1208 lines
43 KiB
Python
1208 lines
43 KiB
Python
"""
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Facilities for pyFTS Benchmark module
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"""
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import matplotlib as plt
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import matplotlib.cm as cmx
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import matplotlib.colors as pltcolors
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import matplotlib.pyplot as plt
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import numpy as np
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import pandas as pd
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import sqlite3
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#from mpl_toolkits.mplot3d import Axes3D
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from copy import deepcopy
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from pyFTS.common import Util
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def open_benchmark_db(name):
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conn = sqlite3.connect(name)
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#performance optimizations
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conn.execute("PRAGMA journal_mode = WAL")
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conn.execute("PRAGMA synchronous = NORMAL")
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create_benchmark_tables(conn)
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return conn
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def create_benchmark_tables(conn):
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c = conn.cursor()
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c.execute('''CREATE TABLE if not exists benchmarks(
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ID integer primary key, Date int, Dataset text, Tag text,
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Type text, Model text, Transformation text, 'Order' int,
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Scheme text, Partitions int,
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Size int, Steps int, Method text, Measure text, Value real)''')
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conn.commit()
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def insert_benchmark(data, conn):
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c = conn.cursor()
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c.execute("INSERT INTO benchmarks(Date, Dataset, Tag, Type, Model, "
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+ "Transformation, 'Order', Scheme, Partitions, "
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+ "Size, Steps, Method, Measure, Value) "
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+ "VALUES(datetime('now'),?,?,?,?,?,?,?,?,?,?,?,?,?)", data)
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conn.commit()
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def process_common_data(dataset, tag, type, job):
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model = job["obj"]
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if model.benchmark_only:
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data = [dataset, tag, type, model.shortname,
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str(model.transformations[0]) if len(model.transformations) > 0 else None,
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model.order, None, None,
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None, job['steps'], job['method']]
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else:
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data = [dataset, tag, type, model.shortname,
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str(model.partitioner.transformation) if model.partitioner.transformation is not None else None,
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model.order, model.partitioner.name, str(model.partitioner.partitions),
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len(model), job['steps'], job['method']]
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return data
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def get_dataframe_from_bd(file, filter):
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con = sqlite3.connect(file)
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sql = "SELECT * from benchmarks"
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if filter is not None:
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sql += " WHERE " + filter
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return pd.read_sql_query(sql, con)
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def extract_measure(dataframe, measure, data_columns):
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if not dataframe.empty:
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df = dataframe[(dataframe.Measure == measure)][data_columns]
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tmp = df.to_dict(orient="records")[0]
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ret = [k for k in tmp.values() if not np.isnan(k)]
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return ret
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else:
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return None
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def find_best(dataframe, criteria, ascending):
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models = dataframe.Model.unique()
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orders = dataframe.Order.unique()
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ret = {}
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for m in models:
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for o in orders:
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mod = {}
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df = dataframe[(dataframe.Model == m) & (dataframe.Order == o)].sort_values(by=criteria, ascending=ascending)
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if not df.empty:
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_key = str(m) + str(o)
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best = df.loc[df.index[0]]
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mod['Model'] = m
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mod['Order'] = o
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mod['Scheme'] = best["Scheme"]
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mod['Partitions'] = best["Partitions"]
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ret[_key] = mod
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return ret
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def analytic_tabular_dataframe(dataframe):
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experiments = len(dataframe.columns) - len(base_dataframe_columns()) - 1
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models = dataframe.Model.unique()
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orders = dataframe.Order.unique()
