diff --git a/pyFTS/benchmarks/ResidualAnalysis.py b/pyFTS/benchmarks/ResidualAnalysis.py index ae55eb5..fbfa16a 100644 --- a/pyFTS/benchmarks/ResidualAnalysis.py +++ b/pyFTS/benchmarks/ResidualAnalysis.py @@ -97,15 +97,17 @@ def plotResiduals(targets, models, tam=[8, 8], save=False, file=None): def plot_residuals(targets, models, tam=[8, 8], save=False, file=None): - fig, axes = plt.subplots(nrows=len(models), ncols=3, figsize=tam) + import scipy as sp + + fig, axes = plt.subplots(nrows=len(models), ncols=4, figsize=tam) for c, mfts in enumerate(models, start=0): if len(models) > 1: ax = axes[c] else: ax = axes - forecasts = mfts.forecast(targets) - res = residuals(targets, forecasts, mfts.order) + forecasts = mfts.predict(targets) + res = residuals(targets, forecasts, mfts.order+1) mu = np.mean(res) sig = np.std(res) @@ -114,40 +116,46 @@ def plot_residuals(targets, models, tam=[8, 8], save=False, file=None): ax[0].set_xlabel(' ') ax[0].plot(res) - if c == 0: ax[1].set_title("Residuals Autocorrelation", size='large') + if c == 0: ax[1].set_title("Autocorrelation", size='large') ax[1].set_ylabel('ACS') ax[1].set_xlabel('Lag') ax[1].acorr(res) - if c == 0: ax[2].set_title("Residuals Histogram", size='large') + if c == 0: ax[2].set_title("Histogram", size='large') ax[2].set_ylabel('Freq') ax[2].set_xlabel('Bins') ax[2].hist(res) + + if c == 0: ax[3].set_title("QQ Plot", size='large') + + _, (__, ___, r) = sp.stats.probplot(res, plot=ax[3], fit=True) plt.tight_layout() Util.show_and_save_image(fig, file, save) -def single_plot_residuals(targets, forecasts, order, tam=[8, 8], save=False, file=None): - fig, ax = plt.subplots(nrows=1, ncols=3, figsize=tam) +def single_plot_residuals(targets, forecasts, order, tam=[10, 7], save=False, file=None): + import scipy as sp + + fig, ax = plt.subplots(nrows=2, ncols=2, figsize=tam) res = residuals(targets, forecasts, order) - ax[0].set_title("Residuals", size='large') - ax[0].set_ylabel("Model", size='large') - ax[0].set_xlabel(' ') - ax[0].plot(res) + ax[0][0].set_title("Residuals", size='large') + ax[0][0].plot(res) - ax[1].set_title("Residuals Autocorrelation", size='large') - ax[1].set_ylabel('ACS') - ax[1].set_xlabel('Lag') - ax[1].acorr(res) + ax[0][1].set_title("Autocorrelation", size='large') + ax[0][1].set_ylabel('ACF') + ax[0][1].set_xlabel('Lag') + ax[0][1].acorr(res) - ax[2].set_title("Residuals Histogram", size='large') - ax[2].set_ylabel('Freq') - ax[2].set_xlabel('Bins') - ax[2].hist(res) + ax[1][0].set_title("Histogram", size='large') + ax[1][0].set_ylabel('Freq') + ax[1][0].set_xlabel('Bins') + ax[1][0].hist(res) + + _, (__, ___, r) = sp.stats.probplot(res, plot=ax[1][1], fit=True) plt.tight_layout()