# DAL ToolBox # version 1.01.727 source("https://raw.githubusercontent.com/cefet-rj-dal/daltoolbox/main/jupyter.R") #loading DAL load_library("daltoolbox") data(sin_data) ts <- ts_data(sin_data$y, 10) ts_head(ts, 3) library(ggplot2) plot_ts(x=sin_data$x, y=sin_data$y) + theme(text = element_text(size=16)) samp <- ts_sample(ts, test_size = 5) io_train <- ts_projection(samp$train) io_test <- ts_projection(samp$test) preproc <- ts_norm_gminmax() model <- ts_rf(ts_norm_gminmax(), input_size=8, nodesize=1, ntree=20) model <- fit(model, x=io_train$input, y=io_train$output) adjust <- predict(model, io_train$input) adjust <- as.vector(adjust) output <- as.vector(io_train$output) ev_adjust <- evaluate(model, output, adjust) ev_adjust$mse prediction <- predict(model, x=io_test$input[1,], steps_ahead=5) prediction <- as.vector(prediction) output <- as.vector(io_test$output) ev_test <- evaluate(model, output, prediction) ev_test yvalues <- c(io_train$output, io_test$output) plot_ts_pred(y=yvalues, yadj=adjust, ypre=prediction) + theme(text = element_text(size=16))