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 = "Ural 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$`daily total`
y_lab <- "Daily Covid 19 Infection cases in Ural 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 <-4
Number_Neural<-5 # Number of Neural For model NNAR Model
NNAR_Model<- TRUE #create new model (TRUE/FALSE)
frequency<-"days"
country.name <- "Ural federal district"
# Data Preparation & calculate some of statistics measures
summary(original_data) # Summary your time series
## Min. 1st Qu. Median Mean 3rd Qu. Max.
## 0.0 416.5 740.0 740.9 1057.0 1419.0
# calculate standard deviation
data.frame(kurtosis=kurtosis(original_data)) # calculate Cofficient of kurtosis
## kurtosis
## 1 1.998592
data.frame(skewness=skewness(original_data)) # calculate Cofficient of skewness
## skewness
## 1 -0.1240127
data.frame(Standard.deviation =sd(original_data))
## Standard.deviation
## 1 417.785
#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(6,5)
## Call: nnetar(y = data_series, size = Number_Neural)
##
## Average of 20 networks, each of which is
## a 6-5-1 network with 41 weights
## options were - linear output units
##
## sigma^2 estimated as 729.7
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 4 days by using NNAR Model for ==> Daily Covid 19 Infection cases in Ural 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 4 days in NNAR Model for ==> Daily Covid 19 Infection cases in Ural federal"
paste(MAPE_Mean_All,"%")
## [1] "1.819 % MAPE 4 days Daily Covid 19 Infection cases in Ural 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 4 days in NNAR Model for ==> Daily Covid 19 Infection cases in Ural 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 | 2021-03-19 | Friday | 519.00 | 536.56 | 3.383 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 2 | 2021-03-20 | Saturday | 532.00 | 531.24 | 0.143 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 3 | 2021-03-21 | Sunday | 524.00 | 527.24 | 0.618 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 4 | 2021-03-22 | Monday | 509.00 | 524.94 | 3.131 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
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 | 519.17 |
## +---+------------+-----------------+---------------------+
## | 2 | 2021-03-24 | Wednesday | 514.71 |
## +---+------------+-----------------+---------------------+
## | 3 | 2021-03-25 | Thursday | 509.24 |
## +---+------------+-----------------+---------------------+
## | 4 | 2021-03-26 | Friday | 504.24 |
## +---+------------+-----------------+---------------------+
## | 5 | 2021-03-27 | Saturday | 499.23 |
## +---+------------+-----------------+---------------------+
## | 6 | 2021-03-28 | Sunday | 493.98 |
## +---+------------+-----------------+---------------------+
## | 7 | 2021-03-29 | Monday | 489.02 |
## +---+------------+-----------------+---------------------+
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 -0.3556607 33.01754 21.91571 NaN Inf 0.9186228 0.04438934
# Print Model Parameters
model_bats
## BATS(1, {2,2}, 1, -)
##
## Call: bats(y = data_series)
##
## Parameters
## Alpha: 0.4033782
## Beta: 0.04424008
## Damping Parameter: 1
## AR coefficients: -0.788442 -0.480067
## MA coefficients: 0.888247 0.717481
##
## Seed States:
## [,1]
## [1,] -3.0622692
## [2,] -0.1491092
## [3,] 0.0000000
## [4,] 0.0000000
## [5,] 0.0000000
## [6,] 0.0000000
##
## Sigma: 33.01754
## AIC: 4827.625
#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 4 days by using bats Model for ==> Daily Covid 19 Infection cases in Ural 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 4 days in bats Model for ==> Daily Covid 19 Infection cases in Ural federal"
paste(MAPE_Mean_All.bats,"%")
