Análise de Resíduos

benchmarks/ResidualAnalysis.py

@@ -0,0 +1,24 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+
+import numpy as np
+import pandas as pd
+import matplotlib as plt
+import matplotlib.pyplot as plt
+from pyFTS.common import Transformations
+
+
+def residuals(targets, forecasts, order=1):
+    return np.array(targets[order:]) - np.array(forecasts[:-order])
+
+
+def plotResiduals(targets, forecasts, order=1, tam=[8, 8]):
+    res = residuals(targets,forecasts,order)
+    fig = plt.figure(figsize=tam)
+    ax1 = fig.add_axes([0, 1, 0.9, 0.3])  # left, bottom, width, height
+    ax1.plot(res)
+    ax2 = fig.add_axes([0, 0.65, 0.9, 0.3])
+    ax2.acorr(res)
+    ax3 = fig.add_axes([0, 0.3, 0.9, 0.3])
+    ax3.hist(res)
+