New UCM CV

giocoal · Jan 4, 2023 · 4bcce75 · 4bcce75
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Showing 7 changed files with 1,055 additions and 1,051 deletions.
diff --git a/Analisi predittive/Errors/UCM/UCM_Covid_e1.csv b/Analisi predittive/Errors/UCM/UCM_Covid_e1.csv
diff --git a/Analisi predittive/Errors/UCM/UCM_Covid_e1_percentage.csv b/Analisi predittive/Errors/UCM/UCM_Covid_e1_percentage.csv
diff --git a/Analisi predittive/Errors/UCM/UCM_Covid_e3.csv b/Analisi predittive/Errors/UCM/UCM_Covid_e3.csv
diff --git a/Analisi predittive/Errors/UCM/UCM_Covid_e3_percentage.csv b/Analisi predittive/Errors/UCM/UCM_Covid_e3_percentage.csv
diff --git a/Analisi predittive/Errors/UCM/UCM_Covid_e5.csv b/Analisi predittive/Errors/UCM/UCM_Covid_e5.csv
diff --git a/Analisi predittive/Errors/UCM/UCM_Covid_e5_percentage.csv b/Analisi predittive/Errors/UCM/UCM_Covid_e5_percentage.csv
diff --git a/Analisi predittive/UCM_R1.Rmd b/Analisi predittive/UCM_R1.Rmd
@@ -1231,7 +1231,7 @@ source("My-TSCrossValidation-Functions.R")
 ```{r}
 # Parametri di cross-validation globali
 h = 60 # 8 settimane
-initial = 540 # Un anno
+initial = 365 # Un anno
 window = NULL # no moving window, si rolling origin
 
 # Calcolo tempo di computazione
@@ -1253,13 +1253,17 @@ e3_percentage <- e_3$e_percentage
 e3_groundtruth <- e_3$e_groundtruth
 e3_estimate <- e_3$e_estimate
 
+initial = 540 # Un anno
+
 # CV su MODELLO 4
 e_4 <- tsCV_UCM(my_xts = ss, forecastfunction = mod4_post, h=h, initial = initial, window = window)
 e4 <- e_4$e
 e4_percentage <- e_4$e_percentage
 e4_groundtruth <- e_4$e_groundtruth
 e4_estimate <- e_4$e_estimate
 
+initial = 365 # Un anno
+
 # CV su MODELLO 5
 e_5 <- tsCV_UCM(my_xts = ss, forecastfunction = mod5_post, h=h, initial = initial, window = window)
 e5 <- e_5$e