## [1] "2.49 % MAPE 4 days Daily Covid 19 Infection cases in Ural 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 4 days in bats Model for ==> Daily Covid 19 Infection cases in Ural 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 | 2021-03-19 | Friday | 519.00 | 526.01 | 1.35 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 2 | 2021-03-20 | Saturday | 532.00 | 511.14 | 3.922 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 3 | 2021-03-21 | Sunday | 524.00 | 506.87 | 3.269 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 4 | 2021-03-22 | Monday | 509.00 | 501.78 | 1.418 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
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 | 492.25 | 425.36 | 389.95 | 425.36 | 389.95 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 2 | 2021-03-24 | Wednesday | 486.62 | 412.67 | 373.53 | 412.67 | 373.53 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 3 | 2021-03-25 | Thursday | 480.05 | 400.08 | 357.75 | 400.08 | 357.75 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 4 | 2021-03-26 | Friday | 472.34 | 385.00 | 338.76 | 385.00 | 338.76 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 5 | 2021-03-27 | Saturday | 465.98 | 371.19 | 321.01 | 371.19 | 321.01 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 6 | 2021-03-28 | Sunday | 459.10 | 356.93 | 302.85 | 356.93 | 302.85 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 7 | 2021-03-29 | Monday | 451.99 | 341.84 | 283.52 | 341.84 | 283.52 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
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 -0.2823075 33.60594 21.8419 NaN Inf 0.9155289 0.0116984
# Print Model Parameters
model_TBATS
## TBATS(1, {0,0}, 1, {<6,2>})
##
## Call: NULL
##
## Parameters
## Alpha: 0.497798
## Beta: 0.05920935
## Damping Parameter: 1
## Gamma-1 Values: -3.765231e-06
## Gamma-2 Values: 0.004213538
##
## Seed States:
## [,1]
## [1,] -3.281142089
## [2,] -0.002623173
## [3,] 3.649752293
## [4,] -0.257625277
## [5,] 0.937687463
## [6,] -0.264787781
##
## Sigma: 33.60594
## AIC: 4836.767
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 4 days by using TBATS Model for ==> Daily Covid 19 Infection cases in Ural 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 4 days in TBATS Model for ==> Daily Covid 19 Infection cases in Ural federal"
paste(MAPE_Mean_All.TBATS,"%")
## [1] "1.71 % MAPE 4 days Daily Covid 19 Infection cases in Ural 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 4 days in TBATS Model for ==> Daily Covid 19 Infection cases in Ural 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 | 2021-03-19 | Friday | 519.00 | 529.67 | 2.057 % |
## +---+------------+-------------------------+-------------+-------------------+------------------+
## | 2 | 2021-03-20 | Saturday | 532.00 | 523.86 | 1.53 % |
## +---+------------+-------------------------+-------------+-------------------+------------------+
## | 3 | 2021-03-21 | Sunday | 524.00 | 512.67 | 2.162 % |
## +---+------------+-------------------------+-------------+-------------------+------------------+
## | 4 | 2021-03-22 | Monday | 509.00 | 503.45 | 1.09 % |
## +---+------------+-------------------------+-------------+-------------------+------------------+
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 | 498.11 | 437.16 | 404.89 | 559.05 | 591.32 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 2 | 2021-03-24 | Wednesday | 494.48 | 429.95 | 395.79 | 559.00 | 593.16 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 3 | 2021-03-25 | Thursday | 492.35 | 424.43 | 388.48 | 560.27 | 596.22 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 4 | 2021-03-26 | Friday | 486.53 | 415.26 | 377.53 | 557.81 | 595.54 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 5 | 2021-03-27 | Saturday | 475.35 | 400.90 | 361.49 | 549.80 | 589.21 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 6 | 2021-03-28 | Sunday | 466.13 | 388.64 | 347.62 | 543.62 | 584.64 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 7 | 2021-03-29 | Monday | 460.78 | 380.33 | 337.74 | 541.23 | 583.82 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
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 0.7563325 34.01413 21.6726 NaN Inf 0.9084322 -0.07079315
