Spaces:
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Create app.R
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app.R
ADDED
@@ -0,0 +1,1029 @@
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1 |
+
# ---------------------------- 数据预处理 ----------------------------
|
2 |
+
# rm(list=ls()) # 在 Spaces 中不推荐清空环境变量,每个运行都是独立的
|
3 |
+
# setwd("/users/songyingxiao/desktop/rworkspace") # 在 Spaces 中不推荐设置工作目录,使用相对路径
|
4 |
+
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5 |
+
# 加载分析所需库
|
6 |
+
library(zoo) # 时间序列插值
|
7 |
+
library(forecast) # 时间序列预测
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8 |
+
library(tseries) # 平稳性检验
|
9 |
+
library(ggplot2) # 可视化
|
10 |
+
library(uroot) # 季节性单位根检验
|
11 |
+
library(readxl) # 读取Excel数据
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12 |
+
library(dplyr) # 数据处理
|
13 |
+
library(lubridate) # 日期处理
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14 |
+
library(prophet) # Prophet模型
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15 |
+
library(ggpubr) # 增强的可视化功能
|
16 |
+
library(patchwork) # 图形组合
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17 |
+
library(scales) # 图形比例尺
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18 |
+
library(parallel) # 并行计算
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19 |
+
library(doParallel) # 并行计算
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20 |
+
library(tidyr) # 用于 pivot_longer
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21 |
+
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22 |
+
# 为了解决中文乱码问题,可能需要设置字体
|
23 |
+
# 如果 Dockerfile 中安装了中文字体,这里可以尝试设置
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24 |
+
# if (capabilities("cairo")) {
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25 |
+
# # For cairo-based devices (e.g., png, svg)
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26 |
+
# # For specific font files, you might need to use extrafont package.
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27 |
+
# # For simplicity, if fonts-wqy-zenhei is installed, ggplot2 might pick it up.
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28 |
+
# # Alternatively, use sysfonts and showtext for font handling in R.
|
29 |
+
# # library(sysfonts)
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30 |
+
# # library(showtext)
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31 |
+
# # font_add("SimHei", regular = "/usr/share/fonts/wqy-zenhei/wqy-zenhei.ttc")
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+
# # showtext_auto()
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33 |
+
# }
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34 |
+
|
35 |
+
|
36 |
+
# ---------------------------- 1. 数据清洗 ----------------------------
|
37 |
+
# 1.1 读取数据
|
38 |
+
df <- read_excel('gmqrkl.xlsx')
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39 |
+
|
40 |
+
# 1.2 处理零值:将Value列中的0转换为缺失值
|
41 |
+
df$Value[df$Value == 0] <- NA
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42 |
+
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43 |
+
# 缺失值插值(线性插值)
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44 |
+
df$Value <- na.approx(df$Value, rule = 2, method = "linear")
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45 |
+
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46 |
+
# 1.3 异常值检测与处理(Z-score法)
|
47 |
+
z_scores <- abs((df$Value - mean(df$Value, na.rm = TRUE)) / sd(df$Value, na.rm = TRUE))
|
48 |
+
threshold <- 3
|
49 |
+
outliers <- df[z_scores > threshold, ]
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50 |
+
print("检测到的异常值:")
|
51 |
+
print(outliers)
|
52 |
+
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53 |
+
# ---------------------------- 2. 时间序列转换 ----------------------------
|
54 |
+
ts_data <- ts(df$Value, start = c(2023, 1), frequency = 365)
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55 |
+
|
56 |
+
# ---------------------------- 3. 平稳性检验与差分 ----------------------------
|
57 |
+
make_stationary <- function(data, max_diff = 3) {
|
58 |
+
diff_order <- 0 # 初始化差分阶数为 0
|
59 |
+
current_data <- data # 当前处理的时间序列数据
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60 |
+
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61 |
+
while(diff_order <= max_diff) { # 循环进行平稳性检验,直到达到最大差分阶数或数据平稳
|
62 |
+
# 检查数据长度是否足够进行 ADF 检验
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63 |
+
if (length(current_data) <= 1) {
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64 |
+
message("数据长度不足,无法进行ADF检验或进一步差分。")
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65 |
+
break
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66 |
+
}
|
67 |
+
adf_test <- adf.test(current_data, alternative = "stationary") # 进行ADF检验
|
68 |
+
|
69 |
+
# par(mfrow = c(2,1)) # 在非交互式环境中直接 plot 可能不会显示
|
70 |
+
# plot(current_data, main = paste("差分阶数 d =", diff_order), family = "SimHei") # 绘制时间序列图
|
71 |
+
# acf(current_data, main = paste("ACF | d =", diff_order), family = "SimHei") # 绘制自相关函数图
|
72 |
+
|
73 |
+
if(adf_test$p.value < 0.05) break # 如果ADF检验的 p 值小于 0.05,认为数据平稳,退出循环
|
74 |
+
|
75 |
+
current_data <- diff(current_data) # 对数据进行一次差分
|
76 |
+
diff_order <- diff_order + 1 # 差分阶数加 1
|
77 |
+
}
|
78 |
+
|
79 |
+
