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)
##Global vriable##
Full_original_data <- read.csv("data.csv") # path of your data ( time series data)
original_data<-Full_original_data$cases
y_lab <- "Forecast First wave infection cases in Russia" # input name of data
Actual_date_interval <- c("2020/03/01","2020/04/30")
Forecast_date_interval <- c("2020/05/01","2020/05/30")
validation_data_days <-3
frequency<-"days"
Number_Neural<-20 # Number of Neural For model NNAR Model
NNAR_Model<- TRUE #create new model (TRUE/FALSE)
frequency<-"days"
number_bootstrapped<-100
# Data Preparation & calculate some of statistics measures
summary(original_data) # Summary your time series
## Min. 1st Qu. Median Mean 3rd Qu. Max.
## 0.0 0.0 0.0 894.9 371.5 7099.0
# calculate standard deviation
data.frame(kurtosis=kurtosis(original_data)) # calculate Cofficient of kurtosis
## kurtosis
## 1 5.777923
data.frame(skewness=skewness(original_data)) # calculate Cofficient of skewness
## skewness
## 1 2.058073
data.frame(Standard.deviation =sd(original_data))
## Standard.deviation
## 1 1876.437
#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
## Bootstrapping and bagging NNAR model
model_NNAR <- baggedModel(original_data,bootstrapped_series= bld.mbb.bootstrap(original_data,number_bootstrapped), fn = nnetar,size = Number_Neural)
forecasting_NNAR <- forecast(model_NNAR,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 3 days by using NNAR Model for ==> Forecast First wave infection cases in Russia"
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 3 days in NNAR Model for ==> Forecast First wave infection cases in Russia"
paste(MAPE_Mean_All,"%")
## [1] "13.405 % MAPE 3 days Forecast First wave infection cases in Russia %"
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 3 days in NNAR Model for ==> Forecast First wave infection cases in Russia"
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 | 2020-04-28 | Tuesday | 6411.00 | 6819.06 | 6.365 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 2 | 2020-04-29 | Wednesday | 5841.00 | 7244.83 | 24.034 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
## | 3 | 2020-04-30 | Thursday | 7099.00 | 7795.82 | 9.816 % |
## +---+------------+-------------------------+-------------+------------------+-----------------+
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 | 2020-05-01 | Friday | 8824.73 |
## +----+------------+-----------------+---------------------+
## | 2 | 2020-05-02 | Saturday | 9437.16 |
## +----+------------+-----------------+---------------------+
## | 3 | 2020-05-03 | Sunday | 10259.02 |
## +----+------------+-----------------+---------------------+
## | 4 | 2020-05-04 | Monday | 10312.53 |
## +----+------------+-----------------+---------------------+
## | 5 | 2020-05-05 | Tuesday | 10749.78 |
## +----+------------+-----------------+---------------------+
## | 6 | 2020-05-06 | Wednesday | 10589.55 |
## +----+------------+-----------------+---------------------+
## | 7 | 2020-05-07 | Thursday | 10845.57 |
## +----+------------+-----------------+---------------------+
## | 8 | 2020-05-08 | Friday | 10681.41 |
## +----+------------+-----------------+---------------------+
## | 9 | 2020-05-09 | Saturday | 10954.61 |
## +----+------------+-----------------+---------------------+
## | 10 | 2020-05-10 | Sunday | 10726.74 |
## +----+------------+-----------------+---------------------+
## | 11 | 2020-05-11 | Monday | 10885.70 |
## +----+------------+-----------------+---------------------+
## | 12 | 2020-05-12 | Tuesday | 10691.76 |
## +----+------------+-----------------+---------------------+
## | 13 | 2020-05-13 | Wednesday | 10991.29 |
## +----+------------+-----------------+---------------------+
## | 14 | 2020-05-14 | Thursday | 10704.10 |
## +----+------------+-----------------+---------------------+
## | 15 | 2020-05-15 | Friday | 10982.71 |
## +----+------------+-----------------+---------------------+
## | 16 | 2020-05-16 | Saturday | 10742.38 |
## +----+------------+-----------------+---------------------+
## | 17 | 2020-05-17 | Sunday | 11052.68 |
## +----+------------+-----------------+---------------------+
## | 18 | 2020-05-18 | Monday | 10705.73 |
## +----+------------+-----------------+---------------------+
## | 19 | 2020-05-19 | Tuesday | 11056.24 |
## +----+------------+-----------------+---------------------+
## | 20 | 2020-05-20 | Wednesday | 10747.85 |
## +----+------------+-----------------+---------------------+
## | 21 | 2020-05-21 | Thursday | 11096.80 |
## +----+------------+-----------------+---------------------+
## | 22 | 2020-05-22 | Friday | 10825.17 |
## +----+------------+-----------------+---------------------+
## | 23 | 2020-05-23 | Saturday | 11063.99 |
## +----+------------+-----------------+---------------------+
## | 24 | 2020-05-24 | Sunday | 10751.53 |
## +----+------------+-----------------+---------------------+
## | 25 | 2020-05-25 | Monday | 11068.67 |
## +----+------------+-----------------+---------------------+
## | 26 | 2020-05-26 | Tuesday | 10736.73 |
## +----+------------+-----------------+---------------------+
## | 27 | 2020-05-27 | Wednesday | 11030.32 |
## +----+------------+-----------------+---------------------+
## | 28 | 2020-05-28 | Thursday | 10738.12 |
## +----+------------+-----------------+---------------------+
## | 29 | 2020-05-29 | Friday | 11056.69 |
## +----+------------+-----------------+---------------------+
## | 30 | 2020-05-30 | Saturday | 10738.56 |
## +----+------------+-----------------+---------------------+
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+scale_y_continuous(labels = scales::comma)+
forecast::autolayer(forecasting_NNAR$mean, series="NNAR Model",size = 0.7) +
guides(colour=guide_legend(title="Forecasts"),fill = "black")+
theme(legend.position="bottom")+
theme(legend.background = element_rect(fill="white",
size=0.7, linetype="solid",
colour ="gray"))