# 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= 1.4809
##
## Smoothing parameters:
## alpha = 0.5844
## beta = 0.0646
##
## Initial states:
## l = -2.6247
## b = 0.1534
##
## sigma: 743.247
##
## AIC AICc BIC
## 7126.412 7126.576 7146.006
##
## Training set error measures:
## ME RMSE MAE MPE MAPE MASE ACF1
## Training set 0.7563325 34.01413 21.6726 NaN Inf 0.9084322 -0.07079315
# 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 4 days by using holt Model for ==> Daily Covid 19 Infection cases in Ural 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 4 days in holt Model for ==> Daily Covid 19 Infection cases in Ural federal"
paste(MAPE_Mean_All.Holt,"%")
## [1] "1.888 % MAPE 4 days Daily Covid 19 Infection cases in Ural 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 4 days in holt Model for ==> Daily Covid 19 Infection cases in Ural 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 | 2021-03-19 | Friday | 519.00 | 525.26 | 1.206 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 2 | 2021-03-20 | Saturday | 532.00 | 517.95 | 2.641 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 3 | 2021-03-21 | Sunday | 524.00 | 510.59 | 2.559 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 4 | 2021-03-22 | Monday | 509.00 | 503.18 | 1.144 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
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 | 495.72 | 404.78 | 352.47 | 579.21 | 621.12 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 2 | 2021-03-24 | Wednesday | 488.20 | 384.84 | 324.39 | 581.89 | 628.63 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 3 | 2021-03-25 | Thursday | 480.62 | 364.03 | 294.49 | 584.85 | 636.51 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 4 | 2021-03-26 | Friday | 472.99 | 342.27 | 262.41 | 588.09 | 644.75 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 5 | 2021-03-27 | Saturday | 465.30 | 319.45 | 227.64 | 591.59 | 653.35 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 6 | 2021-03-28 | Sunday | 457.55 | 295.43 | 189.37 | 595.35 | 662.29 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 7 | 2021-03-29 | Monday | 449.73 | 270.05 | 146.11 | 599.37 | 671.56 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
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 ==> Daily Covid 19 Infection cases in Ural 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 = 3.4479, Truncation lag parameter = 5, p-value = 0.01
pp.test(data_series) # applay pp test
## Warning in pp.test(data_series): p-value greater than printed p-value
##
## Phillips-Perron Unit Root Test
##
## data: data_series
## Dickey-Fuller Z(alpha) = 0.54863, Truncation lag parameter = 5, p-value
## = 0.99
## alternative hypothesis: stationary
adf.test(data_series) # applay adf test
##
## Augmented Dickey-Fuller Test
##
## data: data_series
## Dickey-Fuller = -0.77222, Lag order = 7, p-value = 0.9636
## 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 ==> Daily Covid 19 Infection cases in Ural 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 = 0.85084, 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 smaller than printed p-value
##
## Phillips-Perron Unit Root Test
##
## data: diff1_x1
## Dickey-Fuller Z(alpha) = -535.67, Truncation lag parameter = 5, p-value
## = 0.01
## alternative hypothesis: stationary
adf.test(diff1_x1) # applay adf test after taking first differences
## Warning in adf.test(diff1_x1): p-value smaller than printed p-value
##
## Augmented Dickey-Fuller Test
##
## data: diff1_x1
## Dickey-Fuller = -4.1034, Lag order = 7, p-value = 0.01
## 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 Daily Covid 19 Infection cases in Ural federal"
kpss.test(diff2_x1) # applay kpss test after taking Second differences
## Warning in kpss.test(diff2_x1): p-value greater than printed p-value
##
## KPSS Test for Level Stationarity
##
## data: diff2_x1
## KPSS Level = 0.0075235, Truncation lag parameter = 5, p-value = 0.1
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) = -546.56, Truncation lag parameter = 5, p-value
## = 0.01
## alternative hypothesis: stationary
adf.test(diff2_x1) # applay adf test after taking Second differences