# par(mfrow = c(1,1)) # 恢复默认图形布局
|
80 |
+
return(list(stationary_data = current_data, d = diff_order)) # 返回平稳化后的数据和差分阶数
|
81 |
+
}
|
82 |
+
|
83 |
+
# 调用函数
|
84 |
+
stationary_result <- make_stationary(ts_data) # 传入时间序列数据 ts_data
|
85 |
+
ts_stationary <- stationary_result$stationary_data # 获取平稳化后的数据
|
86 |
+
d_order <- stationary_result$d # 获取差分阶数
|
87 |
+
|
88 |
+
|
89 |
+
# ---------------------------- 4. 白噪声检验 ----------------------------
|
90 |
+
# 确保 ts_stationary 有足够的长度
|
91 |
+
if (length(ts_stationary) < 2) {
|
92 |
+
stop("平稳化后的序列过短,无法进行白噪声检验。")
|
93 |
+
}
|
94 |
+
|
95 |
+
lb_lag <- min(2*d_order, length(ts_stationary)%/%5)
|
96 |
+
if (lb_lag == 0) { # 避免 lag=0 的情况
|
97 |
+
lb_lag <- 1 # 至少设置为1
|
98 |
+
}
|
99 |
+
|
100 |
+
lb_test <- Box.test(ts_stationary,
|
101 |
+
lag = lb_lag,
|
102 |
+
type = "Ljung-Box")
|
103 |
+
|
104 |
+
if(lb_test$p.value > 0.05) {
|
105 |
+
stop("序列为白噪声,无需进一步分析")
|
106 |
+
} else {
|
107 |
+
message("通过白噪声检验,p-value = ", round(lb_test$p.value,4))
|
108 |
+
}
|
109 |
+
#差分为0
|
110 |
+
if (d_order == 0) {
|
111 |
+
lb_test <- Box.test(ts_stationary, lag = min(10, length(ts_stationary) %/% 5), type = "Ljung-Box")
|
112 |
+
} else {
|
113 |
+
lb_test <- Box.test(ts_stationary, lag = min(2 * d_order, length(ts_stationary) %/% 5), type = "Ljung-Box")
|
114 |
+
}
|
115 |
+
|
116 |
+
if (lb_test$p.value > 0.05) {
|
117 |
+
stop("序列为白噪声,无需进一步分析")
|
118 |
+
} else {
|
119 |
+
message("通过白噪声检验,p-value = ", round(lb_test$p.value, 4))
|
120 |
+
}
|
121 |
+
|
122 |
+
|
123 |
+
# ---------------------------- 5. 季节性检验与处理 ----------------------------
|
124 |
+
# 方法1:季节单位根检验(确定是否需要季节差分���
|
125 |
+
# 确保 ts_stationary 有足够的长度和周期
|
126 |
+
if (length(ts_stationary) < 365 * 2) { # 至少需要两个周期的数据
|
127 |
+
message("数据长度不足,可能无法进行可靠的季节性检验(年周期)。")
|
128 |
+
ts_obj <- ts(ts_stationary, frequency = 7) # 尝试使用周频率
|
129 |
+
seasonal_diff_order <- nsdiffs(ts_obj, test = "ch")
|
130 |
+
} else {
|
131 |
+
ts_obj <- ts(ts_stationary, frequency = 365)
|
132 |
+
seasonal_diff_order <- nsdiffs(ts_obj, test = "ch")
|
133 |
+
}
|
134 |
+
|
135 |
+
|
136 |
+
if(seasonal_diff_order > 0) {
|
137 |
+
ts_seasonal <- diff(ts_obj, lag = frequency(ts_obj), differences = seasonal_diff_order)
|
138 |
+
message("执行", seasonal_diff_order, "阶季节差分")
|
139 |
+
} else {
|
140 |
+
ts_seasonal <- ts_obj
|
141 |
+
message("无需季节差分")
|
142 |
+
}
|
143 |
+
|
144 |
+
# 方法2:STL分解处理多重季节性
|
145 |
+
# 确保数据长度足以进行多重季节性分解
|
146 |
+
if (length(ts_stationary) < 365 * 2) {
|
147 |
+
message("数据长度不足,可能无法进行可靠的STL多季节性分解(年周期)。跳过此步骤。")
|
148 |
+
stl_plot <- NULL # 设置为NULL避免后续错误
|
149 |
+
} else {
|
150 |
+
msts_obj <- msts(ts_stationary, seasonal.periods = c(7, 30, 365))
|
151 |
+
stl_decomp <- mstl(msts_obj)
|
152 |
+
|
153 |
+
# 可视化分解结果
|
154 |
+
stl_plot <- autoplot(stl_decomp) +
|
155 |
+
ggtitle("STL多季节性分解(周+月+年)") +
|
156 |
+
theme_bw() +
|
157 |
+
theme(text = element_text(family = "SimHei"))
|
158 |
+
# print(stl_plot) # 在 Spaces 中,最后统一打印或保存
|
159 |
+
}
|
160 |
+
|
161 |
+
# 提取季节调整后序列
|
162 |
+
if (!is.null(stl_plot)) {
|
163 |
+
ts_season_adj <- stl_decomp[, "Trend"] + stl_decomp[, "Remainder"]
|
164 |
+
} else {
|
165 |
+
ts_season_adj <- ts_stationary # 如果跳过STL,则使用原始平稳化数据
|
166 |
+
}
|
167 |
+
|
168 |
+
|
169 |
+
# 方法3:Hegyi检验(显式检验周/年季节性)
|
170 |
+
# 周季节性检验(周期7天)
|
171 |
+
if (length(ts_data) < 7 * 2) {
|
172 |
+
message("数据长度不足,无法进行周季节性Hegyi检验。")
|
173 |
+
hegy_weekly <- NULL
|
174 |
+
} else {
|
175 |
+
ts_weekly <- ts(ts_data, frequency = 7)
|
176 |
+
hegy_weekly <- hegy.test(ts_weekly, deterministic = c(1,0,0)) # 含常数项,无趋势项
|
177 |
+
summary(hegy_weekly) # 输出检验结果(p<0.05表示存在季节性)
|
178 |
+
}
|
179 |
+
|
180 |
+
# 月季节性检验(周期30天)
|
181 |
+
if (length(ts_data) < 30 * 2) {
|
182 |
+
message("数据长度不足,无法进行月季节性Hegyi检验。")
|
183 |
+
hegy_month <- NULL
|
184 |
+
} else {
|
185 |
+
ts_month <- ts(ts_data, frequency = 30)
|
186 |
+
hegy_month <- hegy.test(ts_month, deterministic = c(1, 0, 0))
|
187 |
+
summary(hegy_month)
|
188 |
+
}
|
189 |
+
|
190 |
+
# 年季节性检验(周期365天)
|
191 |
+
if (length(ts_data) < 365 * 2) {
|
192 |
+
message("数据长度不足,无法进行年季节性Hegyi检验。")
|
193 |
+
hegy_annual <- NULL
|
194 |
+
} else {
|
195 |
+
ts_annual <- ts(ts_data, frequency = 365)
|
196 |
+
hegy_annual <- hegy.test(ts_annual, deterministic = c(1, 0, 0))
|
197 |
+
summary(hegy_annual)
|
198 |
+
}
|
199 |
+
|
200 |
+
|
201 |
+
# ---------------------------- 6. 窗口大小优化 ----------------------------
|
202 |
+
ts_values <- as.numeric(df$Value)
|
203 |
+
|
204 |
+
# 评估函数
|
205 |
+
evaluate_window <- function(window_size) {
|
206 |
+
n <- length(ts_values)
|
207 |
+
if (window_size >= n) return(list(mae = Inf, rmse = Inf))
|
208 |
+
|
209 |
+
# 确保训练数据至少有足够的点进行 auto.arima 训练
|
210 |
+
# auto.arima 至少需要一些点才能运行,例如 10-20 点
|
211 |
+
if (window_size < 20) { # 设置一个合理的最小窗口大小
|
212 |
+
return(list(mae = Inf, rmse = Inf))
|
213 |
+
}
|
214 |
+
|
215 |
+
errors <- numeric(n - window_size)
|
216 |
+
for (i in 1:(n - window_size)) {
|
217 |
+
train <- ts_values[i:(i + window_size - 1)]
|
218 |
+
test <- ts_values[i + window_size]
|
219 |
+
|
220 |
+
# 确保训练数据有足够长度进行 ARIMA 建模
|
221 |
+
if (length(train) < 2) { # auto.arima 通常需要更多数据
|
222 |
+
errors[i] <- NA # 标记为NA或跳过
|
223 |
+
next
|
224 |
+
}
|
225 |
+
|
226 |
+