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schemes = dataframe.Scheme.unique()
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partitions = dataframe.Partitions.unique()
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steps = dataframe.Steps.unique()
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measures = dataframe.Measure.unique()
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data_columns = analytical_data_columns(experiments)
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ret = []
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for m in models:
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for o in orders:
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for s in schemes:
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for p in partitions:
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for st in steps:
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for ms in measures:
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df = dataframe[(dataframe.Model == m) & (dataframe.Order == o)
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& (dataframe.Scheme == s) & (dataframe.Partitions == p)
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& (dataframe.Steps == st) & (dataframe.Measure == ms) ]
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if not df.empty:
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for col in data_columns:
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mod = [m, o, s, p, st, ms, df[col].values[0]]
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ret.append(mod)
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dat = pd.DataFrame(ret, columns=tabular_dataframe_columns())
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return dat
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def tabular_dataframe_columns():
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return ["Model", "Order", "Scheme", "Partitions", "Steps", "Measure", "Value"]
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def base_dataframe_columns():
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return ["Model", "Order", "Scheme", "Partitions", "Size", "Steps", "Method"]
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def point_dataframe_synthetic_columns():
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return base_dataframe_columns().extend(["RMSEAVG", "RMSESTD",
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"SMAPEAVG", "SMAPESTD", "UAVG","USTD", "TIMEAVG", "TIMESTD"])
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def point_dataframe_analytic_columns(experiments):
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columns = [str(k) for k in np.arange(0, experiments)]
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columns.insert(0, "Model")
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columns.insert(1, "Order")
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columns.insert(2, "Scheme")
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columns.insert(3, "Partitions")
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columns.insert(4, "Size")
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columns.insert(5, "Steps")
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columns.insert(6, "Method")
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columns.insert(7, "Measure")
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return columns
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def save_dataframe_point(experiments, file, objs, rmse, save, synthetic, smape, times, u, steps, method):
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"""
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Create a dataframe to store the benchmark results
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:param experiments: dictionary with the execution results
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:param file:
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:param objs:
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:param rmse:
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:param save:
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:param synthetic:
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:param smape:
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:param times:
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:param u:
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:return:
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"""
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ret = []
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if synthetic:
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for k in sorted(objs.keys()):
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try:
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mod = []
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mfts = objs[k]
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mod.append(mfts.shortname)
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mod.append(mfts.order)
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if not mfts.benchmark_only:
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mod.append(mfts.partitioner.name)
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mod.append(mfts.partitioner.partitions)
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mod.append(len(mfts))
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else:
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mod.append('-')
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mod.append('-')
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mod.append('-')
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mod.append(steps[k])
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mod.append(method[k])
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mod.append(np.round(np.nanmean(rmse[k]), 2))
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mod.append(np.round(np.nanstd(rmse[k]), 2))
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mod.append(np.round(np.nanmean(smape[k]), 2))
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mod.append(np.round(np.nanstd(smape[k]), 2))
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mod.append(np.round(np.nanmean(u[k]), 2))
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mod.append(np.round(np.nanstd(u[k]), 2))
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mod.append(np.round(np.nanmean(times[k]), 4))
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mod.append(np.round(np.nanstd(times[k]), 4))
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ret.append(mod)
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except Exception as ex:
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print("Erro ao salvar ", k)
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print("Exceção ", ex)
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columns = point_dataframe_synthetic_columns()
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else:
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for k in sorted(objs.keys()):
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try:
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mfts = objs[k]
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n = mfts.shortname
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o = mfts.order
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if not mfts.benchmark_only:
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s = mfts.partitioner.name
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p = mfts.partitioner.partitions
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l = len(mfts)
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else:
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s = '-'
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p = '-'
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l = '-'
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st = steps[k]
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mt = method[k]
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tmp = [n, o, s, p, l, st, mt, 'RMSE']
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tmp.extend(rmse[k])
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ret.append(deepcopy(tmp))
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tmp = [n, o, s, p, l, st, mt, 'SMAPE']
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tmp.extend(smape[k])
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ret.append(deepcopy(tmp))
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tmp = [n, o, s, p, l, st, mt, 'U']
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tmp.extend(u[k])
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ret.append(deepcopy(tmp))
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tmp = [n, o, s, p, l, st, mt, 'TIME']
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tmp.extend(times[k])
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ret.append(deepcopy(tmp))
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except Exception as ex:
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print("Erro ao salvar ", k)
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print("Exceção ", ex)
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columns = point_dataframe_analytic_columns(experiments)
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try:
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dat = pd.DataFrame(ret, columns=columns)
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if save: dat.to_csv(Util.uniquefilename(file), sep=";", index=False)
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return dat
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except Exception as ex:
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print(ex)
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print(experiments)
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print(columns)
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print(ret)
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def cast_dataframe_to_synthetic(infile, outfile, experiments, type):
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if type == 'point':
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analytic_columns = point_dataframe_analytic_columns
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synthetic_columns = point_dataframe_synthetic_columns
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synthetize_measures = cast_dataframe_to_synthetic_point
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elif type == 'interval':
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analytic_columns = interval_dataframe_analytic_columns
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synthetic_columns = interval_dataframe_synthetic_columns
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synthetize_measures = cast_dataframe_to_synthetic_interval
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elif type == 'distribution':
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analytic_columns = probabilistic_dataframe_analytic_columns
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synthetic_columns = probabilistic_dataframe_synthetic_columns
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synthetize_measures = cast_dataframe_to_synthetic_probabilistic
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else:
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raise ValueError("Type parameter has an unknown value!")
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columns = analytic_columns(experiments)
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dat = pd.read_csv(infile, sep=";", usecols=columns)
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models = dat.Model.unique()
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orders = dat.Order.unique()
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schemes = dat.Scheme.unique()
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partitions = dat.Partitions.unique()
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steps = dat.Steps.unique()
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methods = dat.Method.unique()
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data_columns = analytical_data_columns(experiments)
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ret = []
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for m in models:
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for o in orders:
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for s in schemes:
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for p in partitions:
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for st in steps:
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for mt in methods:
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df = dat[(dat.Model == m) & (dat.Order == o) & (dat.Scheme == s) &
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(dat.Partitions == p) & (dat.Steps == st) & (dat.Method == mt)]
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if not df.empty:
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mod = synthetize_measures(df, data_columns)
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mod.insert(0, m)
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mod.insert(1, o)
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mod.insert(2, s)
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mod.insert(3, p)
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mod.insert(4, df.iat[0,5])
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mod.insert(5, st)
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mod.insert(6, mt)
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ret.append(mod)
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dat = pd.DataFrame(ret, columns=synthetic_columns())
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dat.to_csv(outfile, sep=";", index=False)
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def cast_dataframe_to_synthetic_point(df, data_columns):
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ret = []
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rmse = extract_measure(df, 'RMSE', data_columns)
