change to blue style

LAMPSPUC · Oct 27, 2024 · 53ceade · 53ceade
1 parent 3b3d44a
commit 53ceade
Show file tree

Hide file tree

Showing 20 changed files with 1,514 additions and 743 deletions.
diff --git a/.JuliaFormatter.toml b/.JuliaFormatter.toml
@@ -1 +1 @@
-style = "yas"              # Optional predefined style
+style = "blue"              # Optional predefined style
diff --git a/docs/make.jl b/docs/make.jl
@@ -3,18 +3,19 @@ using Documenter
 include("../src/StateSpaceLearning.jl")
 
 # Set up to run docstrings with jldoctest
-DocMeta.setdocmeta!(StateSpaceLearning, :DocTestSetup, :(using StateSpaceLearning);
-                    recursive=true)
+DocMeta.setdocmeta!(
+    StateSpaceLearning, :DocTestSetup, :(using StateSpaceLearning); recursive=true
+)
 
 makedocs(;
-         modules=[StateSpaceLearning],
-         doctest=true,
-         clean=true,
-         checkdocs=:none,
-         format=Documenter.HTML(; mathengine=Documenter.MathJax2()),
-         sitename="StateSpaceLearning.jl",
-         authors="André Ramos",
-         pages=["Home" => "index.md", "manual.md"],)
+    modules=[StateSpaceLearning],
+    doctest=true,
+    clean=true,
+    checkdocs=:none,
+    format=Documenter.HTML(; mathengine=Documenter.MathJax2()),
+    sitename="StateSpaceLearning.jl",
+    authors="André Ramos",
+    pages=["Home" => "index.md", "manual.md"],
+)
 
-deploydocs(; repo="github.com/LAMPSPUC/StateSpaceLearning.jl.git",
-           push_preview=true)
+deploydocs(; repo="github.com/LAMPSPUC/StateSpaceLearning.jl.git", push_preview=true)
diff --git a/paper_tests/m4_test/evaluate_model.jl b/paper_tests/m4_test/evaluate_model.jl
@@ -1,6 +1,13 @@
-function evaluate_SSL(initialization_df::DataFrame, results_df::DataFrame, input::Dict,
-                      outlier::Bool, α::Float64, H::Int64, sample_size::Int64,
-                      information_criteria::String)
+function evaluate_SSL(
+    initialization_df::DataFrame,
+    results_df::DataFrame,
+    input::Dict,
+    outlier::Bool,
+    α::Float64,
+    H::Int64,
+    sample_size::Int64,
+    information_criteria::String,
+)
     normalized_y = input["normalized_train"]
     y_train = input["train"]
     y_test = input["test"]
@@ -10,13 +17,26 @@ function evaluate_SSL(initialization_df::DataFrame, results_df::DataFrame, input
     T = length(normalized_y)
     normalized_y = normalized_y[max(1, T - sample_size + 1):end]
 
-    model = StateSpaceLearning.StructuralModel(normalized_y; level=true,
-                                               stochastic_level=true, trend=true,
-                                               stochastic_trend=true, seasonal=true,
-                                               stochastic_seasonal=true, freq_seasonal=12,
-                                               outlier=outlier, ζ_ω_threshold=12)
-    StateSpaceLearning.fit!(model; α=α, information_criteria=information_criteria, ϵ=0.05,
-                            penalize_exogenous=true, penalize_initial_states=true)
+    model = StateSpaceLearning.StructuralModel(
+        normalized_y;
+        level=true,
+        stochastic_level=true,
+        trend=true,
+        stochastic_trend=true,
+        seasonal=true,
+        stochastic_seasonal=true,
+        freq_seasonal=12,
+        outlier=outlier,
+        ζ_ω_threshold=12,
+    )
+    StateSpaceLearning.fit!(
+        model;
+        α=α,
+        information_criteria=information_criteria,
+        ϵ=0.05,
+        penalize_exogenous=true,
+        penalize_initial_states=true,
+    )
 
     normalized_prediction = StateSpaceLearning.forecast(model, H)
     prediction = de_normalize(normalized_prediction, max_y, min_y)
@@ -25,11 +45,17 @@ function evaluate_SSL(initialization_df::DataFrame, results_df::DataFrame, input
     smape = sMAPE(y_test, prediction)
 
     results_df = vcat(results_df, DataFrame([[mase], [smape]], [:MASE, :sMAPE]))
-    initialization_df = vcat(initialization_df,
-                             DataFrame([[model.output.residuals_variances["ξ"]],
-                                        [model.output.residuals_variances["ω"]],
-                                        [model.output.residuals_variances["ε"]],
-                                        [model.output.residuals_variances["ζ"]]],
-                                       [:ξ, :ω, :ϵ, :ζ]))
+    initialization_df = vcat(
+        initialization_df,
+        DataFrame(
+            [
+                [model.output.residuals_variances["ξ"]],
+                [model.output.residuals_variances["ω"]],
+                [model.output.residuals_variances["ε"]],
+                [model.output.residuals_variances["ζ"]],
+            ],
+            [:ξ, :ω, :ϵ, :ζ],
+        ),
+    )
     return initialization_df, results_df
-end
+end
diff --git a/paper_tests/m4_test/m4_test.jl b/paper_tests/m4_test/m4_test.jl
@@ -29,8 +29,14 @@ function append_results(filepath, results_df)
     return CSV.write(filepath, results_df)
 end
 