model <- tryCatch({
|
227 |
+
forecast::auto.arima(
|
228 |
+
train,
|
229 |
+
d = 0, # 这里固定了 d=0,因为前面已经处理了平稳性
|
230 |
+
max.p = 3, max.q = 3,
|
231 |
+
stepwise = TRUE
|
232 |
+
)
|
233 |
+
}, error = function(e) {
|
234 |
+
message("auto.arima error: ", e$message, " for window_size ", window_size, " at iteration ", i)
|
235 |
+
return(NULL) # 返回NULL表示模型训练失败
|
236 |
+
})
|
237 |
+
|
238 |
+
if (is.null(model)) {
|
239 |
+
errors[i] <- NA
|
240 |
+
next
|
241 |
+
}
|
242 |
+
|
243 |
+
fc <- forecast::forecast(model, h = 1)
|
244 |
+
errors[i] <- test - fc$mean[1]
|
245 |
+
}
|
246 |
+
|
247 |
+
# 移除NA值后计算
|
248 |
+
errors <- errors[!is.na(errors)]
|
249 |
+
if (length(errors) == 0) {
|
250 |
+
return(list(mae = Inf, rmse = Inf))
|
251 |
+
}
|
252 |
+
return(list(mae = mean(abs(errors)), rmse = sqrt(mean(errors^2))))
|
253 |
+
}
|
254 |
+
|
255 |
+
# 并行计算优化
|
256 |
+
num_cores <- detectCores(logical = FALSE)
|
257 |
+
if (num_cores > 1) {
|
258 |
+
cl <- makeCluster(num_cores)
|
259 |
+
registerDoParallel(cl)
|
260 |
+
} else {
|
261 |
+
message("检测到单核CPU,将不使用并行计算。")
|
262 |
+
registerDoSEQ() # 注册顺序执行,以防万一
|
263 |
+
}
|
264 |
+
|
265 |
+
|
266 |
+
window_sizes <- seq(70, 210, by = 7)
|
267 |
+
# 过滤掉过大的窗口大小,避免 window_size >= n 导致循环无法进行
|
268 |
+
window_sizes <- window_sizes[window_sizes < length(ts_values) - 1]
|
269 |
+
|
270 |
+
if (length(window_sizes) == 0) {
|
271 |
+
stop("可用的窗口大小范围为空,无法进行窗口优化。")
|
272 |
+
}
|
273 |
+
|
274 |
+
results <- foreach(ws = window_sizes, .combine = rbind) %dopar% {
|
275 |
+
res <- evaluate_window(ws)
|
276 |
+
c(window_size = ws, mae = res$mae, rmse = res$rmse)
|
277 |
+
}
|
278 |
+
|
279 |
+
if (exists("cl") && class(cl) == "cluster") { # 检查集群是否已创建再停止
|
280 |
+
stopCluster(cl)
|
281 |
+
}
|
282 |
+
|
283 |
+
# 可视化窗口大小与误差关系
|
284 |
+
results_df <- as.data.frame(results)
|
285 |
+
if (nrow(results_df) == 0) {
|
286 |
+
message("没有有效的窗口优化结果,跳过窗口优化图表。")
|
287 |
+
window_plot <- NULL
|
288 |
+
best_mae_window <- 100 # 设置一个默认值
|
289 |
+
best_rmse_window <- 100 # 设置一个默认值
|
290 |
+
} else {
|
291 |
+
window_plot <- ggplot(results_df, aes(x = window_size)) +
|
292 |
+
geom_line(aes(y = mae, color = "MAE"), size = 1) +
|
293 |
+
geom_line(aes(y = rmse, color = "RMSE"), size = 1) +
|
294 |
+
geom_point(aes(y = mae, color = "MAE"), size = 2) +
|
295 |
+
geom_point(aes(y = rmse, color = "RMSE"), size = 2) +
|
296 |
+
labs(title = "窗口大小对预测误差的影响",
|
297 |
+
x = "训练窗口天数", y = "误差值",
|
298 |
+
color = "指标") +
|
299 |
+
theme_minimal() +
|
300 |
+
theme(text = element_text(family = "SimHei", size = 12),
|
301 |
+
legend.position = "top")
|
302 |
+
|
303 |
+
# print(window_plot)
|
304 |
+
|
305 |
+
# 输出最优窗口
|
306 |
+
best_mae_window <- window_sizes[which.min(results_df$mae)]
|
307 |
+
best_rmse_window <- window_sizes[which.min(results_df$rmse)]
|
308 |
+
cat("最优窗口(MAE):", best_mae_window, "天\n")
|
309 |
+
cat("最优窗口(RMSE):", best_rmse_window, "天\n")
|
310 |
+
}
|
311 |
+
|
312 |
+
|
313 |
+
# ---------------------------- 7. 动态窗口划分 ----------------------------
|
314 |
+
dynamic_split <- function(data, current_date, window_size = best_mae_window) {
|
315 |
+
data %>%
|
316 |
+
mutate(Date = lubridate::ymd(Date)) %>%
|
317 |
+
filter(Date >= current_date - days(window_size - 1),
|
318 |
+
Date <= current_date) %>%
|
319 |
+
arrange(Date) %>%
|
320 |
+
list(
|
321 |
+
train = .,
|
322 |
+
test_1w = filter(data, Date > current_date, Date <= current_date + weeks(1)),
|
323 |
+
test_4w = filter(data, Date > current_date, Date <= current_date + weeks(4))
|
324 |
+
)
|
325 |
+
}
|
326 |
+
|
327 |
+
df$Date <- lubridate::ymd(df$Date) # 确保 df$Date 是日期类型
|
328 |
+
|
329 |
+
start_date <- min(df$Date) + days(best_mae_window)
|
330 |
+
end_date <- max(df$Date) - weeks(4)
|
331 |
+
|
332 |
+
# 确保 start_date 不在 end_date 之后
|
333 |
+
if (start_date > end_date) {
|
334 |
+
stop("数据不足以进行动态窗口划分,请检查数据长度和窗口大小。")
|
335 |
+
}
|
336 |
+
current_dates <- seq(start_date, end_date, by = "week")
|
337 |
+
|
338 |
+
if (length(current_dates) == 0) {
|
339 |
+
stop("无法生成 current_dates 序列,请检查日期范围和数据长度。")
|
340 |
+
}
|
341 |
+
|
342 |
+
############################################################################
|
343 |
+
# ---------------------------- 8. 模型定义 ----------------------------
|
344 |
+
# 8.1 SARIMA模型函数 - 修复:添加h参数控制预测长度
|
345 |
+
sarima_model <- function(train_data, h = 28) {
|
346 |
+
# 确保 train_data$Value 有足够的长度
|
347 |
+
if (length(train_data$Value) < 2) {
|
348 |
+
message("SARIMA 训练数据不足,返回NA预测。")
|
349 |
+
return(list(mean = rep(NA, h)))
|
350 |
+
}
|
351 |
+
ts_data <- ts(train_data$Value, frequency = 7) # 假设周季节性
|
352 |
+
model <- tryCatch({
|
353 |
+
auto.arima(ts_data, seasonal = TRUE)
|
354 |
+
}, error = function(e) {
|
355 |
+
message("SARIMA 模型训练失败: ", e$message)
|
356 |
+
return(NULL)
|
357 |
+
})
|
358 |
+
|
359 |
+
if (is.null(model)) {
|
360 |
+
return(list(mean = rep(NA, h)))
|
361 |
+
}
|
362 |
+
fc <- forecast(model, h = h)
|
363 |
+
# 确保返回的预测值长度正确
|
364 |
+
if (length(fc$mean) < h) {
|
365 |
+
fc$mean <- c(fc$mean, rep(NA, h - length(fc$mean)))
|
366 |
+
}
|
367 |
+
return(fc)
|
368 |
+
}
|
369 |
+
|
370 |
+
# 8.2 Prophet模型函数(修改后)
|
371 |
+
prophet_model <- function(train_data, test_dates) {
|
372 |
+