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smape = extract_measure(df, 'SMAPE', data_columns)
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u = extract_measure(df, 'U', data_columns)
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times = extract_measure(df, 'TIME', data_columns)
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ret.append(np.round(np.nanmean(rmse), 2))
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ret.append(np.round(np.nanstd(rmse), 2))
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ret.append(np.round(np.nanmean(smape), 2))
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ret.append(np.round(np.nanstd(smape), 2))
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ret.append(np.round(np.nanmean(u), 2))
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ret.append(np.round(np.nanstd(u), 2))
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ret.append(np.round(np.nanmean(times), 4))
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ret.append(np.round(np.nanstd(times), 4))
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return ret
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def analytical_data_columns(experiments):
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data_columns = [str(k) for k in np.arange(0, experiments)]
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return data_columns
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def scale_params(data):
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vmin = np.nanmin(data)
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vlen = np.nanmax(data) - vmin
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return (vmin, vlen)
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def scale(data, params):
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ndata = [(k-params[0])/params[1] for k in data]
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return ndata
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def stats(measure, data):
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print(measure, np.nanmean(data), np.nanstd(data))
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def unified_scaled_point(experiments, tam, save=False, file=None,
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sort_columns=['UAVG', 'RMSEAVG', 'USTD', 'RMSESTD'],
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sort_ascend=[1, 1, 1, 1],save_best=False,
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ignore=None, replace=None):
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fig, axes = plt.subplots(nrows=3, ncols=1, figsize=tam)
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axes[0].set_title('RMSE')
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axes[1].set_title('SMAPE')
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axes[2].set_title('U Statistic')
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models = {}
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for experiment in experiments:
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mdl = {}
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dat_syn = pd.read_csv(experiment[0], sep=";", usecols=point_dataframe_synthetic_columns())
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bests = find_best(dat_syn, sort_columns, sort_ascend)
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dat_ana = pd.read_csv(experiment[1], sep=";", usecols=point_dataframe_analytic_columns(experiment[2]))
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rmse = []
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smape = []
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u = []
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times = []
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data_columns = analytical_data_columns(experiment[2])
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for b in sorted(bests.keys()):
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if check_ignore_list(b, ignore):
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continue
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if b not in models:
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models[b] = {}
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models[b]['rmse'] = []
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models[b]['smape'] = []
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models[b]['u'] = []
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models[b]['times'] = []
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if b not in mdl:
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mdl[b] = {}
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mdl[b]['rmse'] = []
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mdl[b]['smape'] = []
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mdl[b]['u'] = []
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mdl[b]['times'] = []
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best = bests[b]
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tmp = dat_ana[(dat_ana.Model == best["Model"]) & (dat_ana.Order == best["Order"])
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& (dat_ana.Scheme == best["Scheme"]) & (dat_ana.Partitions == best["Partitions"])]
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tmpl = extract_measure(tmp,'RMSE',data_columns)
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mdl[b]['rmse'].extend( tmpl )
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rmse.extend( tmpl )
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tmpl = extract_measure(tmp, 'SMAPE', data_columns)
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mdl[b]['smape'].extend(tmpl)
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smape.extend(tmpl)
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tmpl = extract_measure(tmp, 'U', data_columns)
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mdl[b]['u'].extend(tmpl)
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u.extend(tmpl)
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tmpl = extract_measure(tmp, 'TIME', data_columns)
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mdl[b]['times'].extend(tmpl)
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times.extend(tmpl)
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models[b]['label'] = check_replace_list(best["Model"] + " " + str(best["Order"]), replace)
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print("GLOBAL")
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rmse_param = scale_params(rmse)
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stats("rmse", rmse)
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smape_param = scale_params(smape)
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stats("smape", smape)
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u_param = scale_params(u)
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stats("u", u)
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times_param = scale_params(times)
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for key in sorted(models.keys()):
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models[key]['rmse'].extend( scale(mdl[key]['rmse'], rmse_param) )
