From eb2c77f6b0f7f6191ca074b3d67e06808395f991 Mon Sep 17 00:00:00 2001 From: MichaelIbrahim-GaTech Date: Fri, 8 Jun 2018 08:23:09 -0400 Subject: [PATCH] Add files via upload --- M4-Method-Description.pdf | Bin 0 -> 16921 bytes dotm.r | 62 ++++++++++++++++++++++++++++++++++++++ 2 files changed, 62 insertions(+) create mode 100644 M4-Method-Description.pdf create mode 100644 dotm.r diff --git a/M4-Method-Description.pdf b/M4-Method-Description.pdf new file mode 100644 index 0000000000000000000000000000000000000000..dc1f585a9de4fcb20435190125f66cfcbe4031fb GIT binary patch literal 16921 zcmeHvc|4Tu_y5?-R>{6j)+lB-GqM{*$WE3RW-!8NjD43Uq!ne2(qc_WNKw`nT9uL( zOG!itk*)7Nq(^3+@8|P;e&6r+_s?Tq^SZD5%sJ;e?{n^JJJ)rSGshVy!&J~boN`xz zKORmP7z!r4dGm0pt3#|q{fQ7gJQeRl_Jo+@J&6HeIPkM2#02l>xs~XrY-6PehFDQ4 zf$mgm3Xy0@CR4#M)g=~FJY}Dep9dLGLn{&qV1SLNsR=P9Qt<>pCm4pL)ny5>B@u&( z6mtsEgGeFzxdWBJkW1BQYVvRr{Rm6e&s5j1_y;MH<8 z5}h1?1*nPo6O1J>fE-8x>IFo8zAwwlzdgRnAO*7g1cl_#BCX?A+qGhtmQXcgn`Xxzs`U9 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+load("M4.RData") + +Size = 100000 +MaxH = 48 + +forec = matrix(NA, nrow=Size , ncol=MaxH) +lower = matrix(NA, nrow=Size , ncol=MaxH) +upper = matrix(NA, nrow=Size , ncol=MaxH) + + +#cnames <- c() +#for(i in 1:MaxH){ +# cnames <- c(cnames ,sprintf("F%d",i)) +#} +#col.names(forec) <- cnames +#col.names(lower) <- cnames +#col.names(upper) <- cnames + +rnames <- c() +for(i in 1:Size){ + rnames <- c(rnames ,M4[[i]]$st) +} +row.names(forec) <- rnames +row.names(lower) <- rnames +row.names(upper) <- rnames + +for(i in 1:Size){ + if(i %% 1000 == 0){print(i);} + x=M4[[i]]$x + if(M4[[i]]$n >= 5000) +{ +x = ts(M4[[i]]$x[(M4[[i]]$n-4999):M4[[i]]$n]) +} + h=M4[[i]]$h +res <- tryCatch({ + out = dotm(x,h,level=c(97.5)) + forec[i,1:h] = out$mean + lower[i,1:h] = out$lower + upper[i,1:h] = out$upper + +}, warning = function(warning_condition) { + return (0) +}, error = function(error_condition) { +return (0) +}, finally={ + +}) + +} + +write.csv(forec, file = "dotm.csv", row.names = TRUE, col.names = TRUE) + + +write.csv(lower, file = "dotmL.csv", row.names = TRUE, col.names = TRUE) + + +write.csv(upper, file = "dotmU.csv", row.names = TRUE, col.names = TRUE) + +