df_prophet <- train_data %>% rename(ds = Date, y = Value)
|
373 |
+
|
374 |
+
# 确保 Prophet 训练数据有足够的行数
|
375 |
+
if (nrow(df_prophet) < 2) {
|
376 |
+
message("Prophet 训练数据不足,返回NA预测。")
|
377 |
+
return(tibble(Date = test_dates, Value = rep(NA, length(test_dates))))
|
378 |
+
}
|
379 |
+
|
380 |
+
# 使用全量数据作为训练集,预测最后四周的测试集
|
381 |
+
model <- tryCatch({
|
382 |
+
prophet(df_prophet,
|
383 |
+
yearly.seasonality = TRUE,
|
384 |
+
weekly.seasonality = TRUE)
|
385 |
+
}, error = function(e) {
|
386 |
+
message("Prophet 模型训练失败: ", e$message)
|
387 |
+
return(NULL)
|
388 |
+
})
|
389 |
+
|
390 |
+
if (is.null(model)) {
|
391 |
+
return(tibble(Date = test_dates, Value = rep(NA, length(test_dates))))
|
392 |
+
}
|
393 |
+
|
394 |
+
future <- make_future_dataframe(model, periods = length(test_dates), freq = "day")
|
395 |
+
fc <- predict(model, future)
|
396 |
+
|
397 |
+
tibble(
|
398 |
+
Date = test_dates,
|
399 |
+
Value = tail(fc$yhat, length(test_dates)) # 确保长度一致
|
400 |
+
)
|
401 |
+
}
|
402 |
+
|
403 |
+
# 8.3 加权平均组合模型(修改后)
|
404 |
+
weighted_average_model <- function(train_data, test_dates) {
|
405 |
+
# 验证集:从全量数据中提取最后四周
|
406 |
+
# 确保 train_data 有足够的历史数据来创建验证集
|
407 |
+
validation_start_date <- max(train_data$Date) - weeks(4) + days(1) # 从倒数四周的开始日期
|
408 |
+
validation_data <- train_data %>%
|
409 |
+
arrange(Date) %>%
|
410 |
+
filter(Date >= validation_start_date)
|
411 |
+
|
412 |
+
if (nrow(validation_data) < 28) {
|
413 |
+
message("验证集不足四周(少于28天),无法计算权重。将使用默认权重或跳过。")
|
414 |
+
sarima_weight <- 0.5
|
415 |
+
prophet_weight <- 0.5
|
416 |
+
} else {
|
417 |
+
# 使用全量数据训练SARIMA和Prophet
|
418 |
+
sarima_fc_val <- sarima_model(train_data, h = nrow(validation_data))
|
419 |
+
sarima_values <- as.numeric(sarima_fc_val$mean)
|
420 |
+
|
421 |
+
prophet_fc_val <- prophet_model(train_data, validation_data$Date)
|
422 |
+
|
423 |
+
# 确保预测值长度与实际值一致
|
424 |
+
min_len <- min(length(validation_data$Value), length(sarima_values), length(prophet_fc_val$Value))
|
425 |
+
if (min_len < 1) {
|
426 |
+
sarima_weight <- 0.5
|
427 |
+
prophet_weight <- 0.5
|
428 |
+
message("验证集或预测值长度不足,使用默认权重。")
|
429 |
+
} else {
|
430 |
+
sarima_mae <- mean(abs(validation_data$Value[1:min_len] - sarima_values[1:min_len]), na.rm = TRUE)
|
431 |
+
prophet_mae <- mean(abs(validation_data$Value[1:min_len] - prophet_fc_val$Value[1:min_len]), na.rm = TRUE)
|
432 |
+
|
433 |
+
# 避免除以零或NaN
|
434 |
+
if (is.na(sarima_mae) || is.na(prophet_mae) || (sarima_mae == 0 && prophet_mae == 0)) {
|
435 |
+
sarima_weight <- 0.5
|
436 |
+
prophet_weight <- 0.5
|
437 |
+
} else {
|
438 |
+
total_mae <- sarima_mae + prophet_mae
|
439 |
+
sarima_weight <- 1 - (sarima_mae / total_mae)
|
440 |
+
prophet_weight <- 1 - (prophet_mae / total_mae)
|
441 |
+
|
442 |
+
total_weight <- sarima_weight + prophet_weight
|
443 |
+
sarima_weight <- sarima_weight / total_weight
|
444 |
+
prophet_weight <- prophet_weight / total_weight
|
445 |
+
}
|
446 |
+
}
|
447 |
+
}
|
448 |
+
cat("权重计算 - SARIMA:", round(sarima_weight, 2),
|
449 |
+
"Prophet:", round(prophet_weight, 2), "\n")
|
450 |
+
|
451 |
+
# 预测最后四周
|
452 |
+
full_sarima_fc <- sarima_model(train_data, h = length(test_dates))
|
453 |
+
full_sarima <- as.numeric(full_sarima_fc$mean)
|
454 |
+
full_prophet <- prophet_model(train_data, test_dates)$Value
|
455 |
+
|
456 |
+
# 确保预测值长度一致
|
457 |
+
min_len_pred <- min(length(full_sarima), length(full_prophet), length(test_dates))
|
458 |
+
if (min_len_pred < 1) {
|
459 |
+
message("最终预测长度不足,返回NA。")
|
460 |
+
result <- tibble(Date = test_dates, Value = rep(NA, length(test_dates)))
|
461 |
+
} else {
|
462 |
+
weighted_avg <- sarima_weight * full_sarima[1:min_len_pred] + prophet_weight * full_prophet[1:min_len_pred]
|
463 |
+
result <- tibble(Date = test_dates[1:min_len_pred], Value = weighted_avg)
|
464 |
+
}
|
465 |
+
|
466 |
+
attr(result, "sarima_weight") <- sarima_weight
|
467 |
+
attr(result, "prophet_weight") <- prophet_weight
|
468 |
+
return(result)
|
469 |
+
}
|
470 |
+
|
471 |
+
# ---------------------------- 9. 模型性能评估 ----------------------------
|
472 |
+
calculate_metrics <- function(actual, predicted) {
|
473 |
+
# 移除NA值,并确保长度一致
|
474 |
+
common_indices <- intersect(which(!is.na(actual)), which(!is.na(predicted)))
|
475 |
+
if (length(common_indices) == 0) {
|
476 |
+
return(data.frame(MAE = NA, RMSE = NA, MAPE = NA, sMAPE = NA))
|
477 |
+
}
|
478 |
+
actual <- actual[common_indices]
|
479 |
+
predicted <- predicted[common_indices]
|
480 |
+
|
481 |
+
mae <- mean(abs(actual - predicted))
|
482 |
+
rmse <- sqrt(mean((actual - predicted)^2))
|
483 |
+
# 避免除以零或NaN
|
484 |
+
mape <- ifelse(any(actual == 0), NA, mean(abs((actual - predicted) / actual)) * 100)
|
485 |
+
smape <- 200 * mean(abs(actual - predicted) / (abs(actual) + abs(predicted)))
|
486 |
+
|
487 |
+
data.frame(MAE = mae, RMSE = rmse, MAPE = mape, sMAPE = smape)
|
488 |
+
}
|
489 |
+
|
490 |
+
all_metrics <- list()
|
491 |
+
weight_history <- tibble() # 存储权重历史
|
492 |
+
|
493 |
+
# 限制循环次数以加快测试或处理大数据量
|
494 |
+
# 例如,只处理最后几个 `current_dates`
|
495 |
+
# current_dates_to_process <- tail(current_dates, 5) # 只处理最后5个周期
|
496 |
+
current_dates_to_process <- current_dates
|
497 |
+
|
498 |
+
for(i in seq_along(current_dates_to_process)) {