## Warning in adf.test(diff2_x1): p-value smaller than printed p-value
##
## Augmented Dickey-Fuller Test
##
## data: diff2_x1
## Dickey-Fuller = -12.289, Lag order = 7, p-value = 0.01
## 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) : 4104.512
## ARIMA(0,2,1) : 3743.661
## ARIMA(0,2,2) : 3667.138
## ARIMA(0,2,3) : 3669.009
## ARIMA(0,2,4) : 3661.097
## ARIMA(0,2,5) : 3658.864
## ARIMA(1,2,0) : 3868.309
## ARIMA(1,2,1) : 3677.826
## ARIMA(1,2,2) : 3668.885
## ARIMA(1,2,3) : 3670.757
## ARIMA(1,2,4) : 3661.147
## ARIMA(2,2,0) : 3814.718
## ARIMA(2,2,1) : 3677.619
## ARIMA(2,2,2) : 3665.715
## ARIMA(2,2,3) : 3666.65
## ARIMA(3,2,0) : 3787.01
## ARIMA(3,2,1) : 3670.179
## ARIMA(3,2,2) : 3664.417
## ARIMA(4,2,0) : 3706.002
## ARIMA(4,2,1) : 3655.415
## ARIMA(5,2,0) : 3697.396
##
##
##
## Best model: ARIMA(4,2,1)
model1 # show the result of autoarima
## Series: data_series
## ARIMA(4,2,1)
##
## Coefficients:
## ar1 ar2 ar3 ar4 ma1
## -0.5766 -0.2754 -0.3197 -0.2303 -0.8465
## s.e. 0.0579 0.0664 0.0645 0.0550 0.0349
##
## sigma^2 estimated as 1111: log likelihood=-1821.59
## AIC=3655.18 AICc=3655.41 BIC=3678.66
#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("[ ]*$", "", result)
}
return(result)
}
bestmodel <- arima.string(model1, padding = TRUE)
bestmodel <- substring(bestmodel,7,11)
bestmodel <- gsub(" ", "", bestmodel)
bestmodel <- gsub(")", "", bestmodel)
bestmodel <- strsplit(bestmodel, ",")[[1]]
bestmodel <- c(strtoi(bestmodel[1]),strtoi(bestmodel[2]),strtoi(bestmodel[3]))
bestmodel
## [1] 4 2 1
strtoi(bestmodel[3])
## [1] 1
#2. Using ACF and PACF Function
#par(mfrow=c(1,2)) # Code for making two plot in one graph
acf(diff2_x1,xlab = paste ("Time in", frequency ,y_lab , sep=" ") , ylab=y_lab, main=paste("ACF-2nd differenced series ",y_lab, sep=" ",lag.max=20)) # plot ACF "auto correlation function after taking second diffrences
pacf(diff2_x1,xlab = paste ("Time in", frequency ,y_lab , sep=" "), ylab=y_lab,main=paste("PACF-2nd differenced series ",y_lab, sep=" ",lag.max=20)) # plot PACF " Partial auto correlation function after taking second diffrences
library(forecast) # install library forecast
x1_model1= arima(data_series, order=c(bestmodel)) # Run Best model of auto arima for forecasting
x1_model1 # Show result of best model of auto arima
##
## Call:
## arima(x = data_series, order = c(bestmodel))
##
## Coefficients:
## ar1 ar2 ar3 ar4 ma1
## -0.5766 -0.2754 -0.3197 -0.2303 -0.8465
## s.e. 0.0579 0.0664 0.0645 0.0550 0.0349
##
## sigma^2 estimated as 1096: log likelihood = -1821.59, aic = 3655.18
paste ("accuracy of autoarima Model For ==> ",y_lab, sep=" ")
## [1] "accuracy of autoarima Model For ==> Daily Covid 19 Infection cases in Ural federal"
accuracy(x1_model1) # aacuracy of best model from auto arima
## ME RMSE MAE MPE MAPE MASE ACF1
## Training set -0.255127 33.02313 21.49831 -Inf Inf 0.9011268 0.01766977
x1_model1$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(4,2,1)
## Q* = 7.6609, df = 5, p-value = 0.1759
##
## Model df: 5. 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 ==> Daily Covid 19 Infection cases in Ural 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 = 369.1, df = 20, p-value < 2.2e-16
library(tseries)
jarque.bera.test(x1_model1$residuals) # Do test jarque.bera.test
##
## Jarque Bera Test
##
## data: x1_model1$residuals
## X-squared = 344.2, 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 4 days by using bats Model for ==> Daily Covid 19 Infection cases in Ural 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 4 days in bats Model for ==> Daily Covid 19 Infection cases in Ural federal"
paste(MAPE_Mean_All.ARIMA,"%")