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models[key]['smape'].extend( scale(mdl[key]['smape'], smape_param) )
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models[key]['u'].extend( scale(mdl[key]['u'], u_param) )
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models[key]['times'].extend( scale(mdl[key]['times'], times_param) )
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rmse = []
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smape = []
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u = []
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times = []
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labels = []
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for key in sorted(models.keys()):
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print(key)
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rmse.append(models[key]['rmse'])
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stats("rmse", models[key]['rmse'])
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smape.append(models[key]['smape'])
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stats("smape", models[key]['smape'])
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u.append(models[key]['u'])
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stats("u", models[key]['u'])
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times.append(models[key]['times'])
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labels.append(models[key]['label'])
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axes[0].boxplot(rmse, labels=labels, autorange=True, showmeans=True)
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axes[0].set_title("RMSE")
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axes[1].boxplot(smape, labels=labels, autorange=True, showmeans=True)
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axes[1].set_title("SMAPE")
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axes[2].boxplot(u, labels=labels, autorange=True, showmeans=True)
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axes[2].set_title("U Statistic")
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plt.tight_layout()
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Util.show_and_save_image(fig, file, save)
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def plot_dataframe_point(file_synthetic, file_analytic, experiments, tam, save=False, file=None,
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sort_columns=['UAVG', 'RMSEAVG', 'USTD', 'RMSESTD'],
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sort_ascend=[1, 1, 1, 1],save_best=False,
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ignore=None,replace=None):
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fig, axes = plt.subplots(nrows=3, ncols=1, figsize=tam)
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axes[0].set_title('RMSE')
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axes[1].set_title('SMAPE')
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axes[2].set_title('U Statistic')
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dat_syn = pd.read_csv(file_synthetic, sep=";", usecols=point_dataframe_synthetic_columns())
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bests = find_best(dat_syn, sort_columns, sort_ascend)
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dat_ana = pd.read_csv(file_analytic, sep=";", usecols=point_dataframe_analytic_columns(experiments))
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data_columns = analytical_data_columns(experiments)
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if save_best:
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dat = pd.DataFrame.from_dict(bests, orient='index')
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dat.to_csv(Util.uniquefilename(file_synthetic.replace("synthetic","best")), sep=";", index=False)
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rmse = []
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smape = []
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u = []
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times = []
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labels = []
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for b in sorted(bests.keys()):
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if check_ignore_list(b, ignore):
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continue
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best = bests[b]
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tmp = dat_ana[(dat_ana.Model == best["Model"]) & (dat_ana.Order == best["Order"])
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& (dat_ana.Scheme == best["Scheme"]) & (dat_ana.Partitions == best["Partitions"])]
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rmse.append( extract_measure(tmp,'RMSE',data_columns) )
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smape.append(extract_measure(tmp, 'SMAPE', data_columns))
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u.append(extract_measure(tmp, 'U', data_columns))
|
|
times.append(extract_measure(tmp, 'TIME', data_columns))
|
|
|
|
labels.append(check_replace_list(best["Model"] + " " + str(best["Order"]),replace))
|
|
|
|
axes[0].boxplot(rmse, labels=labels, autorange=True, showmeans=True)
|
|
axes[0].set_title("RMSE")
|
|
axes[1].boxplot(smape, labels=labels, autorange=True, showmeans=True)
|
|
axes[1].set_title("SMAPE")
|
|
axes[2].boxplot(u, labels=labels, autorange=True, showmeans=True)
|
|
axes[2].set_title("U Statistic")
|
|
|
|
plt.tight_layout()
|
|
|
|
Util.show_and_save_image(fig, file, save)
|
|
|
|
|
|
|
|
def check_replace_list(m, replace):
|
|
if replace is not None:
|
|
for r in replace:
|
|
if r[0] in m:
|
|
return r[1]
|
|
return m
|
|
|
|
|
|
|
|
def check_ignore_list(b, ignore):
|
|
flag = False
|
|
if ignore is not None:
|
|
for i in ignore:
|
|
if i in b:
|
|
flag = True
|
|
return flag
|
|
|
|
|
|
def save_dataframe_interval(coverage, experiments, file, objs, resolution, save, sharpness, synthetic, times,
|
|
q05, q25, q75, q95, steps, method):
|
|
ret = []
|
|
if synthetic:
|
|
for k in sorted(objs.keys()):
|
|
mod = []
|
|
mfts = objs[k]
|
|
mod.append(mfts.shortname)
|
|
mod.append(mfts.order)
|
|
l = len(mfts)
|
|
if not mfts.benchmark_only:
|
|
mod.append(mfts.partitioner.name)
|
|
mod.append(mfts.partitioner.partitions)
|
|
mod.append(l)
|
|
else:
|
|
mod.append('-')
|
|
mod.append('-')
|
|
mod.append('-')
|
|
mod.append(steps[k])
|
|
mod.append(method[k])
|
|
mod.append(round(np.nanmean(sharpness[k]), 2))
|
|
mod.append(round(np.nanstd(sharpness[k]), 2))
|
|
mod.append(round(np.nanmean(resolution[k]), 2))
|
|
mod.append(round(np.nanstd(resolution[k]), 2))
|
|
mod.append(round(np.nanmean(coverage[k]), 2))
|
|
mod.append(round(np.nanstd(coverage[k]), 2))
|
|
mod.append(round(np.nanmean(times[k]), 2))
|
|
mod.append(round(np.nanstd(times[k]), 2))
|
|
mod.append(round(np.nanmean(q05[k]), 2))
|
|
mod.append(round(np.nanstd(q05[k]), 2))
|
|
mod.append(round(np.nanmean(q25[k]), 2))
|
|
mod.append(round(np.nanstd(q25[k]), 2))
|
|
