Last active
October 18, 2019 05:14
-
-
Save Gedevan-Aleksizde/9d994625ef9d3f2d843567d8af6a4bae to your computer and use it in GitHub Desktop.
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
require(KFAS) # 1.2.9 | |
require(dplyr) | |
require(tidyr) | |
require(ggplot2) | |
require(data.table) | |
require(zoo) | |
##### read dataset ##### | |
# https://catalog.data.gov/dataset/allegheny-county-crash-data | |
# data description | |
df.crash <- read.csv(file="data/crashdatadictionary.csv", | |
stringsAsFactors = F, fileEncoding = "utf-8") | |
df <- list() | |
for (i in 2004:2014 - 2003){ | |
df[[i]] <- read.csv(file=paste0("data/", i + 2003, "alcocrash.csv"), | |
stringsAsFactors = F, fileEncoding = "utf-8") | |
} | |
df[[length(df) + 1]] <- read.csv(file="data/d90eb4fd-1234-4f3b-ba3d-422769cd3761.csv", | |
stringsAsFactors = F, fileEncoding = "utf-8") | |
df[[length(df) + 1]] <- read.csv(file="data/reordered2016crashes.csv", stringsAsFactors = F, fileEncoding = "utf-8") | |
df <- rbindlist(df, fill = T) | |
df.mon <- filter(df, COLLISION_TYPE != 0, BICYCLE == 0) %>% group_by(CRASH_YEAR, CRASH_MONTH) %>% | |
summarise(CRASH=n(), | |
AGGRESSIVE=sum(AGGRESSIVE_DRIVING), | |
ALCOHOL=sum(ALCOHOL_RELATED), | |
PHONE=sum(CELL_PHONE), | |
CROSS_MEDIAN=sum(CROSS_MEDIAN), | |
DEER=sum(DEER_RELATED), | |
DISTRACTED=sum(DISTRACTED), | |
DRIVER_U_17YR=sum(DRIVER_16YR + DRIVER_17YR >= 1), | |
DRIVER_75PLUS=sum(DRIVER_75PLUS), | |
OVERTURNED=sum(OVERTURNED), | |
DIRT=sum(ROAD_CONDITION==2), | |
WET=sum(ROAD_CONDITION %in% c(1, 4, 7)), | |
SNOW_ICE=sum(ROAD_CONDITION %in% c(3, 5, 6)), | |
WEATHER_BAD=sum(WEATHER %in% 2:8) | |
) %>% ungroup() %>% | |
mutate(ym=as.yearmon(paste(CRASH_YEAR, CRASH_MONTH, sep="-"))) | |
##### plot ##### | |
ggplot(gather(df.mon, key = series, value=value, -ym, -CRASH_YEAR, -CRASH_MONTH) %>% filter(series != "CRASH")) + | |
geom_line(aes(x=ym, y=value, group=series), color="grey") + labs(x="year-month", "count of car crash") + | |
facet_wrap(~series, scales = "free") + theme_classic() | |
ggplot(df.mon) + geom_line(aes(x=ym, y=CRASH), color="grey", lwd=1) + labs(x="year-month", y="number of crashes") + | |
theme_classic() | |
# monthly | |
temp <- group_by(df, CRASH_MONTH) %>% summarise(y=n()) %>% ungroup | |
temp$CRASH_MONTH <- as.integer(temp$CRASH_MONTH) | |
ggplot(temp) + geom_line(aes(x=CRASH_MONTH, y=y)) + scale_x_continuous(breaks= temp$CRASH_MONTH) | |
##### modeling ##### | |
# Gaussian case | |
model1 <- SSModel(formula = CRASH ~ SSMtrend(1, Q=NA) + | |
SSMseasonal(period = 12, Q=NA), | |
data=df.mon, H = NA) | |
model2 <- SSModel(formula = CRASH ~ SSMtrend(1, Q=NA) + | |
SSMseasonal(period = 12, Q=NA) + | |
DRIVER_U_17YR + DRIVER_75PLUS + DISTRACTED + PHONE + SNOW_ICE + WEATHER_BAD + WET, | |
data=df.mon, H = NA) | |
# Poisson case | |
model3 <- SSModel(formula = CRASH ~ SSMtrend(1, Q=NA) + | |
SSMseasonal(period = 12, Q=NA), | |
distribution = "poisson", data=df.mon) | |
model4 <- SSModel(formula = CRASH ~ SSMtrend(1, Q=NA) + | |
SSMseasonal(period = 12, Q=NA) + | |
DRIVER_U_17YR + DRIVER_75PLUS + DISTRACTED + PHONE + SNOW_ICE + WEATHER_BAD + WET, | |
distribution = "poisson", data=df.mon) | |
fit <- function(model, inits, method="BFGS"){ | |
f <- fitSSM(model, inits=inits, method=method) | |
print(paste("Converged: ", f$optim.out$convergence == 0)) | |
return(f) | |
} | |
fit.model1 <- fit(model1, inits=c(1, 1, 1)) | |
fit.model2 <- fit(model2, inits=c(1, 1, 1)) | |
fit.model3 <- fit(model3, inits=c(1, 1, 1)) | |
fit.model4 <- fit(model4, inits=c(.1, .1), "SANN") | |
# filtering | |
filter.model1 <- KFS(fit.model1$model, smoothing = c("state", "mean")) | |
filter.model2 <- KFS(fit.model2$model, smoothing = c("state", "mean")) | |
filter.model3 <- KFS(fit.model3$model, smoothing = c("state", "mean")) | |
filter.model4 <- KFS(fit.model4$model, smoothing = c("state", "mean")) | |
plot.error <- function(list.filter.model, t=NULL){ | |
df <- data.frame(y=list.filter.model[[1]]$model$y, | |
lapply(list.filter.model, FUN = function(x){return( | |
if(x$model$distribution == "gaussian"){ | |
cumsum(abs(x$v)) | |
} | |
else{ | |
cumsum(abs(x$muhat-x$model$y)) | |
} | |
)} | |
)) | |
if(!is.null(t)) df$t <- t | |
else df$t <- 1:nrow(df) | |
df <- gather(df, key = series, value=value, -t) | |
df$err.or.y <- ifelse(df$series == "y", "raw data", "cumulative abs. erros") | |
print(ggplot(df) + | |
geom_line(aes(x=t, y=value, group=series, color=series)) + | |
facet_wrap(~err.or.y, scales = "free_y", ncol=1) + | |
labs(x="", y="") + | |
theme_classic(legend.position="top")) | |
} | |
plot.error(list("model 1"=filter.model1, "model 2"=filter.model2, | |
"model 3"=filter.model3, "model 4"=filter.model4), t = df.mon$ym) |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment