation_data_days,frequency,y_lab,sep=" ")
MAPE_TBATS<-paste(round(MAPE_Per_Day,3),"%")
MAPE_TBATS_Model<-paste(MAPE_Per_Day ,"%")
paste (" MAPE that's Error of Forecasting for ",validation_data_days," days in TBATS Model for ==> ",y_lab, sep=" ")
## [1] " MAPE that's Error of Forecasting for 8 days in TBATS Model for ==> Cumulative Covid 19 Infection cases in Siberian Federal"
paste(MAPE_Mean_All.TBATS,"%")
## [1] "0.038 % MAPE 8 days Cumulative Covid 19 Infection cases in Siberian Federal %"
paste ("MAPE that's Error of Forecasting day by day for ",validation_data_days," days in TBATS Model for ==> ",y_lab, sep=" ")
## [1] "MAPE that's Error of Forecasting day by day for 8 days in TBATS Model for ==> Cumulative Covid 19 Infection cases in Siberian Federal"
print(ascii(data.frame(date_TBATS=validation_dates,validation_data_by_name,actual_data=testing_data,forecasting_TBATS=validation_forecast,MAPE_TBATS_Model)), type = "rest")
##
## +---+------------+-------------------------+-------------+-------------------+------------------+
## | | date_TBATS | validation_data_by_name | actual_data | forecasting_TBATS | MAPE_TBATS_Model |
## +===+============+=========================+=============+===================+==================+
## | 1 | 2021-03-15 | Monday | 440602.00 | 440619.18 | 0.004 % |
## +---+------------+-------------------------+-------------+-------------------+------------------+
## | 2 | 2021-03-16 | Tuesday | 441488.00 | 441554.70 | 0.015 % |
## +---+------------+-------------------------+-------------+-------------------+------------------+
## | 3 | 2021-03-17 | Wednesday | 442399.00 | 442489.38 | 0.02 % |
## +---+------------+-------------------------+-------------+-------------------+------------------+
## | 4 | 2021-03-18 | Thursday | 443296.00 | 443419.93 | 0.028 % |
## +---+------------+-------------------------+-------------+-------------------+------------------+
## | 5 | 2021-03-19 | Friday | 444193.00 | 444357.79 | 0.037 % |
## +---+------------+-------------------------+-------------+-------------------+------------------+
## | 6 | 2021-03-20 | Saturday | 445078.00 | 445292.30 | 0.048 % |
## +---+------------+-------------------------+-------------+-------------------+------------------+
## | 7 | 2021-03-21 | Sunday | 445932.00 | 446220.33 | 0.065 % |
## +---+------------+-------------------------+-------------+-------------------+------------------+
## | 8 | 2021-03-22 | Monday | 446774.00 | 447155.85 | 0.085 % |
## +---+------------+-------------------------+-------------+-------------------+------------------+
print(ascii(data.frame(FD,forecating_date=forecasting_data_by_name,forecasting_by_TBATS=tail(forecasting_tbats$mean,N_forecasting_days),Lower=tail(forecasting_tbats$lower,N_forecasting_days),Upper=tail(forecasting_tbats$upper,N_forecasting_days))), type = "rest")
##
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | | FD | forecating_date | forecasting_by_TBATS | Lower.80. | Lower.95. | Upper.80. | Upper.95. |
## +===+============+=================+======================+===========+===========+===========+===========+
## | 1 | 2021-03-23 | Tuesday | 448090.53 | 447918.39 | 447827.26 | 448262.68 | 448353.81 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 2 | 2021-03-24 | Wednesday | 449021.08 | 448840.13 | 448744.34 | 449202.04 | 449297.83 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 3 | 2021-03-25 | Thursday | 449958.95 | 449769.62 | 449669.39 | 450148.28 | 450248.51 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 4 | 2021-03-26 | Friday | 450893.46 | 450696.15 | 450591.71 | 451090.76 | 451195.21 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 5 | 2021-03-27 | Saturday | 451821.49 | 451616.59 | 451508.12 | 452026.38 | 452134.85 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 6 | 2021-03-28 | Sunday | 452757.00 | 452544.83 | 452432.52 | 452969.17 | 453081.49 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 7 | 2021-03-29 | Monday | 453691.68 | 453472.50 | 453356.47 | 453910.87 | 454026.90 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
plot(forecasting_tbats)
x1_test <- ts(testing_data, start =(rows-validation_data_days+1) )
lines(x1_test, col='red',lwd=2)
graph2<-autoplot(forecasting_tbats,xlab = paste ("Time in", frequency ,y_lab , sep=" "), ylab=y_lab)
graph2
## Holt's linear trend
# Data Modeling
data_series<-ts(training_data)
model_holt<-holt(data_series,h=N_forecasting_days+validation_data_days,lambda = "auto")
accuracy(model_holt) # accuracy on training data
## ME RMSE MAE MPE MAPE MASE ACF1
## Training set -10.36445 60.39636 43.58967 NaN Inf 0.03638346 0.4907488
# Print Model Parameters
summary(model_holt$model)
## Holt's method
##
## Call:
## holt(y = data_series, h = N_forecasting_days + validation_data_days,
##
## Call:
## lambda = "auto")
##
## Box-Cox transformation: lambda= 0.5277
##
## Smoothing parameters:
## alpha = 0.9364
## beta = 0.4524
##
## Initial states:
## l = -2.8431
## b = 0.8594
##
## sigma: 0.6259
##
## AIC AICc BIC
## 1835.240 1835.406 1854.781
##
## Training set error measures:
## ME RMSE MAE MPE MAPE MASE ACF1
## Training set -10.36445 60.39636 43.58967 NaN Inf 0.03638346 0.4907488
# Testing Data Evaluation
forecasting_holt <- predict(model_holt, h=N_forecasting_days+validation_data_days,lambda = "auto")
validation_forecast<-head(forecasting_holt$mean,validation_data_days)
MAPE_Per_Day<-round( abs(((testing_data-validation_forecast)/testing_data)*100) ,3)
paste ("MAPE % For ",validation_data_days,frequency,"by using holt Model for ==> ",y_lab, sep=" ")
## [1] "MAPE % For 8 days by using holt Model for ==> Cumulative Covid 19 Infection cases in Siberian Federal"
MAPE_Mean_All.Holt_Model<-round(mean(MAPE_Per_Day),3)
MAPE_Mean_All.Holt<-paste(round(mean(MAPE_Per_Day),3),"% MAPE ",validation_data_days,frequency,y_lab,sep=" ")
MAPE_holt<-paste(round(MAPE_Per_Day,3),"%")
MAPE_holt_Model<-paste(MAPE_Per_Day ,"%")
paste (" MAPE that's Error of Forecasting for ",validation_data_days," days in holt Model for ==> ",y_lab, sep=" ")
## [1] " MAPE that's Error of Forecasting for 8 days in holt Model for ==> Cumulative Covid 19 Infection cases in Siberian Federal"
paste(MAPE_Mean_All.Holt,"%")
## [1] "0.049 % MAPE 8 days Cumulative Covid 19 Infection cases in Siberian Federal %"
paste ("MAPE that's Error of Forecasting day by day for ",validation_data_days," days in holt Model for ==> ",y_lab, sep=" ")
## [1] "MAPE that's Error of Forecasting day by day for 8 days in holt Model for ==> Cumulative Covid 19 Infection cases in Siberian Federal"
print(ascii(data.frame(date_holt=validation_dates,validation_data_by_name,actual_data=testing_data,forecasting_holt=validation_forecast,MAPE_holt_Model)), type = "rest")
##
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | | date_holt | validation_data_by_name | actual_data | forecasting_holt | MAPE_holt_Model |
## +===+============+=========================+=============+==================+=================+
## | 1 | 2021-03-15 | Monday | 440602.00 | 440631.48 | 0.007 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 2 | 2021-03-16 | Tuesday | 441488.00 | 441573.98 | 0.019 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 3 | 2021-03-17 | Wednesday | 442399.00 | 442517.44 | 0.027 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 4 | 2021-03-18 | Thursday | 443296.00 | 443461.85 | 0.037 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 5 | 2021-03-19 | Friday | 444193.00 | 444407.21 | 0.048 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 6 | 2021-03-20 | Saturday | 445078.00 | 445353.52 | 0.062 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 7 | 2021-03-21 | Sunday | 445932.00 | 446300.78 | 0.083 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 8 | 2021-03-22 | Monday | 446774.00 | 447248.99 | 0.106 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
print(ascii(data.frame(FD,forecating_date=forecasting_data_by_name,forecasting_by_holt=tail(forecasting_holt$mean,N_forecasting_days),Lower=tail(forecasting_holt$lower,N_forecasting_days),Upper=tail(forecasting_holt$upper,N_forecasting_days))), type = "rest")
##
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | | FD | forecating_date | forecasting_by_holt | Lower.80. | Lower.95. | Upper.80. | Upper.95. |
## +===+============+=================+=====================+===========+===========+===========+===========+
## | 1 | 2021-03-23 | Tuesday | 448198.15 | 444848.09 | 443079.48 | 451560.08 | 453344.58 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 2 | 2021-03-24 | Wednesday | 449148.26 | 445307.49 | 443280.62 | 453004.60 | 455052.33 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 3 | 2021-03-25 | Thursday | 450099.32 | 445745.68 | 443449.09 | 454472.95 | 456796.30 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 4 | 2021-03-26 | Friday | 451051.34 | 446163.46 | 443586.16 | 455964.35 | 458575.32 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 5 | 2021-03-27 | Saturday | 452004.30 | 446561.59 | 443693.00 | 457478.14 | 460388.41 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 6 | 2021-03-28 | Sunday | 452958.21 | 446940.72 | 443770.64 | 459013.70 | 462234.65 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 7 | 2021-03-29 | Monday | 453913.07 | 447301.44 | 443820.01 | 460570.50 | 464113.26 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
plot(forecasting_holt)
x1_test <- ts(testing_data, start =(rows-validation_data_days+1) )
lines(x1_test, col='red',lwd=2)
graph3<-autoplot(forecasting_holt,xlab = paste ("Time in", frequency ,y_lab , sep=" "), ylab=y_lab)
graph3
#Auto arima model
##################
require(tseries) # need to install tseries tj test Stationarity in time series
paste ("tests For Check Stationarity in series ==> ",y_lab, sep=" ")
## [1] "tests For Check Stationarity in series ==> Cumulative Covid 19 Infection cases in Siberian Federal"
kpss.test(data_series) # applay kpss test
## Warning in kpss.test(data_series): p-value smaller than printed p-value
##
## KPSS Test for Level Stationarity
##
## data: data_series
## KPSS Level = 5.912, Truncation lag parameter = 5, p-value = 0.01
pp.test(data_series) # applay pp test
##
## Phillips-Perron Unit Root Test
##
## data: data_series
## Dickey-Fuller Z(alpha) = -1.985, Truncation lag parameter = 5, p-value
## = 0.9691
## alternative hypothesis: stationary
adf.test(data_series) # applay adf test
##
## Augmented Dickey-Fuller Test
##
## data: data_series
## Dickey-Fuller = -3.3457, Lag order = 7, p-value = 0.06348
## alternative hypothesis: stationary
ndiffs(data_series) # Doing first diffrencing on data
## [1] 2
#Taking the first difference
diff1_x1<-diff(data_series)
autoplot(diff1_x1, xlab = paste ("Time in", frequency ,y_lab , sep=" "), ylab=y_lab,main = "1nd differenced series")
##Testing the stationary of the first differenced series
paste ("tests For Check Stationarity in series after taking first differences in ==> ",y_lab, sep=" ")
## [1] "tests For Check Stationarity in series after taking first differences in ==> Cumulative Covid 19 Infection cases in Siberian Federal"
kpss.test(diff1_x1) # applay kpss test after taking first differences
## Warning in kpss.test(diff1_x1): p-value smaller than printed p-value
##
## KPSS Test for Level Stationarity
##
## data: diff1_x1
## KPSS Level = 3.9886, Truncation lag parameter = 5, p-value = 0.01
pp.test(diff1_x1) # applay pp test after taking first differences
## Warning in pp.test(diff1_x1): p-value greater than printed p-value
##
## Phillips-Perron Unit Root Test
##
## data: diff1_x1
## Dickey-Fuller Z(alpha) = 1.3463, Truncation lag parameter = 5, p-value
## = 0.99
## alternative hypothesis: stationary
adf.test(diff1_x1) # applay adf test after taking first differences
##
## Augmented Dickey-Fuller Test
##
## data: diff1_x1
## Dickey-Fuller = -0.42186, Lag order = 7, p-value = 0.9851
## alternative hypothesis: stationary
#Taking the second difference
diff2_x1=diff(diff1_x1)
autoplot(diff2_x1, xlab = paste ("Time in", frequency ,y_lab , sep=" "), ylab=y_lab ,main = "2nd differenced series")
##Testing the stationary of the first differenced series
paste ("tests For Check Stationarity in series after taking Second differences in",y_lab, sep=" ")
## [1] "tests For Check Stationarity in series after taking Second differences in Cumulative Covid 19 Infection cases in Siberian Federal"
kpss.test(diff2_x1) # applay kpss test after taking Second differences
## Warning in kpss.test(diff2_x1): p-value smaller than printed p-value
##
## KPSS Test for Level Stationarity
##
## data: diff2_x1
## KPSS Level = 0.92814, Truncation lag parameter = 5, p-value = 0.01
pp.test(diff2_x1) # applay pp test after taking Second differences
## Warning in pp.test(diff2_x1): p-value smaller than printed p-value
##
## Phillips-Perron Unit Root Test
##
## data: diff2_x1
## Dickey-Fuller Z(alpha) = -489.65, Truncation lag parameter = 5, p-value
## = 0.01
## alternative hypothesis: stationary
adf.test(diff2_x1) # applay adf test after taking Second differences
##
## Augmented Dickey-Fuller Test
##
## data: diff2_x1
## Dickey-Fuller = -3.8363, Lag order = 7, p-value = 0.01745
## alternative hypothesis: stationary
####Fitting an ARIMA Model
#1. Using auto arima function
model1 <- auto.arima(data_series,stepwise=FALSE, approximation=FALSE, trace=T, test = c("kpss", "adf", "pp")) #applaying auto arima
##
## ARIMA(0,2,0) : 3943.233
## ARIMA(0,2,1) : 3935.131
## ARIMA(0,2,2) : 3929.594
## ARIMA(0,2,3) : 3930.803
## ARIMA(0,2,4) : 3932.742
## ARIMA(0,2,5) : 3912.492
## ARIMA(1,2,0) : 3932.868
## ARIMA(1,2,1) : 3934.146
## ARIMA(1,2,2) : 3892.752
## ARIMA(1,2,3) : Inf
## ARIMA(1,2,4) : 3930.628
## ARIMA(2,2,0) : 3932.783
## ARIMA(2,2,1) : 3899.371
## ARIMA(2,2,2) : 3926.514
## ARIMA(2,2,3) : Inf
## ARIMA(3,2,0) : 3925.848
## ARIMA(3,2,1) : 3925.008
## ARIMA(3,2,2) : 3896.302
## ARIMA(4,2,0) : 3927.486
## ARIMA(4,2,1) : 3927.075
## ARIMA(5,2,0) : 3913.38
##
##
##
## Best model: ARIMA(1,2,2)
model1 # show the result of autoarima
## Series: data_series
## ARIMA(1,2,2)
##
## Coefficients:
## ar1 ma1 ma2
## 0.978 -1.2887 0.3633
## s.e. 0.013 0.0567 0.0547
##
## sigma^2 estimated as 2397: log likelihood=-1942.32
## AIC=3892.64 AICc=3892.75 BIC=3908.25
#Make changes in the source of auto arima to run the best model
arima.string <- function (object, padding = FALSE)
{
order <- object$arma[c(1, 6, 2, 3, 7, 4, 5)]
m <- order[7]
result <- paste("ARIMA(", order[1], ",", order[2], ",",
order[3], ")", sep = "")
if (m > 1 && sum(order[4:6]) > 0) {
result <- paste(result, "(", order[4], ",", order[5],
",", order[6], ")[", m, "]", sep = "")
}
if (padding && m > 1 && sum(order[4:6]) == 0) {
result <- paste(result, " ", sep = "")
if (m <= 9) {
result <- paste(result, " ", sep = "")
}
else if (m <= 99) {
result <- paste(result, " ", sep = "")
}
else {
result <- paste(result, " ", sep = "")
}
}
if (!is.null(object$xreg)) {
if (NCOL(object$xreg) == 1 && is.element("drift", names(object$coef))) {
result <- paste(result, "with drift ")
}
else {
result <- paste("Regression with", result, "errors")
}
}
else {
if (is.element("constant", names(object$coef)) || is.element("intercept",
names(object$coef))) {
result <- paste(result, "with non-zero mean")
}
else if (order[2] == 0 && order[5] == 0) {
result <- paste(result, "with zero mean ")
}
else {
result <- paste(result, " ")
}
}
if (!padding) {
result <- gsub("[ ]*$", "", result)
}
return(result)
}
bestmodel <- arima.string(model1, padding = TRUE)
bestmodel <- substring(bestmodel,7,11)
bestmodel <- gsub(" ", "", bestmodel)
bestmodel <- gsub(")", "", bestmodel)
bestmodel <- strsplit(bestmodel, ",")[[1]]
bestmodel <- c(strtoi(bestmodel[1]),strtoi(bestmodel[2]),strtoi(bestmodel[3]))
bestmodel
## [1] 1 2 2
strtoi(bestmodel[3])
## [1] 2
#2. Using ACF and PACF Function
#par(mfrow=c(1,2)) # Code for making two plot in one graph
acf(diff2_x1,xlab = paste ("Time in", frequency ,y_lab , sep=" ") , ylab=y_lab, main=paste("ACF-2nd differenced series ",y_lab, sep=" ",lag.max=20)) # plot ACF "auto correlation function after taking second diffrences
pacf(diff2_x1,xlab = paste ("Time in", frequency ,y_lab , sep=" "), ylab=y_lab,main=paste("PACF-2nd differenced series ",y_lab, sep=" ",lag.max=20)) # plot PACF " Partial auto correlation function after taking second diffrences
library(forecast) # install library forecast
x1_model1= arima(data_series, order=c(bestmodel)) # Run Best model of auto arima for forecasting
x1_model1 # Show result of best model of auto arima
##
## Call:
## arima(x = data_series, order = c(bestmodel))
##
## Coefficients:
## ar1 ma1 ma2
## 0.978 -1.2887 0.3633
## s.e. 0.013 0.0567 0.0547
##
## sigma^2 estimated as 2377: log likelihood = -1942.32, aic = 3892.64
paste ("accuracy of autoarima Model For ==> ",y_lab, sep=" ")
## [1] "accuracy of autoarima Model For ==> Cumulative Covid 19 Infection cases in Siberian Federal"
accuracy(x1_model1) # aacuracy of best model from auto arima
## ME RMSE MAE MPE MAPE MASE
## Training set 0.4105546 48.62617 32.85027 0.2766923 1.504977 0.02741949
## ACF1
## Training set 0.02186529
x1_model1$x # show result of best model from auto arima
## NULL
checkresiduals(x1_model1,xlab = paste ("Time in", frequency ,y_lab , sep=" "), ylab=y_lab) # checkresiduals from best model from using auto arima
##
## Ljung-Box test
##
## data: Residuals from ARIMA(1,2,2)
## Q* = 23.794, df = 7, p-value = 0.001238
##
## Model df: 3. Total lags used: 10
paste("Box-Ljung test , Ljung-Box test For Modelling for ==> ",y_lab, sep=" ")
## [1] "Box-Ljung test , Ljung-Box test For Modelling for ==> Cumulative Covid 19 Infection cases in Siberian Federal"
Box.test(x1_model1$residuals^2, lag=20, type="Ljung-Box") # Do test for resdulas by using Box-Ljung test , Ljung-Box test For Modelling
##
## Box-Ljung test
##
## data: x1_model1$residuals^2
## X-squared = 35.591, df = 20, p-value = 0.01717
library(tseries)
jarque.bera.test(x1_model1$residuals) # Do test jarque.bera.test
##
## Jarque Bera Test
##
## data: x1_model1$residuals
## X-squared = 2025.4, df = 2, p-value < 2.2e-16
#Actual Vs Fitted
plot(data_series, col='red',lwd=2, main="Actual vs Fitted Plot", xlab='Time in (days)', ylab=y_lab) # plot actual and Fitted model
lines(fitted(x1_model1), col='black')
#Test data
x1_test <- ts(testing_data, start =(rows-validation_data_days+1) ) # make testing data in time series and start from rows-6
forecasting_auto_arima <- forecast(x1_model1, h=N_forecasting_days+validation_data_days)
validation_forecast<-head(forecasting_auto_arima$mean,validation_data_days)
MAPE_Per_Day<-round(abs(((testing_data-validation_forecast)/testing_data)*100) ,3)
paste ("MAPE % For ",validation_data_days,frequency,"by using bats Model for ==> ",y_lab, sep=" ")
## [1] "MAPE % For 8 days by using bats Model for ==> Cumulative Covid 19 Infection cases in Siberian Federal"
MAPE_Mean_All.ARIMA_Model<-round(mean(MAPE_Per_Day),3)
MAPE_Mean_All.ARIMA<-paste(round(mean(MAPE_Per_Day),3),"% MAPE ",validation_data_days,frequency,y_lab,sep=" ")
MAPE_auto_arima<-paste(round(MAPE_Per_Day,3),"%")
MAPE_auto.arima_Model<-paste(MAPE_Per_Day ,"%")
paste (" MAPE that's Error of Forecasting for ",validation_data_days," days in bats Model for ==> ",y_lab, sep=" ")
## [1] " MAPE that's Error of Forecasting for 8 days in bats Model for ==> Cumulative Covid 19 Infection cases in Siberian Federal"
paste(MAPE_Mean_All.ARIMA,"%")
## [1] "0.006 % MAPE 8 days Cumulative Covid 19 Infection cases in Siberian Federal %"
paste ("MAPE that's Error of Forecasting day by day for ",validation_data_days," days in bats Model for ==> ",y_lab, sep=" ")
## [1] "MAPE that's Error of Forecasting day by day for 8 days in bats Model for ==> Cumulative Covid 19 Infection cases in Siberian Federal"
print(ascii(data.frame(date_auto.arima=validation_dates,validation_data_by_name,actual_data=testing_data,forecasting_auto.arima=validation_forecast,MAPE_auto.arima_Model)), type = "rest")
##
## +---+-----------------+-------------------------+-------------+------------------------+-----------------------+
## | | date_auto.arima | validation_data_by_name | actual_data | forecasting_auto.arima | MAPE_auto.arima_Model |
## +===+=================+=========================+=============+========================+=======================+
## | 1 | 2021-03-15 | Monday | 440602.00 | 440610.99 | 0.002 % |
## +---+-----------------+-------------------------+-------------+------------------------+-----------------------+
## | 2 | 2021-03-16 | Tuesday | 441488.00 | 441524.05 | 0.008 % |
## +---+-----------------+-------------------------+-------------+------------------------+-----------------------+
## | 3 | 2021-03-17 | Wednesday | 442399.00 | 442428.38 | 0.007 % |
## +---+-----------------+-------------------------+-------------+------------------------+-----------------------+
## | 4 | 2021-03-18 | Thursday | 443296.00 | 443324.17 | 0.006 % |
## +---+-----------------+-------------------------+-------------+------------------------+-----------------------+
## | 5 | 2021-03-19 | Friday | 444193.00 | 444211.60 | 0.004 % |
## +---+-----------------+-------------------------+-------------+------------------------+-----------------------+
## | 6 | 2021-03-20 | Saturday | 445078.00 | 445090.87 | 0.003 % |
## +---+-----------------+-------------------------+-------------+------------------------+-----------------------+
## | 7 | 2021-03-21 | Sunday | 445932.00 | 445962.15 | 0.007 % |
## +---+-----------------+-------------------------+-------------+------------------------+-----------------------+
## | 8 | 2021-03-22 | Monday | 446774.00 | 446825.61 | 0.012 % |
## +---+-----------------+-------------------------+-------------+------------------------+-----------------------+
print(ascii(data.frame(FD,forecating_date=forecasting_data_by_name,forecasting_by_auto.arima=tail(forecasting_auto_arima$mean,N_forecasting_days),Lower=tail(forecasting_auto_arima$lower,N_forecasting_days),Upper=tail(forecasting_auto_arima$upper,N_forecasting_days))), type = "rest")
##
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | | FD | forecating_date | forecasting_by_auto.arima | Lower.80. | Lower.95. | Upper.80. | Upper.95. |
## +===+============+=================+===========================+===========+===========+===========+===========+
## | 1 | 2021-03-23 | Tuesday | 447681.43 | 446768.08 | 446284.57 | 448594.79 | 449078.30 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 2 | 2021-03-24 | Wednesday | 448529.78 | 447449.31 | 446877.35 | 449610.26 | 450182.22 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 3 | 2021-03-25 | Thursday | 449370.82 | 448109.42 | 447441.67 | 450632.23 | 451299.98 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 4 | 2021-03-26 | Friday | 450204.72 | 448748.46 | 447977.57 | 451660.97 | 452431.87 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 5 | 2021-03-27 | Saturday | 451031.62 | 449366.51 | 448485.05 | 452696.73 | 453578.19 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 6 | 2021-03-28 | Sunday | 451851.69 | 449963.62 | 448964.14 | 453739.75 | 454739.23 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 7 | 2021-03-29 | Monday | 452665.06 | 450539.87 | 449414.86 | 454790.26 | 455915.27 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
plot(forecasting_auto_arima)
x1_test <- ts(testing_data, start =(rows-validation_data_days+1) )
lines(x1_test, col='red',lwd=2)
graph4<-autoplot(forecasting_auto_arima,xlab = paste ("Time in", frequency ,y_lab , sep=" "), ylab=y_lab)
graph4
MAPE_Mean_All.ARIMA
## [1] "0.006 % MAPE 8 days Cumulative Covid 19 Infection cases in Siberian Federal"
# Table for MAPE For counry
best_recommended_model <- min(MAPE_Mean_All_NNAR,MAPE_Mean_All.bats_Model,MAPE_Mean_All.TBATS_Model,MAPE_Mean_All.Holt_Model,MAPE_Mean_All.ARIMA_Model)
paste("System Choose Least Error ==> ( MAPE %) of Forecasting by using bats model and BATS Model, Holt's Linear Models , and autoarima for ==> ", y_lab , sep=" ")
## [1] "System Choose Least Error ==> ( MAPE %) of Forecasting by using bats model and BATS Model, Holt's Linear Models , and autoarima for ==> Cumulative Covid 19 Infection cases in Siberian Federal"
best_recommended_model
## [1] 0.004
x1<-if(best_recommended_model >= MAPE_Mean_All.bats_Model) {paste("BATS Model")}
x2<-if(best_recommended_model >= MAPE_Mean_All.TBATS_Model) {paste("TBATS Model")}
x3<-if(best_recommended_model >= MAPE_Mean_All.Holt_Model) {paste("Holt Model")}
x4<-if(best_recommended_model >= MAPE_Mean_All.ARIMA_Model) {paste("ARIMA Model")}
x5<-if(best_recommended_model >= MAPE_Mean_All_NNAR) {paste("NNAR Model")}
panderOptions('table.split.table', Inf)
paste("Forecasting by using BATS Model ==> ", y_lab , sep=" ")
## [1] "Forecasting by using BATS Model ==> Cumulative Covid 19 Infection cases in Siberian Federal"
print(ascii(data.frame(FD,forecating_date=forecasting_data_by_name,forecasting_by_bats=tail(forecasting_bats$mean,N_forecasting_days),lower=tail(forecasting_bats$lower,N_forecasting_days),Upper=tail(forecasting_bats$lower,N_forecasting_days))), type = "rest")
##
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | | FD | forecating_date | forecasting_by_bats | lower.80. | lower.95. | Upper.80. | Upper.95. |
## +===+============+=================+=====================+===========+===========+===========+===========+
## | 1 | 2021-03-23 | Tuesday | 447588.68 | 446734.74 | 446282.70 | 446734.74 | 446282.70 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 2 | 2021-03-24 | Wednesday | 448419.75 | 447412.68 | 446879.56 | 447412.68 | 446879.56 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 3 | 2021-03-25 | Thursday | 449241.94 | 448068.85 | 447447.85 | 448068.85 | 447447.85 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 4 | 2021-03-26 | Friday | 450055.35 | 448703.22 | 447987.44 | 448703.22 | 447987.44 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 5 | 2021-03-27 | Saturday | 450860.06 | 449315.77 | 448498.27 | 449315.77 | 448498.27 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 6 | 2021-03-28 | Sunday | 451656.18 | 449906.51 | 448980.29 | 449906.51 | 448980.29 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 7 | 2021-03-29 | Monday | 452443.80 | 450475.45 | 449433.46 | 450475.45 | 449433.46 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
paste("Forecasting by using TBATS Model ==> ", y_lab , sep=" ")
## [1] "Forecasting by using TBATS Model ==> Cumulative Covid 19 Infection cases in Siberian Federal"
print(ascii(data.frame(FD,forecating_date=forecasting_data_by_name,forecasting_by_TBATS=tail(forecasting_tbats$mean,N_forecasting_days),Lower=tail(forecasting_tbats$lower,N_forecasting_days),Upper=tail(forecasting_tbats$upper,N_forecasting_days))), type = "rest")
##
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | | FD | forecating_date | forecasting_by_TBATS | Lower.80. | Lower.95. | Upper.80. | Upper.95. |
## +===+============+=================+======================+===========+===========+===========+===========+
## | 1 | 2021-03-23 | Tuesday | 448090.53 | 447918.39 | 447827.26 | 448262.68 | 448353.81 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 2 | 2021-03-24 | Wednesday | 449021.08 | 448840.13 | 448744.34 | 449202.04 | 449297.83 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 3 | 2021-03-25 | Thursday | 449958.95 | 449769.62 | 449669.39 | 450148.28 | 450248.51 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 4 | 2021-03-26 | Friday | 450893.46 | 450696.15 | 450591.71 | 451090.76 | 451195.21 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 5 | 2021-03-27 | Saturday | 451821.49 | 451616.59 | 451508.12 | 452026.38 | 452134.85 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 6 | 2021-03-28 | Sunday | 452757.00 | 452544.83 | 452432.52 | 452969.17 | 453081.49 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 7 | 2021-03-29 | Monday | 453691.68 | 453472.50 | 453356.47 | 453910.87 | 454026.90 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
paste("Forecasting by using Holt's Linear Trend Model ==> ", y_lab , sep=" ")
## [1] "Forecasting by using Holt's Linear Trend Model ==> Cumulative Covid 19 Infection cases in Siberian Federal"
print(ascii(data.frame(FD,forecating_date=forecasting_data_by_name,forecasting_by_holt=tail(forecasting_holt$mean,N_forecasting_days),Lower=tail(forecasting_holt$lower,N_forecasting_days),Upper=tail(forecasting_holt$upper,N_forecasting_days))), type = "rest")
##
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | | FD | forecating_date | forecasting_by_holt | Lower.80. | Lower.95. | Upper.80. | Upper.95. |
## +===+============+=================+=====================+===========+===========+===========+===========+
## | 1 | 2021-03-23 | Tuesday | 448198.15 | 444848.09 | 443079.48 | 451560.08 | 453344.58 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 2 | 2021-03-24 | Wednesday | 449148.26 | 445307.49 | 443280.62 | 453004.60 | 455052.33 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 3 | 2021-03-25 | Thursday | 450099.32 | 445745.68 | 443449.09 | 454472.95 | 456796.30 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 4 | 2021-03-26 | Friday | 451051.34 | 446163.46 | 443586.16 | 455964.35 | 458575.32 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 5 | 2021-03-27 | Saturday | 452004.30 | 446561.59 | 443693.00 | 457478.14 | 460388.41 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 6 | 2021-03-28 | Sunday | 452958.21 | 446940.72 | 443770.64 | 459013.70 | 462234.65 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 7 | 2021-03-29 | Monday | 453913.07 | 447301.44 | 443820.01 | 460570.50 | 464113.26 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
paste("Forecasting by using ARIMA Model ==> ", y_lab , sep=" ")
## [1] "Forecasting by using ARIMA Model ==> Cumulative Covid 19 Infection cases in Siberian Federal"
print(ascii(data.frame(FD,forecating_date=forecasting_data_by_name,forecasting_by_auto.arima=tail(forecasting_auto_arima$mean,N_forecasting_days),Lower=tail(forecasting_auto_arima$lower,N_forecasting_days),Upper=tail(forecasting_auto_arima$upper,N_forecasting_days))), type = "rest")
##
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | | FD | forecating_date | forecasting_by_auto.arima | Lower.80. | Lower.95. | Upper.80. | Upper.95. |
