Spaces:
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Build error
Create app.R
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app.R
ADDED
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@@ -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 |
+
|
| 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
|
| 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
|
| 12 |
+
library(dplyr) # 数据处理
|
| 13 |
+
library(lubridate) # 日期处理
|
| 14 |
+
library(prophet) # Prophet模型
|
| 15 |
+
library(ggpubr) # 增强的可视化功能
|
| 16 |
+
library(patchwork) # 图形组合
|
| 17 |
+
library(scales) # 图形比例尺
|
| 18 |
+
library(parallel) # 并行计算
|
| 19 |
+
library(doParallel) # 并行计算
|
| 20 |
+
library(tidyr) # 用于 pivot_longer
|
| 21 |
+
|
| 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
|
| 24 |
+
# if (capabilities("cairo")) {
|
| 25 |
+
# # For cairo-based devices (e.g., png, svg)
|
| 26 |
+
# # For specific font files, you might need to use extrafont package.
|
| 27 |
+
# # For simplicity, if fonts-wqy-zenhei is installed, ggplot2 might pick it up.
|
| 28 |
+
# # Alternatively, use sysfonts and showtext for font handling in R.
|
| 29 |
+
# # library(sysfonts)
|
| 30 |
+
# # library(showtext)
|
| 31 |
+
# # font_add("SimHei", regular = "/usr/share/fonts/wqy-zenhei/wqy-zenhei.ttc")
|
| 32 |
+
# # showtext_auto()
|
| 33 |
+
# }
|
| 34 |
+
|
| 35 |
+
|
| 36 |
+
# ---------------------------- 1. 数据清洗 ----------------------------
|
| 37 |
+
# 1.1 读取数据
|
| 38 |
+
df <- read_excel('gmqrkl.xlsx')
|
| 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
|
| 42 |
+
|
| 43 |
+
# 缺失值插值(线性插值)
|
| 44 |
+
df$Value <- na.approx(df$Value, rule = 2, method = "linear")
|
| 45 |
+
|
| 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$Value, na.rm = TRUE))
|
| 48 |
+
threshold <- 3
|
| 49 |
+
outliers <- df[z_scores > threshold, ]
|
| 50 |
+
print("检测到的异常值:")
|
| 51 |
+
print(outliers)
|
| 52 |
+
|
| 53 |
+
# ---------------------------- 2. 时间序列转换 ----------------------------
|
| 54 |
+
ts_data <- ts(df$Value, start = c(2023, 1), frequency = 365)
|
| 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
|
| 60 |
+
|
| 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
|
| 63 |
+
if (length(current_data) <= 1) {
|
| 64 |
+
message("数据长度不足,无法进行ADF检验或进一步差分。")
|
| 65 |
+
break
|
| 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 |
+
}
|