|
499 |
+
date <- current_dates_to_process[i]
|
500 |
+
message("Processing date: ", date)
|
501 |
+
|
502 |
+
# 动态窗口划分(用于 SARIMA 训练,Prophet 使用 full_train_data)
|
503 |
+
window_data <- dynamic_split(df, date, window_size = best_mae_window)
|
504 |
+
|
505 |
+
# 使用全量数据作为训练集
|
506 |
+
full_train_data <- df %>% filter(Date <= date)
|
507 |
+
|
508 |
+
# 保留最后四周作为测试集
|
509 |
+
test_start_date <- date + days(1)
|
510 |
+
test_end_date <- date + weeks(4)
|
511 |
+
test_dates <- seq(test_start_date, test_end_date, by = "day")
|
512 |
+
|
513 |
+
if (length(test_dates) == 0) {
|
514 |
+
message("测试日期序列为空,跳过此迭代。")
|
515 |
+
next
|
516 |
+
}
|
517 |
+
# 检查实际值数据是否存在且足够
|
518 |
+
actual_values_full_range <- df %>%
|
519 |
+
filter(Date >= test_start_date, Date <= test_end_date) %>%
|
520 |
+
pull(Value)
|
521 |
+
|
522 |
+
if (length(actual_values_full_range) == 0) {
|
523 |
+
message("当前日期 ", date, " 之后的实际值不足,跳过此迭代。")
|
524 |
+
next
|
525 |
+
}
|
526 |
+
|
527 |
+
# 各模型预测
|
528 |
+
sarima_fc_result <- sarima_model(window_data$train, h = length(test_dates))
|
529 |
+
sarima_pred <- as.numeric(sarima_fc_result$mean)
|
530 |
+
|
531 |
+
prophet_pred_df <- prophet_model(full_train_data, test_dates)
|
532 |
+
prophet_pred <- prophet_pred_df$Value
|
533 |
+
|
534 |
+
weighted_pred_df <- weighted_average_model(full_train_data, test_dates)
|
535 |
+
weighted_pred <- weighted_pred_df$Value
|
536 |
+
|
537 |
+
|
538 |
+
# 提取权重
|
539 |
+
sarima_weight <- attr(weighted_pred_df, "sarima_weight")
|
540 |
+
prophet_weight <- attr(weighted_pred_df, "prophet_weight")
|
541 |
+
|
542 |
+
# 存储权重信息
|
543 |
+
weight_history <- bind_rows(weight_history,
|
544 |
+
tibble(Date = date,
|
545 |
+
SARIMA_Weight = sarima_weight,
|
546 |
+
Prophet_Weight = prophet_weight))
|
547 |
+
|
548 |
+
# 计算评��指标
|
549 |
+
# 确保预测值和实际值长度一致
|
550 |
+
min_len_metrics <- min(length(actual_values_full_range), length(sarima_pred),
|
551 |
+
length(prophet_pred), length(weighted_pred))
|
552 |
+
if (min_len_metrics == 0) {
|
553 |
+
message("预测或实际值长度为0,无法计算指标。")
|
554 |
+
next
|
555 |
+
}
|
556 |
+
|
557 |
+
actual_values <- actual_values_full_range[1:min_len_metrics]
|
558 |
+
sarima_pred_cut <- sarima_pred[1:min_len_metrics]
|
559 |
+
prophet_pred_cut <- prophet_pred[1:min_len_metrics]
|
560 |
+
weighted_pred_cut <- weighted_pred[1:min_len_metrics]
|
561 |
+
|
562 |
+
|
563 |
+
sarima_metrics <- calculate_metrics(actual_values, sarima_pred_cut)
|
564 |
+
prophet_metrics <- calculate_metrics(actual_values, prophet_pred_cut)
|
565 |
+
weighted_metrics <- calculate_metrics(actual_values, weighted_pred_cut)
|
566 |
+
|
567 |
+
all_metrics[[i]] <- list(
|
568 |
+
date = date,
|
569 |
+
sarima = sarima_metrics,
|
570 |
+
prophet = prophet_metrics,
|
571 |
+
weighted = weighted_metrics
|
572 |
+
)
|
573 |
+
}
|
574 |
+
|
575 |
+
# 过滤掉空的列表元素
|
576 |
+
all_metrics <- all_metrics[!sapply(all_metrics, is.null)]
|
577 |
+
|
578 |
+
# ---------------------------- 10. 模型对比可视化 ----------------------------
|
579 |
+
# 10.1 提取评估结果
|
580 |
+
if (length(all_metrics) == 0) {
|
581 |
+
stop("没有计算出任何模型评估指标,无法生成图表。请检查数据和循环设置。")
|
582 |
+
}
|
583 |
+
metrics_df <- bind_rows(lapply(all_metrics, function(x) {
|
584 |
+
bind_rows(
|
585 |
+
x$sarima %>% mutate(Model = "SARIMA", Date = x$date),
|
586 |
+
x$prophet %>% mutate(Model = "Prophet", Date = x$date),
|
587 |
+
x$weighted %>% mutate(Model = "加权平均模型", Date = x$date)
|
588 |
+
)
|
589 |
+
}))
|
590 |
+
|
591 |
+
# 10.2 模型权重变化可视化
|
592 |
+
plot_model_weights <- function(weight_history) {
|
593 |
+
# 确保日期是日期格式
|
594 |
+
weight_history$Date <- as.Date(weight_history$Date)
|
595 |
+
|
596 |
+
# 绘制权重变化图
|
597 |
+
ggplot(weight_history, aes(x = Date)) +
|
598 |
+
geom_line(aes(y = SARIMA_Weight, color = "SARIMA Weight"), size = 1) +
|
599 |
+
geom_line(aes(y = Prophet_Weight, color = "Prophet Weight"), size = 1) +
|
600 |
+
labs(title = "模型权重变化",
|
601 |
+
x = "日期",
|
602 |
+
y = "权重",
|
603 |
+
color = "模型") +
|
604 |
+
theme_minimal() +
|
605 |
+
theme(text = element_text(family = "SimHei", size = 12)) +
|
606 |
+
scale_color_manual(values = c("SARIMA Weight" = "#E41A1C", "Prophet Weight" = "#377EB8"))
|
607 |
+
}
|
608 |
+
|
609 |
+
# 调用函数绘制图形
|
610 |
+
p_weights <- plot_model_weights(weight_history)
|
611 |
+
|
612 |
+
|
613 |
+
# 10.3 各模型误差指标对比(分面图)
|
614 |
+
metrics_long <- metrics_df %>%
|
615 |
+
pivot_longer(cols = c(MAE, RMSE, MAPE, sMAPE),
|
616 |
+
names_to = "Metric",
|
617 |
+
values_to = "Value")
|
618 |
+
|
619 |
+
error_plot <- ggplot(metrics_long, aes(x = Date, y = Value, color = Model)) +
|
620 |
+
geom_line(size = 0.8) +
|
621 |
+
facet_wrap(~Metric, scales = "free_y", ncol = 2) +
|
622 |
+
labs(title = "各模型预测误差指标对比",
|
623 |
+
y = "误差值", x = "预测起始日期") +
|
624 |
+
theme_bw() +
|
625 |
+
theme(text = element_text(family = "SimHei"),
|
626 |
+
legend.position = "bottom") +
|
627 |
+
scale_color_brewer(palette = "Set1")
|
628 |
+
|
629 |
+
# print(error_plot)
|
630 |
+
|
631 |
+
# 10.4 平均性能对比雷达图
|
632 |
+
avg_metrics <- metrics_df %>%
|
633 |
+
group_by(Model) %>%
|
634 |
+
summarise(
|
635 |
+
MAE = mean(MAE, na.rm = TRUE),
|
636 |
+
RMSE = mean(RMSE, na.rm = TRUE),
|
637 |
+
MAPE = mean(MAPE, na.rm = TRUE),
|
638 |
+
