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arima.R
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arima.R
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# install.packages("TSPred")
library(TSPred)
start_time <- Sys.time()
#
# # MINI Dollar
#
#
# dolar = read.csv('minidolar/wdo.csv', sep = '|')
# dolar_train = dolar$fechamento[1:round(0.8*nrow(dolar))]
# dolar_test = dolar$fechamento[round(0.8*nrow(dolar)+1):nrow(dolar)]
#
# xx = dolar$fechamento
# currentIndex<-length(dolar_train);
# len = NROW( dolar );
# forecasts_arima_fit = dolar_test;
# repeat
# {
# nextIndex = currentIndex + 1
#
# # Get the series
# yy = xx[1:currentIndex]
# yp = c(xx[nextIndex])
#
# fittest <- fittestArima(yy, yp)
#
# # Save the forecast
# forecasts_arima_fit[currentIndex-length(dolar_train)+1] = fittest$pred$pred[1]
#
#
# if( nextIndex > len -1) break
#
# currentIndex = nextIndex
# }
#
#
# MSE.arima <- MSE(dolar_test,forecasts_arima_fit)
# RMSE.arima <- sqrt(MSE.arima)
# print('MINI Dollar')
# print(RMSE.arima)
#
# end_time <- Sys.time()
#
# elapsed_time = end_time - start_time
#
# writeLines(paste('MINI Dollar',RMSE.arima,elapsed_time, sep=','), 'output/arimaR.csv')
#
# # BTC-USD
#
#
# btc = read.csv('btc-usd.csv', sep = ',')
# btc_train = btc$close[1:round(0.8*nrow(btc))]
# btc_test = btc$close[round(0.8*nrow(btc)+1):nrow(btc)]
#
# xx = btc$close
# currentIndex<-length(btc_train);
# len = NROW( btc );
# forecasts_arima_fit = btc_test;
#
# repeat
# {
# nextIndex = currentIndex + 1
#
# # Get the series
# yy = xx[1:currentIndex]
# yp = c(xx[nextIndex])
#
# fittest <- fittestArima(yy, yp)
#
# # Save the forecast
# forecasts_arima_fit[currentIndex-length(btc_train)+1] = fittest$pred$pred[1]
#
#
# if( nextIndex > len -1) break
#
# currentIndex = nextIndex
# }
#
#
# MSE.arima <- MSE(btc_test,forecasts_arima_fit)
# RMSE.arima <- sqrt(MSE.arima)
# print('BTC-USD')
# print(RMSE.arima)
#
# end_time <- Sys.time()
#
# elapsed_time = end_time - start_time
#
# writeLines(paste('BTC-USD',RMSE.arima,elapsed_time, sep=','), 'output/arimaR.csv')
# furnas
#
# btc = read.csv('furnas-vazoes-medias-mensais-m3s.csv', sep = ',')
# btc_train = btc$furnas[1:round(0.8*nrow(btc))]
# btc_test = btc$furnas[round(0.8*nrow(btc)+1):nrow(btc)]
#
# xx = btc$furnas
# currentIndex<-length(btc_train);
# len = NROW( btc );
# forecasts_arima_fit = btc_test;
#
# repeat
# {
# nextIndex = currentIndex + 1
#
# # Get the series
# yy = xx[1:currentIndex]
# yp = c(xx[nextIndex])
#
# fittest <- fittestArima(yy, yp)
#
# # Save the forecast
# forecasts_arima_fit[currentIndex-length(btc_train)+1] = fittest$pred$pred[1]
#
#
# if( nextIndex > len -1) break
#
# currentIndex = nextIndex
# }
#
#
# MSE.arima <- MSE(btc_test,forecasts_arima_fit)
# RMSE.arima <- sqrt(MSE.arima)
# print('furnas')
# print(RMSE.arima)
#
# end_time <- Sys.time()
#
# elapsed_time = end_time - start_time
#
# writeLines(paste('furnas',RMSE.arima,elapsed_time, sep=','), 'output/arimaR.csv')
#
#
#
# # rain
#
#
# btc = read.csv('annual-rainfall-at-fortaleza-bra.csv', sep = ',')
# btc_train = btc$rainfall[1:round(0.8*nrow(btc))]
# btc_test = btc$rainfall[round(0.8*nrow(btc)+1):nrow(btc)]
#
# xx = btc$rainfall
# currentIndex<-length(btc_train);
# len = NROW( btc );
# forecasts_arima_fit = btc_test;
#
# repeat
# {
# nextIndex = currentIndex + 1
#
# # Get the series
# yy = xx[1:currentIndex]
# yp = c(xx[nextIndex])
#
# fittest <- fittestArima(yy, yp)
#
# # Save the forecast
# forecasts_arima_fit[currentIndex-length(btc_train)+1] = fittest$pred$pred[1]
#
#
# if( nextIndex > len -1) break
#
# currentIndex = nextIndex
# }
#
#
# MSE.arima <- MSE(btc_test,forecasts_arima_fit)
# RMSE.arima <- sqrt(MSE.arima)
# print('rain')
# print(RMSE.arima)
#
# end_time <- Sys.time()
#
# elapsed_time = end_time - start_time
#
# writeLines(paste('rain',RMSE.arima,elapsed_time, sep=','), 'output/arimaR.csv')
#variacoes
dolar = read.csv('minidolar/wdo.csv', sep = '|')
dolar = 100*((dolar$fechamento[2:nrow(dolar)] - dolar$fechamento[1:nrow(dolar)-1])/dolar$fechamento[1:nrow(dolar)-1])
dolar_train = dolar[1:round(0.8*length(dolar))]
dolar_test = dolar[round(0.8*length(dolar)+1):length(dolar)]
xx = dolar
currentIndex<-length(dolar_train);
len = length( dolar );
forecasts_arima_fit = dolar_test;
repeat
{
nextIndex = currentIndex + 1
# Get the series
yy = xx[1:currentIndex]
yp = c(xx[nextIndex])
fittest <- fittestArima(yy, yp)
# Save the forecast
forecasts_arima_fit[currentIndex-length(dolar_train)+1] = fittest$pred$pred[1]
if( nextIndex > len -1) break
currentIndex = nextIndex
}
MSE.arima <- MSE(dolar_test,forecasts_arima_fit)
RMSE.arima <- sqrt(MSE.arima)
print('Variacoes MINI Dollar')
print(RMSE.arima)
end_time <- Sys.time()
elapsed_time = end_time - start_time
writeLines(paste('Variacoes MINI Dollar',RMSE.arima,elapsed_time, sep=','), 'output/arimaR.csv')