## +===+============+=================+===========================+===========+===========+===========+===========+
## | 1 | 2021-03-23 | Tuesday | 447681.43 | 446768.08 | 446284.57 | 448594.79 | 449078.30 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 2 | 2021-03-24 | Wednesday | 448529.78 | 447449.31 | 446877.35 | 449610.26 | 450182.22 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 3 | 2021-03-25 | Thursday | 449370.82 | 448109.42 | 447441.67 | 450632.23 | 451299.98 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 4 | 2021-03-26 | Friday | 450204.72 | 448748.46 | 447977.57 | 451660.97 | 452431.87 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 5 | 2021-03-27 | Saturday | 451031.62 | 449366.51 | 448485.05 | 452696.73 | 453578.19 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 6 | 2021-03-28 | Sunday | 451851.69 | 449963.62 | 448964.14 | 453739.75 | 454739.23 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 7 | 2021-03-29 | Monday | 452665.06 | 450539.87 | 449414.86 | 454790.26 | 455915.27 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
paste("Forecasting by using NNAR Model ==> ", y_lab , sep=" ")
## [1] "Forecasting by using NNAR Model ==> Cumulative Covid 19 Infection cases in Siberian Federal"
print(ascii(data.frame(FD,forecating_date=forecasting_data_by_name,forecasting_by_NNAR=tail(forecasting_NNAR$mean,N_forecasting_days))), type = "rest")
##
## +---+------------+-----------------+---------------------+
## | | FD | forecating_date | forecasting_by_NNAR |
## +===+============+=================+=====================+
## | 1 | 2021-03-23 | Tuesday | 445756.45 |
## +---+------------+-----------------+---------------------+
## | 2 | 2021-03-24 | Wednesday | 446342.16 |
## +---+------------+-----------------+---------------------+
## | 3 | 2021-03-25 | Thursday | 446911.36 |
## +---+------------+-----------------+---------------------+
## | 4 | 2021-03-26 | Friday | 447464.36 |
## +---+------------+-----------------+---------------------+
## | 5 | 2021-03-27 | Saturday | 448001.50 |
## +---+------------+-----------------+---------------------+
## | 6 | 2021-03-28 | Sunday | 448523.10 |
## +---+------------+-----------------+---------------------+
## | 7 | 2021-03-29 | Monday | 449029.50 |
## +---+------------+-----------------+---------------------+
result<-c(x1,x2,x3,x4,x5)
table.error<-data.frame(country.name,NNAR.model=MAPE_Mean_All_NNAR, BATS.Model=MAPE_Mean_All.bats_Model,TBATS.Model=MAPE_Mean_All.TBATS_Model,Holt.Model=MAPE_Mean_All.Holt_Model,ARIMA.Model=MAPE_Mean_All.ARIMA_Model,Best.Model=result)
library(ascii)
print(ascii(table(table.error)), type = "rest")
##
## +---+------------------+------------+------------+-------------+------------+-------------+------------+------+
## | | country.name | NNAR.model | BATS.Model | TBATS.Model | Holt.Model | ARIMA.Model | Best.Model | Freq |
## +===+==================+============+============+=============+============+=============+============+======+
## | 1 | Siberian Federal | 0.193 | 0.004 | 0.038 | 0.049 | 0.006 | BATS Model | 1.00 |
## +---+------------------+------------+------------+-------------+------------+-------------+------------+------+
MAPE.Value<-c(MAPE_Mean_All_NNAR,MAPE_Mean_All.bats_Model,MAPE_Mean_All.TBATS_Model,MAPE_Mean_All.Holt_Model,MAPE_Mean_All.ARIMA_Model)
Model<-c("NNAR.model","BATS.Model","TBATS.Model","Holt.Model","ARIMA.Model")
channel_data<-data.frame(Model,MAPE.Value)
# Normally, the entire expression below would be assigned to an object, but we're
# going bare bones here.
ggplot(channel_data, aes(x = Model, y = MAPE.Value)) +
geom_bar(stat = "identity") +
geom_text(aes(label = MAPE.Value)) + # x AND y INHERITED. WE JUST NEED TO SPECIFY "label"
coord_flip() +
scale_y_continuous(expand = c(0, 0))
message("System finished Modelling and Forecasting by using BATS, TBATS, Holt's Linear Trend, and ARIMA Model ==>",y_lab, sep=" ")
## System finished Modelling and Forecasting by using BATS, TBATS, Holt's Linear Trend, and ARIMA Model ==>Cumulative Covid 19 Infection cases in Siberian Federal
message(" Thank you for using our System For Modelling and Forecasting ==> ",y_lab, sep=" ")
## Thank you for using our System For Modelling and Forecasting ==> Cumulative Covid 19 Infection cases in Siberian Federal