sMAPE = mean(sMAPE, na.rm = TRUE)
|
639 |
+
) %>%
|
640 |
+
pivot_longer(cols = -Model, names_to = "Metric", values_to = "Value")
|
641 |
+
|
642 |
+
radar_plot <- ggplot(avg_metrics, aes(x = Metric, y = Value, group = Model, color = Model)) +
|
643 |
+
geom_polygon(aes(fill = Model), alpha = 0.2, size = 1) +
|
644 |
+
coord_polar() +
|
645 |
+
labs(title = "各模型平均性能对比雷达图") +
|
646 |
+
theme_minimal() +
|
647 |
+
theme(text = element_text(family = "SimHei"),
|
648 |
+
axis.text.x = element_text(size = 10),
|
649 |
+
legend.position = "right")
|
650 |
+
|
651 |
+
# print(radar_plot)
|
652 |
+
|
653 |
+
# 10.5 最终预测对比图(最后一个窗口)
|
654 |
+
# 确保 current_dates_to_process 不为空
|
655 |
+
if (length(current_dates_to_process) == 0) {
|
656 |
+
warning("没有足够的 current_dates 来生成最终预测对比图。")
|
657 |
+
forecast_plot <- NULL
|
658 |
+
} else {
|
659 |
+
last_date <- tail(current_dates_to_process, 1) # 使用处理过的日期序列
|
660 |
+
window_data <- dynamic_split(df, last_date)
|
661 |
+
test_dates <- seq(last_date + days(1), last_date + weeks(4), by = "day")
|
662 |
+
|
663 |
+
sarima_fc <- sarima_model(window_data$train, h = length(test_dates))$mean
|
664 |
+
prophet_fc <- prophet_model(window_data$train, test_dates)
|
665 |
+
weighted_fc <- weighted_average_model(window_data$train, test_dates)
|
666 |
+
|
667 |
+
# 过滤掉NA值,确保长度一致
|
668 |
+
min_len_final_comp <- min(length(window_data$test_4w$Value),
|
669 |
+
length(sarima_fc),
|
670 |
+
length(prophet_fc$Value),
|
671 |
+
length(weighted_fc$Value))
|
672 |
+
|
673 |
+
if (min_len_final_comp == 0) {
|
674 |
+
warning("最终预测对比图数据长度不足,跳过生成。")
|
675 |
+
forecast_plot <- NULL
|
676 |
+
} else {
|
677 |
+
comparison_df <- bind_rows(
|
678 |
+
window_data$test_4w[1:min_len_final_comp,] %>% mutate(Type = "实际值"),
|
679 |
+
tibble(Date = test_dates[1:min_len_final_comp], Value = sarima_fc[1:min_len_final_comp], Type = "SARIMA预测"),
|
680 |
+
prophet_fc[1:min_len_final_comp,] %>% mutate(Type = "Prophet预测"),
|
681 |
+
weighted_fc[1:min_len_final_comp,] %>% mutate(Type = "加权平均预测")
|
682 |
+
)
|
683 |
+
|
684 |
+
forecast_plot <- ggplot(comparison_df, aes(x = Date, y = Value, color = Type)) +
|
685 |
+
geom_line(size = 1.2) +
|
686 |
+
geom_point(size = 2) +
|
687 |
+
labs(title = "三种模型未来4周预测对比",
|
688 |
+
subtitle = paste("预测起始日期:", last_date),
|
689 |
+
x = "日期", y = "值") +
|
690 |
+
theme_minimal() +
|
691 |
+
theme(text = element_text(family = "SimHei", size = 12),
|
692 |
+
legend.position = "top") +
|
693 |
+
scale_color_manual(values = c("实际值" = "black",
|
694 |
+
"SARIMA预测" = "red",
|
695 |
+
"Prophet预测" = "blue",
|
696 |
+
"加权平均预测" = "green"))
|
697 |
+
|
698 |
+
# print(forecast_plot)
|
699 |
+
}
|
700 |
+
}
|
701 |
+
|
702 |
+
|
703 |
+
# 10.6 误差分布箱线图
|
704 |
+
error_dist <- metrics_df %>%
|
705 |
+
select(Model, MAE, RMSE, MAPE, sMAPE) %>%
|
706 |
+
pivot_longer(cols = -Model, names_to = "Metric", values_to = "Value")
|
707 |
+
|
708 |
+
box_plot <- ggplot(error_dist, aes(x = Model, y = Value, fill = Model)) +
|
709 |
+
geom_boxplot(alpha = 0.7) +
|
710 |
+
facet_wrap(~Metric, scales = "free_y") +
|
711 |
+
labs(title = "各模型误差分布箱线图") +
|
712 |
+
theme_bw() +
|
713 |
+
theme(text = element_text(family = "SimHei"),
|
714 |
+
axis.text.x = element_text(angle = 45, hjust = 1)) +
|
715 |
+
scale_fill_brewer(palette = "Pastel1")
|
716 |
+
# print(box_plot)
|
717 |
+
|
718 |
+
|
719 |
+
# 10.7 组合所有可视化结果
|
720 |
+
# 检查每个图表对象是否为NULL,只有非NULL的才会被组合
|
721 |
+
plots_to_combine <- list()
|
722 |
+
if (!is.null(p_weights)) plots_to_combine$p_weights <- p_weights
|
723 |
+
if (!is.null(error_plot)) plots_to_combine$error_plot <- error_plot
|
724 |
+
if (!is.null(forecast_plot)) plots_to_combine$forecast_plot <- forecast_plot
|
725 |
+
if (!is.null(radar_plot)) plots_to_combine$radar_plot <- radar_plot
|
726 |
+
if (!is.null(box_plot)) plots_to_combine$box_plot <- box_plot
|
727 |
+
if (!is.null(stl_plot)) plots_to_combine$stl_plot <- stl_plot # 添加 STL 分解图
|
728 |
+
|
729 |
+
# 使用 patchwork 动态组合图表
|
730 |
+
if (length(plots_to_combine) > 0) {
|
731 |
+
# 根据可用图表的数量和类型,选择合适的布局
|
732 |
+
# 这是一个通用的组合,你可以根据实际生成的图表调整布局
|
733 |
+
combined_plots <- wrap_plots(plots_to_combine) +
|
734 |
+
plot_annotation(title = "时间序列预测模型综合比较",
|
735 |
+
theme = theme(plot.title = element_text(hjust = 0.5, size = 16, family = "SimHei")))
|
736 |
+
print(combined_plots)
|
737 |
+
# 保存综合图表
|
738 |
+
ggsave("forecast_comparison.png", combined_plots, width = 16, height = 20, dpi = 300)
|
739 |
+
} else {
|
740 |
+
message("没有足够的图表可以组合。")
|
741 |
+
}
|
742 |
+
|
743 |
+
|
744 |
+
# 输出平均性能
|
745 |
+
cat("\n各模型平均性能对比:\n")
|
746 |
+
avg_perf <- metrics_df %>%
|
747 |
+
group_by(Model) %>%
|
748 |
+
summarise(
|
749 |
+
MAE = mean(MAE, na.rm = TRUE),
|
750 |
+
RMSE = mean(RMSE, na.rm = TRUE),
|
751 |
+
MAPE = mean(MAPE, na.rm = TRUE),
|
752 |
+
sMAPE = mean(sMAPE, na.rm = TRUE)
|
753 |
+
)
|
754 |
+
print(avg_perf)
|
755 |
+
|
756 |
+
|
757 |
+
#---------------------------第11部分代码---------------------------#
|
758 |
+
# 11.1 获取最后一个预测窗口数据
|
759 |
+
# 确保 current_dates_to_process 不为空
|
760 |
+
if (length(current_dates_to_process) == 0) {
|
761 |
+
warning("没有足够的 current_dates 来进行最后的预测可视化。")
|
762 |
+
} else {
|
763 |
+
last_date <- tail(current_dates_to_process, 1)
|
764 |
