# )
# ensemble_optimization(
#     root_path=root_path,
#     station='zjs',
#     decomposer='vmd',
#     lev=11,
#     variables=variables,
#     orig_df=orig,
#     pattern='one_model_'+str(lead)+'_ahead_hindcast_pacf',
# )
# ensemble_optimization(
#     root_path=root_path,
#     station='zjs',
#     decomposer='vmd',
#     lev=11,
#     variables=variables,
#     orig_df=orig,
#     pattern='one_model_'+str(lead)+'_ahead_hindcast_pacf_mis',
# )

ensemble_optimization(
    root_path=root_path,
    station='zjs',
    decomposer='vmd',
    lev=11,
    variables=variables,
    orig_df=orig,
    criterion='NMSE',
    pattern='one_model_1_ahead_forecast_pacf_loss_nmse',
)
plt.show()
sys.path.append(root_path + '/tools/')
from plot_utils import plot_rela_pred, plot_history, plot_error_distribution, plot_subsignals_preds
from ensemble import ensemble_optimization
from metrics_ import PPTS
from variables import variables

orig = pd.read_excel(
    root_path +
    '/time_series/ZhangJiaShanDailyFlow1997-2014.xlsx')['DailyFlow']

for lead in [1, 3, 5, 7]:
    ensemble_optimization(
        root_path=root_path,
        station='zjs',
        decomposer='eemd',
        lev=12,
        variables=variables,
        orig_df=orig,
        pattern='multi_models_' + str(lead) + '_ahead_forecast_pacf',
    )
    ensemble_optimization(
        root_path=root_path,
        station='zjs',
        decomposer='eemd',
        lev=12,
        variables=variables,
        orig_df=orig,
        pattern='one_model_' + str(lead) + '_ahead_forecast_pacf',
    )
    ensemble_optimization(
        root_path=root_path,
import pandas as pd
import numpy as np
import math
import matplotlib.pyplot as plt
from sklearn.metrics import r2_score, mean_absolute_error, mean_squared_error, mean_squared_log_error
import os
root_path = os.path.os.path.dirname(os.path.abspath('__file__'))
# root_path = os.path.abspath(os.path.join(root_path, os.path.pardir))
# root_path = os.path.abspath(os.path.join(root_path, os.path.pardir))
print(10*'-'+' Root Path: {}'.format(root_path))

import sys
sys.path.append(root_path+'/tools/')
from plot_utils import plot_rela_pred,plot_history,plot_error_distribution,plot_subsignals_preds
from ensemble import ensemble_optimization
from metrics_ import PPTS
from variables import variables

orig = pd.read_excel(root_path+'/time_series/Test.xlsx')['DailyFlow']

ensemble_optimization(
    root_path=root_path,
    station='test',
    decomposer='test',
    lev=3,
    variables=variables,
    orig_df=orig,
    pattern='multi_models_1_ahead_forecast',
)
            # ensemble_optimization(
            #     root_path=root_path,
            #     station='yx',
            #     decomposer='wd',
            #     lev=lev,
            #     variables=variables,
            #     orig_df=orig,
            #     pattern='one_model_'+str(lead)+'_ahead_forecast_pacf',
            #     wavelet=wavelet,
            # )
            # ensemble_optimization(
            #     root_path=root_path,
            #     station='yx',
            #     decomposer='wd',
            #     lev=lev,
            #     variables=variables,
            #     orig_df=orig,
            #     pattern='one_model_'+str(lead)+'_ahead_forecast_pacf_mis',
            #     wavelet=wavelet,
            # )

            ensemble_optimization(
                root_path=root_path,
                station='yx',
                decomposer='wd',
                lev=lev,
                variables=variables,
                orig_df=orig,
                pattern='one_model_' + str(lead) + '_ahead_hindcast_pacf_mis',
                wavelet=wavelet,
            )
import pandas as pd
import numpy as np
import math
import matplotlib.pyplot as plt
from sklearn.metrics import r2_score, mean_absolute_error, mean_squared_error, mean_squared_log_error
import os
root_path = os.path.os.path.dirname(os.path.abspath('__file__'))
# root_path = os.path.abspath(os.path.join(root_path, os.path.pardir))
# root_path = os.path.abspath(os.path.join(root_path, os.path.pardir))
print(10*'-'+' Root Path: {}'.format(root_path))

import sys
sys.path.append(root_path+'/tools/')
from plot_utils import plot_rela_pred,plot_history,plot_error_distribution,plot_subsignals_preds
from ensemble import ensemble_optimization
from metrics_ import PPTS
from variables import variables

orig = pd.read_excel(root_path+'/time_series/YangXianDailyFlow1997-2014.xlsx')['DailyFlow']

for leading_time in [1,3,5,7]:
    ensemble_optimization(
        root_path=root_path,
        station='yx',
        variables=variables,
        orig_df=orig,
        pattern=str(leading_time)+'_ahead',
    )
    
Beispiel #6
0
import sys
sys.path.append(root_path + '/tools/')
from plot_utils import plot_rela_pred, plot_history, plot_error_distribution, plot_subsignals_preds
from ensemble import ensemble_optimization
from metrics_ import PPTS
from variables import variables

orig = pd.read_excel(
    root_path + '/time_series/YangXianDailyFlow1997-2014.xlsx')['DailyFlow']
for lead in [1, 3, 5, 7]:
    ensemble_optimization(  #multi-models ensemble forecasting
        root_path=root_path,
        station='yx',
        decomposer='eemd',
        lev=12,
        variables=variables,
        orig_df=orig,
        pattern='multi_models_' + str(lead) + '_ahead_forecast_pacf',
    )
    ensemble_optimization(  #single-model forecasting
        root_path=root_path,
        station='yx',
        decomposer='eemd',
        lev=12,
        variables=variables,
        orig_df=orig,
        pattern='one_model_' + str(lead) + '_ahead_forecast_pacf',
    )
    ensemble_optimization(  #single-model forecasting with most influential subsignals
        root_path=root_path,
for lead in [1,3,5,7]:
    # ensemble_optimization(
    #     root_path=root_path,
    #     station='yx',
    #     decomposer='vmd',
    #     lev=9,
    #     variables=variables,
    #     orig_df=orig,
    #     pattern='multi_models_'+str(lead)+'_ahead_forecast_pacf',
    # )
    ensemble_optimization(
        root_path=root_path,
        station='yx',
        decomposer='vmd',
        lev=9,
        variables=variables,
        orig_df=orig,
        pattern='one_model_'+str(lead)+'_ahead_forecast_pacf',
    )
    # ensemble_optimization(
    #     root_path=root_path,
    #     station='yx',
    #     decomposer='vmd',
    #     lev=9,
    #     variables=variables,
    #     orig_df=orig,
    #     pattern='one_model_'+str(lead)+'_ahead_forecast_pacf_mis',
    # )
    # ensemble_optimization(
    #     root_path=root_path,