mod.append(round(np.nanmean(q75[k]), 2))
|
|
mod.append(round(np.nanstd(q75[k]), 2))
|
|
mod.append(round(np.nanmean(q95[k]), 2))
|
|
mod.append(round(np.nanstd(q95[k]), 2))
|
|
mod.append(l)
|
|
ret.append(mod)
|
|
|
|
columns = interval_dataframe_synthetic_columns()
|
|
else:
|
|
for k in sorted(objs.keys()):
|
|
try:
|
|
mfts = objs[k]
|
|
n = mfts.shortname
|
|
o = mfts.order
|
|
if not mfts.benchmark_only:
|
|
s = mfts.partitioner.name
|
|
p = mfts.partitioner.partitions
|
|
l = len(mfts)
|
|
else:
|
|
s = '-'
|
|
p = '-'
|
|
l = '-'
|
|
st = steps[k]
|
|
mt = method[k]
|
|
tmp = [n, o, s, p, l, st, mt, 'Sharpness']
|
|
tmp.extend(sharpness[k])
|
|
ret.append(deepcopy(tmp))
|
|
tmp = [n, o, s, p, l, st, mt, 'Resolution']
|
|
tmp.extend(resolution[k])
|
|
ret.append(deepcopy(tmp))
|
|
tmp = [n, o, s, p, l, st, mt, 'Coverage']
|
|
tmp.extend(coverage[k])
|
|
ret.append(deepcopy(tmp))
|
|
tmp = [n, o, s, p, l, st, mt, 'TIME']
|
|
tmp.extend(times[k])
|
|
ret.append(deepcopy(tmp))
|
|
tmp = [n, o, s, p, l, st, mt, 'Q05']
|
|
tmp.extend(q05[k])
|
|
ret.append(deepcopy(tmp))
|
|
tmp = [n, o, s, p, l, st, mt, 'Q25']
|
|
tmp.extend(q25[k])
|
|
ret.append(deepcopy(tmp))
|
|
tmp = [n, o, s, p, l, st, mt, 'Q75']
|
|
tmp.extend(q75[k])
|
|
ret.append(deepcopy(tmp))
|
|
tmp = [n, o, s, p, l, st, mt, 'Q95']
|
|
tmp.extend(q95[k])
|
|
ret.append(deepcopy(tmp))
|
|
except Exception as ex:
|
|
print("Erro ao salvar ", k)
|
|
print("Exceção ", ex)
|
|
columns = interval_dataframe_analytic_columns(experiments)
|
|
dat = pd.DataFrame(ret, columns=columns)
|
|
if save: dat.to_csv(Util.uniquefilename(file), sep=";")
|
|
return dat
|
|
|
|
|
|
def interval_dataframe_analytic_columns(experiments):
|
|
columns = [str(k) for k in np.arange(0, experiments)]
|
|
columns.insert(0, "Model")
|
|
columns.insert(1, "Order")
|
|
columns.insert(2, "Scheme")
|
|
columns.insert(3, "Partitions")
|
|
columns.insert(4, "Size")
|
|
columns.insert(5, "Steps")
|
|
columns.insert(6, "Method")
|
|
columns.insert(7, "Measure")
|
|
return columns
|
|
|
|
|
|
|
|
def interval_dataframe_synthetic_columns():
|
|
columns = ["Model", "Order", "Scheme", "Partitions","SIZE", "Steps","Method" "SHARPAVG", "SHARPSTD", "RESAVG", "RESSTD", "COVAVG",
|
|
"COVSTD", "TIMEAVG", "TIMESTD", "Q05AVG", "Q05STD", "Q25AVG", "Q25STD", "Q75AVG", "Q75STD", "Q95AVG", "Q95STD"]
|
|
return columns
|
|
|
|
|
|
def cast_dataframe_to_synthetic_interval(df, data_columns):
|
|
sharpness = extract_measure(df, 'Sharpness', data_columns)
|
|
resolution = extract_measure(df, 'Resolution', data_columns)
|
|
coverage = extract_measure(df, 'Coverage', data_columns)
|
|
times = extract_measure(df, 'TIME', data_columns)
|
|
q05 = extract_measure(df, 'Q05', data_columns)
|
|
q25 = extract_measure(df, 'Q25', data_columns)
|
|
q75 = extract_measure(df, 'Q75', data_columns)
|
|
q95 = extract_measure(df, 'Q95', data_columns)
|
|
ret = []
|
|
ret.append(np.round(np.nanmean(sharpness), 2))
|
|
ret.append(np.round(np.nanstd(sharpness), 2))
|
|
ret.append(np.round(np.nanmean(resolution), 2))
|
|
ret.append(np.round(np.nanstd(resolution), 2))
|
|
ret.append(np.round(np.nanmean(coverage), 2))
|
|
ret.append(np.round(np.nanstd(coverage), 2))
|
|
ret.append(np.round(np.nanmean(times), 4))
|
|
ret.append(np.round(np.nanstd(times), 4))
|
|
ret.append(np.round(np.nanmean(q05), 4))
|
|
ret.append(np.round(np.nanstd(q05), 4))
|
|
ret.append(np.round(np.nanmean(q25), 4))
|
|
ret.append(np.round(np.nanstd(q25), 4))
|
|
ret.append(np.round(np.nanmean(q75), 4))
|
|
ret.append(np.round(np.nanstd(q75), 4))
|
|
ret.append(np.round(np.nanmean(q95), 4))
|
|
ret.append(np.round(np.nanstd(q95), 4))
|
|
return ret
|
|
|
|
|
|
|
|
|
|
def unified_scaled_interval(experiments, tam, save=False, file=None,
|
|
sort_columns=['COVAVG', 'SHARPAVG', 'COVSTD', 'SHARPSTD'],
|
|
sort_ascend=[True, False, True, True],save_best=False,
|
|
ignore=None, replace=None):
|
|
fig, axes = plt.subplots(nrows=3, ncols=1, figsize=tam)
|
|
|
|
axes[0].set_title('Sharpness')
|
|
axes[1].set_title('Resolution')
|
|
axes[2].set_title('Coverage')
|
|
|
|
models = {}
|
|
|
|
for experiment in experiments:
|
|
|
|
mdl = {}
|
|
|
|
dat_syn = pd.read_csv(experiment[0], sep=";", usecols=interval_dataframe_synthetic_columns())
|
|
|
|
bests = find_best(dat_syn, sort_columns, sort_ascend)
|
|
|
|
dat_ana = pd.read_csv(experiment[1], sep=";", usecols=interval_dataframe_analytic_columns(experiment[2]))
|
|
|
|
sharpness = []
|
|
resolution = []
|
|
coverage = []
|
|
times = []
|
|
|
|
data_columns = analytical_data_columns(experiment[2])
|
|
|
|
for b in sorted(bests.keys()):
|
|
if check_ignore_list(b, ignore):
|
|
continue
|
|
|
|
if b not in models:
|
|
models[b] = {}
|
|
models[b]['sharpness'] = []
|
|
models[b]['resolution'] = []
|
|
models[b]['coverage'] = []
|
|
models[b]['times'] = []
|
|
|
|
if b not in mdl:
|
|
mdl[b] = {}
|
|
mdl[b]['sharpness'] = []
|
|
mdl[b]['resolution'] = []
|
|
mdl[b]['coverage'] = []
|
|
mdl[b]['times'] = []
|
|
|
|
best = bests[b]
|
|
print(best)
|
|
tmp = dat_ana[(dat_ana.Model == best["Model"]) & (dat_ana.Order == best["Order"])
|
|
& (dat_ana.Scheme == best["Scheme"]) & (dat_ana.Partitions == best["Partitions"])]
|
|
tmpl = extract_measure(tmp, 'Sharpness', data_columns)
|
|
mdl[b]['sharpness'].extend(tmpl)
|
|
sharpness.extend(tmpl)
|
|
tmpl = extract_measure(tmp, 'Resolution', data_columns)
|
|
mdl[b]['resolution'].extend(tmpl)
|
|
resolution.extend(tmpl)
|
|
tmpl = extract_measure(tmp, 'Coverage', data_columns)
|
|
mdl[b]['coverage'].extend(tmpl)
|
|
coverage.extend(tmpl)
|
|
tmpl = extract_measure(tmp, 'TIME', data_columns)
|
|
mdl[b]['times'].extend(tmpl)
|
|
times.extend(tmpl)
|
|
|
|
models[b]['label'] = check_replace_list(best["Model"] + " " + str(best["Order"]), replace)
|
|
|
|
sharpness_param = scale_params(sharpness)
|
|
resolution_param = scale_params(resolution)
|
|
coverage_param = scale_params(coverage)
|
|
times_param = scale_params(times)
|
|
|
|
for key in sorted(models.keys()):
|
|
models[key]['sharpness'].extend(scale(mdl[key]['sharpness'], sharpness_param))
|
|
models[key]['resolution'].extend(scale(mdl[key]['resolution'], resolution_param))
|
|
models[key]['coverage'].extend(scale(mdl[key]['coverage'], coverage_param))
|
|
models[key]['times'].extend(scale(mdl[key]['times'], times_param))
|
|
|
|
sharpness = []
|
|
resolution = []
|
|
coverage = []
|
|
times = []
|
|
labels = []
|
|
for key in sorted(models.keys()):
|
|
sharpness.append(models[key]['sharpness'])
|
|
resolution.append(models[key]['resolution'])
|
|
coverage.append(models[key]['coverage'])
|
|
times.append(models[key]['times'])
|
|
labels.append(models[key]['label'])
|
|
|
|
axes[0].boxplot(sharpness, labels=labels, autorange=True, showmeans=True)
|
|
axes[1].boxplot(resolution, labels=labels, autorange=True, showmeans=True)
|
|
axes[2].boxplot(coverage, labels=labels, autorange=True, showmeans=True)
|
|
|
|
plt.tight_layout()
|
|
|
|
Util.show_and_save_image(fig, file, save)
|
|
|
|
|
|
|
|
def plot_dataframe_interval(file_synthetic, file_analytic, experiments, tam, save=False, file=None,
|
|
sort_columns=['COVAVG', 'SHARPAVG', 'COVSTD', 'SHARPSTD'],
|
|
sort_ascend=[True, False, True, True],save_best=False,