## [1] "1.668 % MAPE 4 days Daily Covid 19 Infection cases in Ural 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 4 days in bats Model for ==> Daily Covid 19 Infection cases in Ural 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 | 2021-03-19 | Friday | 519.00 | 528.45 | 1.82 % |
## +---+-----------------+-------------------------+-------------+------------------------+-----------------------+
## | 2 | 2021-03-20 | Saturday | 532.00 | 519.00 | 2.444 % |
## +---+-----------------+-------------------------+-------------+------------------------+-----------------------+
## | 3 | 2021-03-21 | Sunday | 524.00 | 511.80 | 2.327 % |
## +---+-----------------+-------------------------+-------------+------------------------+-----------------------+
## | 4 | 2021-03-22 | Monday | 509.00 | 509.40 | 0.079 % |
## +---+-----------------+-------------------------+-------------+------------------------+-----------------------+
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 | 503.80 | 435.25 | 398.96 | 572.35 | 608.63 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 2 | 2021-03-24 | Wednesday | 498.21 | 420.48 | 379.33 | 575.94 | 617.09 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 3 | 2021-03-25 | Thursday | 491.44 | 404.99 | 359.23 | 577.89 | 623.65 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 4 | 2021-03-26 | Friday | 485.27 | 389.44 | 338.72 | 581.09 | 631.82 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 5 | 2021-03-27 | Saturday | 479.81 | 375.19 | 319.80 | 584.43 | 639.82 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 6 | 2021-03-28 | Sunday | 474.15 | 360.29 | 300.02 | 588.01 | 648.28 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 7 | 2021-03-29 | Monday | 468.49 | 344.86 | 279.41 | 592.12 | 657.57 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
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] "1.668 % MAPE 4 days Daily Covid 19 Infection cases in Ural 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 ==> Daily Covid 19 Infection cases in Ural federal"
best_recommended_model
## [1] 1.668
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 ==> Daily Covid 19 Infection cases in Ural 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$lower,N_forecasting_days))), type = "rest")
##
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | | FD | forecating_date | forecasting_by_bats | lower.80. | lower.95. | Upper.80. | Upper.95. |
## +===+============+=================+=====================+===========+===========+===========+===========+
## | 1 | 2021-03-23 | Tuesday | 492.25 | 425.36 | 389.95 | 425.36 | 389.95 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 2 | 2021-03-24 | Wednesday | 486.62 | 412.67 | 373.53 | 412.67 | 373.53 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 3 | 2021-03-25 | Thursday | 480.05 | 400.08 | 357.75 | 400.08 | 357.75 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 4 | 2021-03-26 | Friday | 472.34 | 385.00 | 338.76 | 385.00 | 338.76 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 5 | 2021-03-27 | Saturday | 465.98 | 371.19 | 321.01 | 371.19 | 321.01 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 6 | 2021-03-28 | Sunday | 459.10 | 356.93 | 302.85 | 356.93 | 302.85 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 7 | 2021-03-29 | Monday | 451.99 | 341.84 | 283.52 | 341.84 | 283.52 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
paste("Forecasting by using TBATS Model ==> ", y_lab , sep=" ")
## [1] "Forecasting by using TBATS Model ==> Daily Covid 19 Infection cases in Ural federal"
print(ascii(data.frame(FD,forecating_date=forecasting_data_by_name,forecasting_by_TBATS=tail(forecasting_tbats$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 | 498.11 | 437.16 | 404.89 | 559.05 | 591.32 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 2 | 2021-03-24 | Wednesday | 494.48 | 429.95 | 395.79 | 559.00 | 593.16 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 3 | 2021-03-25 | Thursday | 492.35 | 424.43 | 388.48 | 560.27 | 596.22 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 4 | 2021-03-26 | Friday | 486.53 | 415.26 | 377.53 | 557.81 | 595.54 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 5 | 2021-03-27 | Saturday | 475.35 | 400.90 | 361.49 | 549.80 | 589.21 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 6 | 2021-03-28 | Sunday | 466.13 | 388.64 | 347.62 | 543.62 | 584.64 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