-function run_config(results_table::DataFrame, outlier::Bool, information_criteria::String,
-                    α::Float64, save_init::Bool, sample_size::Int64)
+function run_config(
+    results_table::DataFrame,
+    outlier::Bool,
+    information_criteria::String,
+    α::Float64,
+    save_init::Bool,
+    sample_size::Int64,
+)
     NAIVE_sMAPE = 14.427 #M4 Paper
     NAIVE_MASE = 1.063   #M4 Paper
 
@@ -47,9 +53,16 @@ function run_config(results_table::DataFrame, outlier::Bool, information_criteri
             initialization_df = DataFrame()
         end
 
-        initialization_df, results_df = evaluate_SSL(initialization_df, results_df,
-                                                     dict_vec[i], outlier, α, H,
-                                                     sample_size, information_criteria)
+        initialization_df, results_df = evaluate_SSL(
+            initialization_df,
+            results_df,
+            dict_vec[i],
+            outlier,
+            α,
+            H,
+            sample_size,
+            information_criteria,
+        )
 
         if i in [10000, 20000, 30000, 40000, 48000]
             !save_init ? append_results(filepath, results_df) : nothing
@@ -61,13 +74,24 @@ function run_config(results_table::DataFrame, outlier::Bool, information_criteri
 
     mase = trunc(mean(results_df[:, :MASE]); digits=3)
     smape = trunc(mean(results_df[:, :sMAPE]); digits=3)
-    owa = trunc(mean([mean(results_df[:, :sMAPE]) / NAIVE_sMAPE,
-                      mean(results_df[:, :MASE]) / NAIVE_MASE]); digits=3)
-    name = outlier ? "SSL-O ($(information_criteria), α = $(α))" :
-           "SSL ($(information_criteria), α = $(α))"
-    results_table = vcat(results_table,
-                         DataFrame("Names" => ["$name"], "MASE" => [mase],
-                                   "sMAPE" => [smape], "OWA" => [owa]))
+    owa = trunc(
+        mean([
+            mean(results_df[:, :sMAPE]) / NAIVE_sMAPE,
+            mean(results_df[:, :MASE]) / NAIVE_MASE,
+        ]);
+        digits=3,
+    )
+    name = if outlier
+        "SSL-O ($(information_criteria), α = $(α))"
+    else
+        "SSL ($(information_criteria), α = $(α))"
+    end
+    results_table = vcat(
+        results_table,
+        DataFrame(
+            "Names" => ["$name"], "MASE" => [mase], "sMAPE" => [smape], "OWA" => [owa]
+        ),
+    )
     return results_table
 end
 
@@ -78,13 +102,15 @@ function main()
         for information_criteria in ["aic", "bic"]
             for α in vcat([0.0], collect(0.1:0.2:0.9), [1.0])
                 @info "Running SSL with outlier = $outlier, information_criteria = $information_criteria, α = $α"
-                results_table = run_config(results_table, outlier, information_criteria, α,
-                                           false, 60)
+                results_table = run_config(
+                    results_table, outlier, information_criteria, α, false, 60
+                )
             end
         end
     end
-    return CSV.write("paper_tests/m4_test/metrics_results/SSL_METRICS_RESULTS.csv",
-                     results_table)
+    return CSV.write(
+        "paper_tests/m4_test/metrics_results/SSL_METRICS_RESULTS.csv", results_table
+    )
 end
 
 function create_dirs()
@@ -114,4 +140,4 @@ create_dirs()
 
 main()
 
-run_config(DataFrame(), false, "aic", 0.1, true, 2794)#max sample size
+run_config(DataFrame(), false, "aic", 0.1, true, 2794)#max sample size
diff --git a/paper_tests/m4_test/prepare_data.jl b/paper_tests/m4_test/prepare_data.jl
@@ -36,4 +36,4 @@ function build_train_test_dict(df_train::DataFrame, df_test::DataFrame)
         push!(dict_vec, train_test_dict[key])
     end
     return dict_vec
-end
+end
Original file line number	Diff line number	Diff line change
		@@ -1 +1 @@
		style = "yas" # Optional predefined style
		style = "blue" # Optional predefined style
-Original file line number
+Diff line change
@@ Expand Up @@
             push!(dict_vec, train_test_dict[key])
         end
         return dict_vec
-    end
+    end