+
window_data <- dynamic_split(df, last_date)
|
765 |
+
test_dates <- seq(last_date + days(1), last_date + weeks(4), by = "day")
|
766 |
+
actual_data <- window_data$test_4w
|
767 |
+
|
768 |
+
# 11.2 生成各模型预测
|
769 |
+
sarima_fc <- sarima_model(window_data$train, h = 28)$mean
|
770 |
+
prophet_fc <- prophet_model(window_data$train, test_dates)
|
771 |
+
weighted_fc <- weighted_average_model(window_data$train, test_dates)
|
772 |
+
|
773 |
+
# 11.3 创建结果数据框
|
774 |
+
# 确保所有预测结果长度一致
|
775 |
+
min_len_results <- min(length(actual_data$Value), length(sarima_fc), length(prophet_fc$Value), length(weighted_fc$Value))
|
776 |
+
|
777 |
+
if (min_len_results == 0) {
|
778 |
+
warning("最终结果数据框数据长度不足,无法创建。")
|
779 |
+
results_df <- NULL
|
780 |
+
} else {
|
781 |
+
results_df <- bind_rows(
|
782 |
+
actual_data[1:min_len_results,] %>% mutate(Model = "实际值"),
|
783 |
+
tibble(Date = as.Date(test_dates[1:min_len_results]), Value = sarima_fc[1:min_len_results], Model = "SARIMA预测"),
|
784 |
+
prophet_fc[1:min_len_results,] %>% mutate(Model = "Prophet预测"),
|
785 |
+
weighted_fc[1:min_len_results,] %>% mutate(Model = "加权平均预测")
|
786 |
+
)
|
787 |
+
|
788 |
+
# 确保所有数据框中的 Date 列都是 Date 类型
|
789 |
+
results_df$Date <- as.Date(results_df$Date)
|
790 |
+
prophet_fc$Date <- as.Date(prophet_fc$Date)
|
791 |
+
weighted_fc$Date <- as.Date(weighted_fc$Date)
|
792 |
+
|
793 |
+
# ————————————————————————————提取一周预测数据————————————————————————————#
|
794 |
+
first_week_df <- results_df %>%
|
795 |
+
filter(Date <= last_date + weeks(1))
|
796 |
+
# 再次确保 first_week_df 中的 Date 列是 Date 类型
|
797 |
+
first_week_df$Date <- as.Date(first_week_df$Date)
|
798 |
+
|
799 |
+
# 11.5 可视化:第一周预测对比
|
800 |
+
first_week_plot <- ggplot(first_week_df, aes(x = Date, y = Value, color = Model, linetype = Model)) +
|
801 |
+
geom_line(size = 1.2) +
|
802 |
+
geom_point(data = filter(first_week_df, Model == "实际值"), size = 2) +
|
803 |
+
labs(
|
804 |
+
title = "第一周预测结果对比",
|
805 |
+
subtitle = paste("预测起始日期:", format(last_date, "%Y-%m-%d")),
|
806 |
+
x = "日期", y = "值"
|
807 |
+
) +
|
808 |
+
theme_minimal() +
|
809 |
+
theme(
|
810 |
+
text = element_text(family = "SimHei", size = 12),
|
811 |
+
legend.position = "top",
|
812 |
+
axis.text.x = element_text(angle = 45, hjust = 1)
|
813 |
+
) +
|
814 |
+
scale_color_manual(
|
815 |
+
values = c(
|
816 |
+
"实际值" = "black",
|
817 |
+
"SARIMA预测" = "#E41A1C",
|
818 |
+
"Prophet预测" = "#377EB8",
|
819 |
+
"加权平均预测" = "#4DAF4A"
|
820 |
+
)
|
821 |
+
) +
|
822 |
+
scale_linetype_manual(
|
823 |
+
values = c(
|
824 |
+
"实际值" = "solid",
|
825 |
+
"SARIMA预测" = "dashed",
|
826 |
+
"Prophet预测" = "dotted",
|
827 |
+
"加权平均预测" = "longdash"
|
828 |
+
)
|
829 |
+
) +
|
830 |
+
scale_x_date(
|
831 |
+
date_labels = "%m-%d",
|
832 |
+
date_breaks = "1 day"
|
833 |
+
)
|
834 |
+
|
835 |
+
print(first_week_plot)
|
836 |
+
|
837 |
+
#---------------------------对比图---------------------------#
|
838 |
+
|
839 |
+
# 11.6 计算第一周的误差指标
|
840 |
+
# 计算每个模型的 MAE、MAPE 和 RMSE
|
841 |
+
# 提取实际值(第一周)
|
842 |
+
actual_values_1w <- first_week_df %>%
|
843 |
+
filter(Model == "实际值") %>%
|
844 |
+
pull(Value)
|
845 |
+
|
846 |
+
# 提取各模型预测值(第一周)
|
847 |
+
sarima_predictions_1w <- first_week_df %>%
|
848 |
+
filter(Model == "SARIMA预测") %>%
|
849 |
+
pull(Value)
|
850 |
+
prophet_predictions_1w <- first_week_df %>%
|
851 |
+
filter(Model == "Prophet预测") %>%
|
852 |
+
pull(Value)
|
853 |
+
weighted_predictions_1w <- first_week_df %>%
|
854 |
+
filter(Model == "加权平均预测") %>%
|
855 |
+
pull(Value)
|
856 |
+
|
857 |
+
# 检查数据长度是否一致
|
858 |
+
min_len_error_1w <- min(length(actual_values_1w), length(sarima_predictions_1w),
|
859 |
+
length(prophet_predictions_1w), length(weighted_predictions_1w))
|
860 |
+
|
861 |
+
if (min_len_error_1w == 0) {
|
862 |
+
warning("第一周误差计算数据长度不足。")
|
863 |
+
error_df_long_1w <- data.frame() # 创建空数据框以避免后续错误
|
864 |
+
} else {
|
865 |
+
# 截取到最小长度
|
866 |
+
actual_values_1w <- actual_values_1w[1:min_len_error_1w]
|
867 |
+
sarima_predictions_1w <- sarima_predictions_1w[1:min_len_error_1w]
|
868 |
+
prophet_predictions_1w <- prophet_predictions_1w[1:min_len_error_1w]
|
869 |
+
weighted_predictions_1w <- weighted_predictions_1w[1:min_len_error_1w]
|
870 |
+
|
871 |
+
# 计算误差指标
|
872 |
+
sarima_error_1w <- calculate_error_metrics(actual_values_1w, sarima_predictions_1w)
|
873 |
+
prophet_error_1w <- calculate_error_metrics(actual_values_1w, prophet_predictions_1w)
|
874 |
+
weighted_error_1w <- calculate_error_metrics(actual_values_1w, weighted_predictions_1w)
|
875 |
+
|
876 |
+
# 创建误差指标数据框
|
877 |
+
error_df_1w <- data.frame(
|
878 |
+
Model = c("SARIMA预测", "Prophet预测", "加权平均预测"),
|
879 |
+
MAE = c(sarima_error_1w$MAE, prophet_error_1w$MAE, weighted_error_1w$MAE),
|
880 |
+
MAPE = c(sarima_error_1w$MAPE, prophet_error_1w$MAPE, weighted_error_1w$MAPE),
|
881 |
+
RMSE = c(sarima_error_1w$RMSE, prophet_error_1w$RMSE, weighted_error_1w$RMSE)
|
882 |
+
)
|
883 |
+
|
884 |
+
# 将误差指标数据框转换为长格式
|
885 |
+
error_df_long_1w <- error_df_1w %>%
|
886 |
+
pivot_longer(cols = c(MAE, MAPE, RMSE),
|
887 |
+
names_to = "Metric",
|
888 |
+
values_to = "Value")
|
889 |
+
|
890 |
+
# 11.7 可视化:第一周误差结果对比
|
891 |
+
# 创建误差指标对比图
|
892 |
+
error_plot_1w <- ggplot(error_df_long_1w, aes(x = Model, y = Value, fill = Model)) +
