Skip to content

PACF plot #62

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
mj-xmr merged 1 commit into from
Jan 26, 2022
Merged

PACF plot #62

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
3 changes: 2 additions & 1 deletion src/lib-base/src/MatplotACF.cpp
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -36,7 +36,8 @@ void MatplotACF::Plot(const EnjoLib::VecD & dat, int lags, const EnjoLib::Str &
AlgoSTDIVec<double>().Reverse(&reversed);
//ofs << dat.PrintPython("dat") << Nl;
ofs << reversed.PrintPython("dat") << Nl;
ofs << "plotData(dat, " << lags << ", '" << title << "')" << Nl;
ofs << "plotACF(dat, " << lags << ", '" << title << "')" << Nl;
ofs << "plotPACF(dat, " << lags << ", '" << title << "')" << Nl;
}

ToolsMixed().SystemCallWarn("python3 " + scriptOut, "MatplotACF::Plot()");
Expand Down
4 changes: 2 additions & 2 deletions src/lib-base/src/OptimizerBase.cpp
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -123,7 +123,7 @@ void OptimizerBase::operator()()
Consume(dataNewT.at(i));
if (gcfgMan.cfgOpti->OPTI_RANDOM_EARLY_STOP && IsEarlyStop())
{
LOGL << "Early stop. The recent changes were less than " << gcfgMan.cfgOpti->OPTI_RANDOM_MIN_DIFF_PROMILE << " ‰ after " << i << " iterations.\n";
LOGL << "Early stop. The recent variance changes were less than " << gcfgMan.cfgOpti->OPTI_RANDOM_MIN_DIFF_PROMILE << " ‰ after " << i << " iterations.\n";
break;
}
}
Expand Down Expand Up @@ -251,7 +251,7 @@ void OptimizerBase::PlotVariance() const
const float scaleY = 0.5;
const Formatters fmt;
ELO
GnuplotPlotTerminal1d(m_goalsMod.Diffs().Smooth(GetSmoothing()), "Variance changes:", scaleX, scaleY);
GnuplotPlotTerminal1d(m_goalsMod.Diffs().Smooth(GetSmoothing()), "Variance changes (low values mean that no better solution can be found):", scaleX, scaleY);
LOG << "Best │ " << fmt.VecLabel() << " │\n";
LOG << fmt.FormatVar(m_goalMax) << " " << fmt.FormatVec(m_goals) << Endl;
const StatsUtil::Distrib & distrib = StatsUtil().GetDistrib(m_goals);
Expand Down
24 changes: 21 additions & 3 deletions src/tsqsim-lib/static/scripts/plot_acf_pacf.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -15,11 +15,28 @@
#from pandas.plotting import register_matplotlib_converters
#from statsmodels.graphics.tsaplots import plot_acf, plot_pacf
#register_matplotlib_converters()
from statsmodels.tsa.stattools import acf, pacf


def plotData(data, lags):
def plotACF(data, lags, title):
obj = pd.plotting.autocorrelation_plot(data)
obj.set_xlim([0, lags])
obj.set_title("Autocorr. (" + str(lags) + ") " + title)
plt.show()

def plotPACF(data, lags, title):
pacf_vals = pacf(data)
#fig = plt.figure()
y = pacf_vals#[:lags]
length = len(y)
if lags > length:
lags = length
x = list(range(lags))
print(len(x))
print(length)
plt.bar(x, y)
plt.grid()
plt.title("Partial Autocorr. (" + str(lags) + ") " + title)
plt.show()

def demo():
Expand All @@ -41,12 +58,13 @@ def demo():
#acf_plot = plot_acf(df_ice_cream.production, lags=100)

a = [1, 2, 3, 4, 5, 6]
plotData(a, 4)
plotACF(a, 4, "demo")
plotPACF(a, 4, "demo")
#obj = pd.plotting.autocorrelation_plot(df_ice_cream.production)
#plt.show()


#acf_plot = plot_acf(a, lags=5)
#acf_plot.show()

#demo()
demo()