|
|
ignore=None, replace=None):
|
|
|
|
fig, axes = plt.subplots(nrows=3, ncols=1, figsize=tam)
|
|
|
|
axes[0].set_title('Sharpness')
|
|
axes[1].set_title('Resolution')
|
|
axes[2].set_title('Coverage')
|
|
|
|
dat_syn = pd.read_csv(file_synthetic, sep=";", usecols=interval_dataframe_synthetic_columns())
|
|
|
|
bests = find_best(dat_syn, sort_columns, sort_ascend)
|
|
|
|
dat_ana = pd.read_csv(file_analytic, sep=";", usecols=interval_dataframe_analytic_columns(experiments))
|
|
|
|
data_columns = analytical_data_columns(experiments)
|
|
|
|
if save_best:
|
|
dat = pd.DataFrame.from_dict(bests, orient='index')
|
|
dat.to_csv(Util.uniquefilename(file_synthetic.replace("synthetic","best")), sep=";", index=False)
|
|
|
|
sharpness = []
|
|
resolution = []
|
|
coverage = []
|
|
times = []
|
|
labels = []
|
|
bounds_shp = []
|
|
|
|
for b in sorted(bests.keys()):
|
|
if check_ignore_list(b, ignore):
|
|
continue
|
|
best = bests[b]
|
|
df = dat_ana[(dat_ana.Model == best["Model"]) & (dat_ana.Order == best["Order"])
|
|
& (dat_ana.Scheme == best["Scheme"]) & (dat_ana.Partitions == best["Partitions"])]
|
|
sharpness.append( extract_measure(df,'Sharpness',data_columns) )
|
|
resolution.append(extract_measure(df, 'Resolution', data_columns))
|
|
coverage.append(extract_measure(df, 'Coverage', data_columns))
|
|
times.append(extract_measure(df, 'TIME', data_columns))
|
|
labels.append(check_replace_list(best["Model"] + " " + str(best["Order"]), replace))
|
|
|
|
axes[0].boxplot(sharpness, labels=labels, autorange=True, showmeans=True)
|
|
axes[0].set_title("Sharpness")
|
|
axes[1].boxplot(resolution, labels=labels, autorange=True, showmeans=True)
|
|
axes[1].set_title("Resolution")
|
|
axes[2].boxplot(coverage, labels=labels, autorange=True, showmeans=True)
|
|
axes[2].set_title("Coverage")
|
|
axes[2].set_ylim([0, 1.1])
|
|
|
|
plt.tight_layout()
|
|
|
|
Util.show_and_save_image(fig, file, save)
|
|
|
|
|
|
|
|
def unified_scaled_interval_pinball(experiments, tam, save=False, file=None,
|
|
sort_columns=['COVAVG','SHARPAVG','COVSTD','SHARPSTD'],
|
|
sort_ascend=[True, False, True, True], save_best=False,
|
|
ignore=None, replace=None):
|
|
fig, axes = plt.subplots(nrows=1, ncols=4, figsize=tam)
|
|
axes[0].set_title(r'$\tau=0.05$')
|
|
axes[1].set_title(r'$\tau=0.25$')
|
|
axes[2].set_title(r'$\tau=0.75$')
|
|
axes[3].set_title(r'$\tau=0.95$')
|
|
models = {}
|
|
|
|
for experiment in experiments:
|
|
|
|
mdl = {}
|
|
|
|
dat_syn = pd.read_csv(experiment[0], sep=";", usecols=interval_dataframe_synthetic_columns())
|
|
|
|
bests = find_best(dat_syn, sort_columns, sort_ascend)
|
|
|
|
dat_ana = pd.read_csv(experiment[1], sep=";", usecols=interval_dataframe_analytic_columns(experiment[2]))
|
|
|
|
q05 = []
|
|
q25 = []
|
|
q75 = []
|
|
q95 = []
|
|
|
|
data_columns = analytical_data_columns(experiment[2])
|
|
|
|
for b in sorted(bests.keys()):
|
|
if check_ignore_list(b, ignore):
|
|
continue
|
|
|
|
if b not in models:
|
|
models[b] = {}
|
|
models[b]['q05'] = []
|
|
models[b]['q25'] = []
|
|
models[b]['q75'] = []
|
|
models[b]['q95'] = []
|
|
|
|
if b not in mdl:
|
|
mdl[b] = {}
|
|
mdl[b]['q05'] = []
|
|
mdl[b]['q25'] = []
|
|
mdl[b]['q75'] = []
|
|
mdl[b]['q95'] = []
|
|
|
|
best = bests[b]
|
|
print(best)
|
|
tmp = dat_ana[(dat_ana.Model == best["Model"]) & (dat_ana.Order == best["Order"])
|
|
& (dat_ana.Scheme == best["Scheme"]) & (dat_ana.Partitions == best["Partitions"])]
|
|
tmpl = extract_measure(tmp, 'Q05', data_columns)
|
|
mdl[b]['q05'].extend(tmpl)
|
|
q05.extend(tmpl)
|
|
tmpl = extract_measure(tmp, 'Q25', data_columns)
|
|
mdl[b]['q25'].extend(tmpl)
|
|
q25.extend(tmpl)
|
|
tmpl = extract_measure(tmp, 'Q75', data_columns)
|
|
mdl[b]['q75'].extend(tmpl)
|
|
q75.extend(tmpl)
|
|
tmpl = extract_measure(tmp, 'Q95', data_columns)
|
|
mdl[b]['q95'].extend(tmpl)
|
|
q95.extend(tmpl)
|
|
|
|
models[b]['label'] = check_replace_list(best["Model"] + " " + str(best["Order"]), replace)
|
|
|
|
q05_param = scale_params(q05)
|
|
q25_param = scale_params(q25)
|
|
q75_param = scale_params(q75)
|
|
q95_param = scale_params(q95)
|
|
|
|
for key in sorted(models.keys()):
|
|
models[key]['q05'].extend(scale(mdl[key]['q05'], q05_param))
|
|
models[key]['q25'].extend(scale(mdl[key]['q25'], q25_param))
|
|
models[key]['q75'].extend(scale(mdl[key]['q75'], q75_param))
|
|
models[key]['q95'].extend(scale(mdl[key]['q95'], q95_param))
|
|
|
|
q05 = []
|
|
q25 = []
|
|
q75 = []
|
|
q95 = []
|
|
labels = []
|
|
for key in sorted(models.keys()):
|
|
q05.append(models[key]['q05'])
|
|
q25.append(models[key]['q25'])
|
|
q75.append(models[key]['q75'])
|
|
q95.append(models[key]['q95'])
|
|
labels.append(models[key]['label'])
|
|
|
|
axes[0].boxplot(q05, labels=labels, vert=False, autorange=True, showmeans=True)
|
|
axes[1].boxplot(q25, labels=labels, vert=False, autorange=True, showmeans=True)
|
|
axes[2].boxplot(q75, labels=labels, vert=False, autorange=True, showmeans=True)
|
|
axes[3].boxplot(q95, labels=labels, vert=False, autorange=True, showmeans=True)
|
|
|
|
plt.tight_layout()
|
|
|
|
Util.show_and_save_image(fig, file, save)
|
|
|
|
|
|
|
|
def plot_dataframe_interval_pinball(file_synthetic, file_analytic, experiments, tam, save=False, file=None,
|
|
sort_columns=['COVAVG','SHARPAVG','COVSTD','SHARPSTD'],
|
|
sort_ascend=[True, False, True, True], save_best=False,
|
|
ignore=None, replace=None):
|
|
|
|
fig, axes = plt.subplots(nrows=1, ncols=4, figsize=tam)
|
|
axes[0].set_title(r'$\tau=0.05$')
|
|
axes[1].set_title(r'$\tau=0.25$')
|
|
axes[2].set_title(r'$\tau=0.75$')
|
|
axes[3].set_title(r'$\tau=0.95$')
|
|
|
|
dat_syn = pd.read_csv(file_synthetic, sep=";", usecols=interval_dataframe_synthetic_columns())
|
|
|
|
bests = find_best(dat_syn, sort_columns, sort_ascend)
|
|
|
|
dat_ana = pd.read_csv(file_analytic, sep=";", usecols=interval_dataframe_analytic_columns(experiments))
|
|
|
|
data_columns = analytical_data_columns(experiments)
|
|
|
|
if save_best:
|
|
dat = pd.DataFrame.from_dict(bests, orient='index')
|
|
dat.to_csv(Util.uniquefilename(file_synthetic.replace("synthetic","best")), sep=";", index=False)
|
|
|
|
q05 = []
|
|
q25 = []
|
|
q75 = []
|
|
q95 = []
|
|
labels = []
|
|
|
|
for b in sorted(bests.keys()):
|
|
if check_ignore_list(b, ignore):
|
|
continue
|
|
best = bests[b]
|
|
df = dat_ana[(dat_ana.Model == best["Model"]) & (dat_ana.Order == best["Order"])
|
|
& (dat_ana.Scheme == best["Scheme"]) & (dat_ana.Partitions == best["Partitions"])]
|
|
q05.append(extract_measure(df, 'Q05', data_columns))
|
|
q25.append(extract_measure(df, 'Q25', data_columns))
|
|
q75.append(extract_measure(df, 'Q75', data_columns))
|
|
q95.append(extract_measure(df, 'Q95', data_columns))
|
|
labels.append(check_replace_list(best["Model"] + " " + str(best["Order"]), replace))
|
|
|
|
axes[0].boxplot(q05, labels=labels, vert=False, autorange=True, showmeans=True)
|
|
axes[1].boxplot(q25, labels=labels, vert=False, autorange=True, showmeans=True)
|
|
axes[2].boxplot(q75, labels=labels, vert=False, autorange=True, showmeans=True)
|
|
axes[3].boxplot(q95, labels=labels, vert=False, autorange=True, showmeans=True)
|
|
|
|
plt.tight_layout()
|
|
|
|
Util.show_and_save_image(fig, file, save)
|
|
|
|