## | 7 | 2021-03-29 | Monday | 460.78 | 380.33 | 337.74 | 541.23 | 583.82 |
## +---+------------+-----------------+----------------------+-----------+-----------+-----------+-----------+
paste("Forecasting by using Holt's Linear Trend Model ==> ", y_lab , sep=" ")
## [1] "Forecasting by using Holt's Linear Trend Model ==> Daily Covid 19 Infection cases in Ural 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$upper,N_forecasting_days))), type = "rest")
##
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | | FD | forecating_date | forecasting_by_holt | Lower.80. | Lower.95. | Upper.80. | Upper.95. |
## +===+============+=================+=====================+===========+===========+===========+===========+
## | 1 | 2021-03-23 | Tuesday | 495.72 | 404.78 | 352.47 | 579.21 | 621.12 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 2 | 2021-03-24 | Wednesday | 488.20 | 384.84 | 324.39 | 581.89 | 628.63 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 3 | 2021-03-25 | Thursday | 480.62 | 364.03 | 294.49 | 584.85 | 636.51 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 4 | 2021-03-26 | Friday | 472.99 | 342.27 | 262.41 | 588.09 | 644.75 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 5 | 2021-03-27 | Saturday | 465.30 | 319.45 | 227.64 | 591.59 | 653.35 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 6 | 2021-03-28 | Sunday | 457.55 | 295.43 | 189.37 | 595.35 | 662.29 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
## | 7 | 2021-03-29 | Monday | 449.73 | 270.05 | 146.11 | 599.37 | 671.56 |
## +---+------------+-----------------+---------------------+-----------+-----------+-----------+-----------+
paste("Forecasting by using ARIMA Model ==> ", y_lab , sep=" ")
## [1] "Forecasting by using ARIMA Model ==> Daily Covid 19 Infection cases in Ural federal"
print(ascii(data.frame(FD,forecating_date=forecasting_data_by_name,forecasting_by_auto.arima=tail(forecasting_auto_arima$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 | 503.80 | 435.25 | 398.96 | 572.35 | 608.63 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 2 | 2021-03-24 | Wednesday | 498.21 | 420.48 | 379.33 | 575.94 | 617.09 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 3 | 2021-03-25 | Thursday | 491.44 | 404.99 | 359.23 | 577.89 | 623.65 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 4 | 2021-03-26 | Friday | 485.27 | 389.44 | 338.72 | 581.09 | 631.82 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 5 | 2021-03-27 | Saturday | 479.81 | 375.19 | 319.80 | 584.43 | 639.82 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 6 | 2021-03-28 | Sunday | 474.15 | 360.29 | 300.02 | 588.01 | 648.28 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
## | 7 | 2021-03-29 | Monday | 468.49 | 344.86 | 279.41 | 592.12 | 657.57 |
## +---+------------+-----------------+---------------------------+-----------+-----------+-----------+-----------+
paste("Forecasting by using NNAR Model ==> ", y_lab , sep=" ")
## [1] "Forecasting by using NNAR Model ==> Daily Covid 19 Infection cases in Ural 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 | 519.17 |
## +---+------------+-----------------+---------------------+
## | 2 | 2021-03-24 | Wednesday | 514.71 |
## +---+------------+-----------------+---------------------+
## | 3 | 2021-03-25 | Thursday | 509.24 |
## +---+------------+-----------------+---------------------+
## | 4 | 2021-03-26 | Friday | 504.24 |
## +---+------------+-----------------+---------------------+
## | 5 | 2021-03-27 | Saturday | 499.23 |
## +---+------------+-----------------+---------------------+
## | 6 | 2021-03-28 | Sunday | 493.98 |
## +---+------------+-----------------+---------------------+
## | 7 | 2021-03-29 | Monday | 489.02 |
## +---+------------+-----------------+---------------------+
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 | Ural federal district | 1.819 | 2.49 | 1.71 | 1.888 | 1.668 | ARIMA 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 ==>Daily Covid 19 Infection cases in Ural 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 ==> Daily Covid 19 Infection cases in Ural federal