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rm(list = ls())
ptf <- "~/Documents/isye_6501/homework/week_3/week 3 Homework-Summer21-1/week 3 data-summer/temps.txt"
df <- read.delim(ptf)
# make full time series of all days and plot it
all_d_ts <- ts(as.vector(unlist(df[,2:21])), frequency=nrow(df), start=1996)
# create es using Holt Winters and plot it
hw <- HoltWinters(all_d_ts, seasonal="multiplicative")
plot(hw)

# get seasonality factors from fitted hw model
seas <- matrix(hw$fitted[,4], nrow=nrow(df))
colnames(seas) <- colnames(df[,3:21])
# plot the seasonal factors
seas_by_year <- vector()
for (i in 1:ncol(seas)) {
seas_by_year[i] = mean(seas[,i])
}
plot(1997:2015, seas_by_year)

# def cusum func
cusum <- function(d, mu, t, c) {
res <- list()
s_t <- 0
row_iter <- 1
while (row_iter <= nrow(d)) {
x <- d[row_iter,]
s_t <- max(0, s_t + (mu - x - c))
if (s_t >= t) {
res <- row_iter
break
}
row_iter <- row_iter + 1
if (row_iter >= nrow(d)) {
res <- NA
break
}
}
return (res)
}
# execute cusum on seasonality factors by year
t <- sd(seas[,1]) * 2
c <- 0
change_idxs <- vector()
for (i in 1:ncol(seas)) {
change_idxs[i] <- cusum(as.matrix(seas[,i]), 1, t, c)
}
change_df <- data.frame(year=1997:2015, change_day=df[change_idxs,1])
as.matrix(change_df)
year change_day
[1,] "1997" "20-Sep"
[2,] "1998" "21-Sep"
[3,] "1999" "22-Sep"
[4,] "2000" "21-Sep"
[5,] "2001" "21-Sep"
[6,] "2002" "21-Sep"
[7,] "2003" "22-Sep"
[8,] "2004" "22-Sep"
[9,] "2005" "22-Sep"
[10,] "2006" "22-Sep"
[11,] "2007" "23-Sep"
[12,] "2008" "24-Sep"
[13,] "2009" "24-Sep"
[14,] "2010" "25-Sep"
[15,] "2011" "25-Sep"
[16,] "2012" "26-Sep"
[17,] "2013" "25-Sep"
[18,] "2014" "24-Sep"
[19,] "2015" "24-Sep"
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