|
893 |
+
geom_bar(stat = "identity", position = position_dodge()) +
|
894 |
+
geom_text(aes(label = ifelse(Metric == "MAPE", paste0(round(Value, 2), "%"), round(Value, 2))),
|
895 |
+
position = position_dodge(width = 0.9), vjust = -0.5) +
|
896 |
+
labs(
|
897 |
+
title = "第一周预测误差结果对比",
|
898 |
+
x = "模型", y = "误差值"
|
899 |
+
) +
|
900 |
+
facet_wrap(~Metric, scales = "free_y") +
|
901 |
+
theme_minimal() +
|
902 |
+
theme(
|
903 |
+
text = element_text(family = "SimHei", size = 12),
|
904 |
+
legend.position = "none",
|
905 |
+
strip.text = element_text(face = "bold")
|
906 |
+
)
|
907 |
+
|
908 |
+
print(error_plot_1w)
|
909 |
+
}
|
910 |
+
|
911 |
+
# # ————————————————————————————提取四周预测数据————————————————————————————#
|
912 |
+
# 时间序列对比图
|
913 |
+
# 确保 Date 列是 Date 类型
|
914 |
+
results_df$Date <- as.Date(results_df$Date)
|
915 |
+
# 确保 last_date 是 Date 类型
|
916 |
+
last_date <- as.Date(last_date)
|
917 |
+
|
918 |
+
four_week_plot <- ggplot(results_df, aes(x = Date, y = Value, color = Model, linetype = Model)) +
|
919 |
+
geom_line(size = 1.2) +
|
920 |
+
geom_point(data = filter(results_df, Model == "实际值"), size = 2) +
|
921 |
+
labs(
|
922 |
+
title = "最后四周预测结果对比",
|
923 |
+
subtitle = paste("预测起始日期:", format(last_date, "%Y-%m-%d")), # 格式化日期
|
924 |
+
x = "日期", y = "值"
|
925 |
+
) +
|
926 |
+
theme_minimal() +
|
927 |
+
theme(
|
928 |
+
text = element_text(family = "SimHei", size = 12),
|
929 |
+
legend.position = "top",
|
930 |
+
axis.text.x = element_text(angle = 45, hjust = 1)
|
931 |
+
) +
|
932 |
+
scale_color_manual(
|
933 |
+
values = c(
|
934 |
+
"实际值" = "black",
|
935 |
+
"SARIMA预测" = "#E41A1C",
|
936 |
+
"Prophet预测" = "#377EB8",
|
937 |
+
"加权平均预测" = "#4DAF4A"
|
938 |
+
)
|
939 |
+
) +
|
940 |
+
scale_linetype_manual(
|
941 |
+
values = c(
|
942 |
+
"实际值" = "solid",
|
943 |
+
"SARIMA预测" = "dashed",
|
944 |
+
"Prophet预测" = "dotted",
|
945 |
+
"加权平均预测" = "longdash"
|
946 |
+
)
|
947 |
+
) +
|
948 |
+
scale_x_date(
|
949 |
+
date_labels = "%m-%d",
|
950 |
+
date_breaks = "3 days"
|
951 |
+
)
|
952 |
+
|
953 |
+
print(four_week_plot)
|
954 |
+
|
955 |
+
|
956 |
+
# 11.8 提取四周预测数据
|
957 |
+
four_weeks_df <- results_df
|
958 |
+
|
959 |
+
# 11.9 计算四周的误差指标
|
960 |
+
# 提取实际值(四周)
|
961 |
+
actual_values_4w <- four_weeks_df %>%
|
962 |
+
filter(Model == "实际值") %>%
|
963 |
+
pull(Value)
|
964 |
+
|
965 |
+
# 提取各模型预测值(四周)
|
966 |
+
sarima_predictions_4w <- four_weeks_df %>%
|
967 |
+
filter(Model == "SARIMA预测") %>%
|
968 |
+
pull(Value)
|
969 |
+
prophet_predictions_4w <- four_weeks_df %>%
|
970 |
+
filter(Model == "Prophet预测") %>%
|
971 |
+
pull(Value)
|
972 |
+
weighted_predictions_4w <- four_weeks_df %>%
|
973 |
+
filter(Model == "加权平均预测") %>%
|
974 |
+
pull(Value)
|
975 |
+
|
976 |
+
# 根据实际值数量调整预测值数量
|
977 |
+
n_actual <- length(actual_values_4w)
|
978 |
+
min_len_error_4w <- min(n_actual, length(sarima_predictions_4w),
|
979 |
+
length(prophet_predictions_4w), length(weighted_predictions_4w))
|
980 |
+
|
981 |
+
if (min_len_error_4w == 0) {
|
982 |
+
warning("四周误差计算数据长度不足。")
|
983 |
+
error_df_long_4w <- data.frame()
|
984 |
+
} else {
|
985 |
+
sarima_predictions_4w <- sarima_predictions_4w[1:min_len_error_4w]
|
986 |
+
prophet_predictions_4w <- prophet_predictions_4w[1:min_len_error_4w]
|
987 |
+
weighted_predictions_4w <- weighted_predictions_4w[1:min_len_error_4w]
|
988 |
+
actual_values_4w <- actual_values_4w[1:min_len_error_4w] # 确保 actual 也被截取
|
989 |
+
|
990 |
+
# 计算误差指标
|
991 |
+
sarima_error_4w <- calculate_error_metrics(actual_values_4w, sarima_predictions_4w)
|
992 |
+
prophet_error_4w <- calculate_error_metrics(actual_values_4w, prophet_predictions_4w)
|
993 |
+
weighted_error_4w <- calculate_error_metrics(actual_values_4w, weighted_predictions_4w)
|
994 |
+
|
995 |
+
# 创建误差指标数据框
|
996 |
+
error_df_4w <- data.frame(
|
997 |
+
Model = c("SARIMA预测", "Prophet预测", "加权平均预测"),
|
998 |
+
MAE = c(sarima_error_4w$MAE, prophet_error_4w$MAE, weighted_error_4w$MAE),
|
999 |
+
MAPE = c(sarima_error_4w$MAPE, prophet_error_4w$MAPE, weighted_error_4w$MAPE),
|
1000 |
+
RMSE = c(sarima_error_4w$RMSE, prophet_error_4w$RMSE, weighted_error_4w$RMSE)
|
1001 |
+
)
|
1002 |
+
|
1003 |
+
# 将误差指标数据框转换为长格式
|
1004 |
+
error_df_long_4w <- error_df_4w %>%
|
1005 |
+
pivot_longer(cols = c(MAE, MAPE, RMSE),
|
1006 |
+
names_to = "Metric",
|
1007 |
+
values_to = "Value")
|
1008 |
+
|
1009 |
+
# 11.10 可视化:四周误差结果对比
|
1010 |
+
# 创建误差指标对比图
|
1011 |
+
error_plot_4w <- ggplot(error_df_long_4w, aes(x = Model, y = Value, fill = Model)) +
|
1012 |
+
geom_bar(stat = "identity", position = position_dodge()) +
|
1013 |
+
geom_text(aes(label = ifelse(Metric == "MAPE", paste0(round(Value, 2), "%"), round(Value, 2))),
|
1014 |
+
position = position_dodge(width = 0.9), vjust = -0.5) +
|
1015 |
+
labs(
|
1016 |
+
title = "四周预测误差结果对比",
|
1017 |
+
x = "模型", y = "误差值"
|
1018 |
+
) +
|
1019 |
+
facet_wrap(~Metric, scales = "free_y") +
|
1020 |
+
theme_minimal() +
|
1021 |
+
theme(
|
1022 |
+
text = element_text(family = "SimHei", size = 12),
|
1023 |
+
legend.position = "none",
|
1024 |
+
strip.text = element_text(face = "bold")
|
1025 |
+
)
|
1026 |
+
|
1027 |
+
print(error_plot_4w)
|
1028 |
+
}
|
1029 |
+
}
|