|
|
def save_dataframe_probabilistic(experiments, file, objs, crps, times, save, synthetic, steps, method):
|
|
"""
|
|
Save benchmark results for m-step ahead probabilistic forecasters
|
|
:param experiments:
|
|
:param file:
|
|
:param objs:
|
|
:param crps_interval:
|
|
:param crps_distr:
|
|
:param times:
|
|
:param times2:
|
|
:param save:
|
|
:param synthetic:
|
|
:return:
|
|
"""
|
|
ret = []
|
|
|
|
if synthetic:
|
|
|
|
for k in sorted(objs.keys()):
|
|
try:
|
|
ret = []
|
|
for k in sorted(objs.keys()):
|
|
try:
|
|
mod = []
|
|
mfts = objs[k]
|
|
mod.append(mfts.shortname)
|
|
mod.append(mfts.order)
|
|
if not mfts.benchmark_only:
|
|
mod.append(mfts.partitioner.name)
|
|
mod.append(mfts.partitioner.partitions)
|
|
mod.append(len(mfts))
|
|
else:
|
|
mod.append('-')
|
|
mod.append('-')
|
|
mod.append('-')
|
|
mod.append(steps[k])
|
|
mod.append(method[k])
|
|
mod.append(np.round(np.nanmean(crps[k]), 2))
|
|
mod.append(np.round(np.nanstd(crps[k]), 2))
|
|
mod.append(np.round(np.nanmean(times[k]), 4))
|
|
mod.append(np.round(np.nanstd(times[k]), 4))
|
|
ret.append(mod)
|
|
except Exception as e:
|
|
print('Erro: %s' % e)
|
|
except Exception as ex:
|
|
print("Erro ao salvar ", k)
|
|
print("Exceção ", ex)
|
|
|
|
columns = probabilistic_dataframe_synthetic_columns()
|
|
else:
|
|
for k in sorted(objs.keys()):
|
|
try:
|
|
mfts = objs[k]
|
|
n = mfts.shortname
|
|
o = mfts.order
|
|
if not mfts.benchmark_only:
|
|
s = mfts.partitioner.name
|
|
p = mfts.partitioner.partitions
|
|
l = len(mfts)
|
|
else:
|
|
s = '-'
|
|
p = '-'
|
|
l = '-'
|
|
st = steps[k]
|
|
mt = method[k]
|
|
tmp = [n, o, s, p, l, st, mt, 'CRPS']
|
|
tmp.extend(crps[k])
|
|
ret.append(deepcopy(tmp))
|
|
tmp = [n, o, s, p, l, st, mt, 'TIME']
|
|
tmp.extend(times[k])
|
|
ret.append(deepcopy(tmp))
|
|
except Exception as ex:
|
|
print("Erro ao salvar ", k)
|
|
print("Exceção ", ex)
|
|
columns = probabilistic_dataframe_analytic_columns(experiments)
|
|
dat = pd.DataFrame(ret, columns=columns)
|
|
if save: dat.to_csv(Util.uniquefilename(file), sep=";")
|
|
return dat
|
|
|
|
|
|
def probabilistic_dataframe_analytic_columns(experiments):
|
|
columns = [str(k) for k in np.arange(0, experiments)]
|
|
columns.insert(0, "Model")
|
|
columns.insert(1, "Order")
|
|
columns.insert(2, "Scheme")
|
|
columns.insert(3, "Partitions")
|
|
columns.insert(4, "Size")
|
|
columns.insert(5, "Steps")
|
|
columns.insert(6, "Method")
|
|
columns.insert(7, "Measure")
|
|
return columns
|
|
|
|
|
|
def probabilistic_dataframe_synthetic_columns():
|
|
columns = ["Model", "Order", "Scheme", "Partitions","Size", "Steps", "Method", "CRPSAVG", "CRPSSTD",
|
|
"TIMEAVG", "TIMESTD"]
|
|
return columns
|
|
|
|
|
|
def cast_dataframe_to_synthetic_probabilistic(df, data_columns):
|
|
crps1 = extract_measure(df, 'CRPS', data_columns)
|
|
times1 = extract_measure(df, 'TIME', data_columns)
|
|
ret = []
|
|
ret.append(np.round(np.nanmean(crps1), 2))
|
|
ret.append(np.round(np.nanstd(crps1), 2))
|
|
ret.append(np.round(np.nanmean(times1), 2))
|
|
ret.append(np.round(np.nanstd(times1), 2))
|
|
return ret
|
|
|
|
|
|
def unified_scaled_probabilistic(experiments, tam, save=False, file=None,
|
|
sort_columns=['CRPSAVG', 'CRPSSTD'],
|
|
sort_ascend=[True, True], save_best=False,
|
|
ignore=None, replace=None):
|
|
fig, axes = plt.subplots(nrows=1, ncols=1, figsize=tam)
|
|
|
|
axes.set_title('CRPS')
|
|
#axes[1].set_title('CRPS Distribution Ahead')
|
|
|
|
models = {}
|
|
|
|
for experiment in experiments:
|
|
|
|
print(experiment)
|
|
|
|
mdl = {}
|
|
|
|
dat_syn = pd.read_csv(experiment[0], sep=";", usecols=probabilistic_dataframe_synthetic_columns())
|
|
|
|
bests = find_best(dat_syn, sort_columns, sort_ascend)
|
|
|
|
dat_ana = pd.read_csv(experiment[1], sep=";", usecols=probabilistic_dataframe_analytic_columns(experiment[2]))
|
|
|
|
crps1 = []
|
|
crps2 = []
|
|
|
|
data_columns = analytical_data_columns(experiment[2])
|
|
|
|
for b in sorted(bests.keys()):
|
|
if check_ignore_list(b, ignore):
|
|
continue
|
|
|
|
if b not in models:
|
|
models[b] = {}
|
|
models[b]['crps1'] = []
|
|
models[b]['crps2'] = []
|
|
|
|
if b not in mdl:
|
|
mdl[b] = {}
|
|
mdl[b]['crps1'] = []
|
|
mdl[b]['crps2'] = []
|
|
|
|
best = bests[b]
|
|
|
|
print(best)
|
|
|
|
tmp = dat_ana[(dat_ana.Model == best["Model"]) & (dat_ana.Order == best["Order"])
|
|
& (dat_ana.Scheme == best["Scheme"]) & (dat_ana.Partitions == best["Partitions"])]
|
|
tmpl = extract_measure(tmp, 'CRPS_Interval', data_columns)
|
|
mdl[b]['crps1'].extend(tmpl)
|
|
crps1.extend(tmpl)
|
|
tmpl = extract_measure(tmp, 'CRPS_Distribution', data_columns)
|
|
mdl[b]['crps2'].extend(tmpl)
|
|
crps2.extend(tmpl)
|
|
|
|
models[b]['label'] = check_replace_list(best["Model"] + " " + str(best["Order"]), replace)
|
|
|
|
crps1_param = scale_params(crps1)
|
|
crps2_param = scale_params(crps2)
|
|
|
|
for key in sorted(mdl.keys()):
|
|
print(key)
|
|
models[key]['crps1'].extend(scale(mdl[key]['crps1'], crps1_param))
|
|
models[key]['crps2'].extend(scale(mdl[key]['crps2'], crps2_param))
|
|
|
|
crps1 = []
|
|
crps2 = []
|
|
labels = []
|
|
for key in sorted(models.keys()):
|
|
crps1.append(models[key]['crps1'])
|
|
crps2.append(models[key]['crps2'])
|
|
labels.append(models[key]['label'])
|
|
|
|
axes[0].boxplot(crps1, labels=labels, autorange=True, showmeans=True)
|
|
axes[1].boxplot(crps2, labels=labels, autorange=True, showmeans=True)
|
|
|
|
plt.tight_layout()
|
|
|
|
Util.show_and_save_image(fig, file, save)
|
|
|
|
|
|
|
|
def plot_dataframe_probabilistic(file_synthetic, file_analytic, experiments, tam, save=False, file=None,
|
|
sort_columns=['CRPS1AVG', 'CRPS2AVG', 'CRPS1STD', 'CRPS2STD'],
|
|
sort_ascend=[True, True, True, True], save_best=False,
|
|
ignore=None, replace=None):
|
|
|
|
fig, axes = plt.subplots(nrows=2, ncols=1, figsize=tam)
|
|
|
|
axes[0].set_title('CRPS')
|
|
axes[1].set_title('CRPS')
|
|
|
|
dat_syn = pd.read_csv(file_synthetic, sep=";", usecols=probabilistic_dataframe_synthetic_columns())
|
|
|
|
bests = find_best(dat_syn, sort_columns, sort_ascend)
|
|
|
|
dat_ana = pd.read_csv(file_analytic, sep=";", usecols=probabilistic_dataframe_analytic_columns(experiments))
|
|
|
|
data_columns = analytical_data_columns(experiments)
|
|
|
|
if save_best:
|
|
dat = pd.DataFrame.from_dict(bests, orient='index')
|
|
dat.to_csv(Util.uniquefilename(file_synthetic.replace("synthetic","best")), sep=";", index=False)
|
|
|
|
crps1 = []
|
|
crps2 = []
|
|
labels = []
|
|
|
|
for b in sorted(bests.keys()):
|
|
if check_ignore_list(b, ignore):
|
|
continue
|
|
best = bests[b]
|
|
df = dat_ana[(dat_ana.Model == best["Model"]) & (dat_ana.Order == best["Order"])
|
|
& (dat_ana.Scheme == best["Scheme"]) & (dat_ana.Partitions == best["Partitions"])]
|
|
crps1.append( extract_measure(df,'CRPS_Interval',data_columns) )
|
|
crps2.append(extract_measure(df, 'CRPS_Distribution', data_columns))
|
|
labels.append(check_replace_list(best["Model"] + " " + str(best["Order"]), replace))
|
|
|
|
axes[0].boxplot(crps1, labels=labels, autorange=True, showmeans=True)
|
|
axes[1].boxplot(crps2, labels=labels, autorange=True, showmeans=True)
|
|
|
|
plt.tight_layout()
|
|
Util.show_and_save_image(fig, file, save)
|
|
|