########################################## #USANDO TIME SERIES (SÉRIES TEMPORAIS) #DADOS: MÁRIO ############################################# #####INSTALANDO OS PACOTES###### install.packages("ggfortify") library(ggfortify) install.packages("fpp2") library(fpp2) ####LENDO OS DADOS##### mario <- read.csv("mario.csv", header=TRUE) str(mario) ####TRANSFORMANDO MARIO EM UMA TIME SERIES CLASS (ts)######## mario_ts <- ts(mario[,2], start=c(2002), frequency=6) #####DECOMPONDO O MÁRIO###### d<-decompose(mario_ts) plot(d) plot(d$x) plot(d$trend) plot(d$seasonal) plot(d$random) plot(d$figure) ####OUTRA MANEIRA DE PLOTAR#### autoplot(mario_ts, ts.colour = "blue") autoplot(ma(mario_ts,5), ts.colour = "red", ts.size = 1) autoplot(mario_ts, ts.colour = "blue", ts.size = 0.5) + autolayer(ma(mario_ts,5), series="5-MA") + theme(axis.line.x = element_line(size = 0.5, colour = "black"), axis.line.y = element_line(size = 0.5, colour = "black"), axis.line = element_line(size=1, colour = "black"), panel.grid.major = element_blank(), panel.grid.minor = element_blank(), panel.border = element_blank(), panel.background = element_blank(), axis.text.x=element_text(size=6, face="bold", color = "black", angle = 45, hjust=1), axis.text.y=element_text(size=12, face="bold"), axis.title.y=element_text(size=14, face = "bold"), axis.title.x = element_text (size = 16, face = "bold"), legend.title = element_blank(), legend.text = element_text(size=11)) ####PLOTANDO O MÁRIO POR ANO###### ggseasonplot(mario_ts) + theme(axis.line.x = element_line(size = 0.5, colour = "black"), axis.line.y = element_line(size = 0.5, colour = "black"), axis.line = element_line(size=1, colour = "black"), panel.grid.major = element_blank(), panel.grid.minor = element_blank(), panel.border = element_blank(), panel.background = element_blank(), axis.text.x=element_text(size=12, face="bold", color = "black", angle = 0, hjust=1), axis.text.y=element_text(size=12, face="bold"), axis.title.y=element_text(size=14, face = "bold"), axis.title.x = element_text (size = 16, face = "bold"), legend.title = element_blank(), legend.text = element_text(size=11)) #####PLOTANDO O MÁRIO POR PERÍODO#### ggsubseriesplot(mario_ts) + geom_line(color = "black") + theme(axis.line.x = element_line(size = 0.5, colour = "black"), axis.line.y = element_line(size = 0.5, colour = "black"), axis.line = element_line(size=1, colour = "black"), panel.grid.major = element_blank(), panel.grid.minor = element_blank(), panel.border = element_blank(), panel.background = element_blank(), axis.text.x=element_text(size=12, face="bold", color = "black", angle = 0, hjust=1), axis.text.y=element_text(size=12, face="bold"), axis.title.y=element_text(size=14, face = "bold"), axis.title.x = element_text (size = 16, face = "bold"), legend.title = element_blank(), legend.text = element_text(size=11)) ############################ #MODELAGEM DE SÉRIES TEMPORAIS ################################ ####MODELO SIMPLES NAIVE############### mario_naive<-naive(mario_ts) summary(mario_naive) print(mario_naive) plot(mario_naive$x) plot(mario_naive$fitted) fitted_layer <- forecast::autolayer(mario_naive$fitted, series="Fitted") fitted_values <- fitted_layer$layer_data() autoplot(mario_naive) + fitted_layer + geom_point(data = fitted_values, aes(x=timeVal, y=seriesVal), color="red") plot(forecast(mario_naive)) #####MODELO MAIS ROBUSTO HW##### hw_mario<-hw(mario_ts) print(hw_mario) summary(hw_mario) checkresiduals(hw_mario) plot(hw_mario$x) plot(hw_mario$fitted) autoplot(forecast(hw_mario)) + autolayer(hw_mario$fitted, size =1) #####MODELO ROBUSTO MAIS USADO ARIMA#### arima_mario<-auto.arima(mario_ts) print(hw_mario) summary(arima_mario) checkresiduals(arima_mario) plot(arima_mario$x) plot(arima_mario$fitted) autoplot(forecast(arima_mario)) + autolayer(arima_mario$fitted, size = 1) ####MODELO ROBUSTO STLF##### mario_stlm<-stlf(mario_ts) print(mario_stlm) summary(mario_stlm) checkresiduals(mario_stlm) plot(mario_stlm$x) plot(mario_stlm$fitted) autoplot(mario_stlm$x, ts.colour = "blue", ts.size = 0.5) + autolayer(mario_stlm$fitted, series="fitted", size =1) + theme(axis.line.x = element_line(size = 0.5, colour = "black"), axis.line.y = element_line(size = 0.5, colour = "black"), axis.line = element_line(size=1, colour = "black"), panel.grid.major = element_blank(), panel.grid.minor = element_blank(), panel.border = element_blank(), panel.background = element_blank(), axis.text.x=element_text(size=6, face="bold", color = "black", angle = 45, hjust=1), axis.text.y=element_text(size=12, face="bold"), axis.title.y=element_text(size=14, face = "bold"), axis.title.x = element_text (size = 16, face = "bold"), legend.title = element_blank(), legend.text = element_text(size=11)) plot(forecast(mario_stlm)) ####DECOMPONDO USANDO STL#################### decomp <- stl(mario_ts, s.window = "periodic") plot(decomp) plot(forecast(decomp))