Custom Linear Model
linear_function = function(store){
#Define subset df for each unique store id
df = combined.data[air_store_id == store]
#Create Sequence Variable
df$seq=seq(1,length(df$visit_date))
#Create 1 day lag variable and 1 week lag variable
df$visitors_t1=c(df$visitors[1],
df$visitors[1:(length(df$visit_date)-1)])
df[,visitors_t7:=ifelse(visit_date - shift(visit_date,7)==7,shift(visitors,7),0)]
#Make Date Dummy Variables
df1 <- df[,-c("Month")]
df1 <- dummy_cols(df1)
#OLS Model
mylm=lm(visitors~seq+holiday_flg+visitors_t7+visitors_t1,
data=df1[1:(.8*length(df1$visit_date)),],
na.action=na.omit)
#Get Summaries
temp=summary(mylm)
temp
#Predict
pred.train.test.len <- length(df1$visit_date)
pred.train.cut <- .8*pred.train.test.len
mypred2=predict(mylm, df1[1:pred.train.cut,], interval='prediction')
#Predict Test Set
mypred=predict(mylm, df1[(pred.train.cut+1):(pred.train.test.len+1),], level=.95, interval = "prediction")
#Combine into 1 Df
mypred=as.data.frame(mypred)
mypred$actual=df1$visitors[(pred.train.cut+1):(pred.train.test.len+1)]
mypred2=as.data.frame(mypred2)
mypred2$actual=df1$visitors[1:pred.train.cut]
totalpred=rbind(mypred2,mypred)
#Accuracy
a1=accuracy(mypred2$fit, mypred2$actual)
#a1a=AIC(lm(mypred2$actual~mypred2$fit))
MASE1=a1[3]/accuracy(naive(df1$visitors[1:pred.train.cut]))[3]
a1=c(a1,MASE1)
a2=accuracy(mypred$fit, mypred$actual)
#a2a=AIC(lm(mypred$actual~mypred$fit))
MASE2=a2[3]/accuracy(naive(df1$visitors[(pred.train.cut+1):(pred.train.test.len+1)]))[3]
a2=c(a2, MASE2)
a3=as.data.frame(rbind(a1,a2))
row.names(a3)=c("Training", "Test")
colnames(a3)=c('ME', 'RMSE', 'MAE','MPE', 'MAPE', 'MASE')
a3 <- a3[-c(1),]
#lm(data = df, y~x1+x2)
#predict.....
#add prediction to df
return(a3)
}
linear_prediction = linear_function("air_d0e8a085d8dc83aa")
linear_prediction
## ME RMSE MAE MPE MAPE MASE
## Test -0.6115715 3.87027 3.028292 -73.1795 92.38208 0.7243242
linear_predictions = rbindlist(lapply(sort(unique(combined.data$air_store_id)), linear_function))
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
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## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
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## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
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## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
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## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
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## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
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## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
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## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
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## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
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## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
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## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
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## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
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## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
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## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
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## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
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## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
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## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[1:pred.train.cut, ], interval = "prediction"):
## prediction from a rank-deficient fit may be misleading
## Warning in predict.lm(mylm, df1[(pred.train.cut + 1):(pred.train.test.len + :
## prediction from a rank-deficient fit may be misleading
cat("OLS Models' Mean RMSE: ", mean(linear_predictions$RMSE))
## OLS Models' Mean RMSE: 11.02752
cat("\nOLS Models' Mean MASE: ", mean(linear_predictions$MASE))
##
## OLS Models' Mean MASE: 0.8100413
