predict.idpoly <- function(x,data,nahead=1){ y <- outputData(data); u<- inputData(data) G <- signal::Arma(b=c(rep(0,x$ioDelay),x$B), a= as.numeric(polynom::polynomial(x$A)* polynom::polynomial(x$F1))) det_sys <- as.numeric(signal::filter(G,u)) if(x$type=="oe" || nahead==Inf){ ypred <- det_sys } else{ Hden <- as.numeric(polynom::polynomial(x$A)*polynom::polynomial(x$D)) Hinv <- signal::Arma(b=Hden,a=x$C) filtered <- as.numeric(signal::filter(Hinv,as.numeric(y)-det_sys)) if(nahead!=1){ H <- as.numeric(polynom::polynomial(x$C)*polyinv(Hden,nahead)) Hl <- signal::Ma(H[1:nahead]) filtered <- as.numeric(signal::filter(Hl,filtered)) } ypred <- as.numeric(y) - filtered } ts(ypred,start=start(data),deltat=deltat(data)) } polyinv <- function(x,k){ gamma <- 1/Re(polyroot(x)) inverse <- function(y,k){ sapply(1:k-1,function(i) y^i) } z <- lapply(lapply(gamma,inverse,k=2),polynom::polynomial) temp = z[[1]] if(length(z)>1){ for(i in 2:length(z)){ temp = temp*z[[i]] } } temp } #' Predictions of identified model #' #' Predicts the output of an identified model (\code{estpoly}) object K steps ahead. #' #' @param x \code{estpoly} object containing the identified model #' @param newdata optional dataset to be used for predictions. If not supplied, #' predictions are made on the training set. #' @param nahead number of steps ahead at which to predict (Default:1). For infinite- #' step ahead predictions or pure simulation, supply \code{Inf}. #' #' @return #' Time-series containing the predictions #' #' @examples #' data(arxsim) #' Yhat <- predict(mod1,data) # 1-step ahead predictions #' Yhat_2 <- predict(mod1,data,nahead=2) # 2-step ahead predictions #' Yhat_inf <- predict(mod1,data,nahead=Inf) # Infinite-step ahead predictions #' #' @references #' Arun K. Tangirala (2015), \emph{Principles of System Identification: Theory #' and Practice}, CRC Press, Boca Raton. Chapter 18 #' #' @export predict.estpoly <- function(x,newdata=NULL,nahead=1){ if(is.null(newdata)&& nahead==1){ return(fitted(x)) } else{ model <- x$sys if(is.null(newdata)){ y <- fitted(x)+resid(x) u <- x$input z <- idframe(y,u,Ts = deltat(y),start=start(y)) } else{ z <- newdata } predict(model,z,nahead) } } #' Compare the measured output and the predicted output(s) #' #' Plots the output predictions of model(s) superimposed over validation data, #' data, for comparison. #' #' @param data validation data in the form of an \code{idframe} object #' @param nahead number of steps ahead at which to predict (Default:1). For infinite- #' step ahead predictions, supply \code{Inf}. #' @param \ldots models whose predictions are to be compared #' #' @examples #' data(arxsim) #' compare(data,nahead=Inf,mod1,mod2,mod3) #' #' @seealso \code{\link{predict.estpoly}} for obtaining model predictions #' @import ggplot2 reshape2 #' @export compare <- function(data,nahead=1,...){ # Input Validation input_list <- as.list(substitute(list(...)))[-1] dots <- list(...) if(is.null(dots)) stop("No model supplied") Y <- sapply(dots,predict,newdata=data,nahead=nahead) nrmse <- sapply(dots,FUN = function(x) fitch(x)$FitPer) temp <- paste(as.character(input_list),paste(round(nrmse,2),"%",sep=""), sep=": ") df <- data.frame(Time = as.numeric(time(data)), Actual=as.numeric(outputData(data)[,1]),Y) meltdf <- melt(df,id="Time") ggplot(meltdf,aes(x=Time,y=value,color=variable,group=variable))+geom_line(size=1)+ ggtitle(paste("Comparison with model predictions",nahead,"step(s) ahead"))+ theme_bw()+ylab(outputNames(data)) + labs(colour="") + scale_colour_hue(labels=c("Measured",temp),l=50) }