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# ------ common part ----
require(ggplot2)
require(dplyr)
require(tidyr)
require(dlm) # 1.1-4
require(KFAS) # 1.2.9
require(bsts) # 0.7.1
# calculate the reference price
calc_RP <- function(RP, p, a){
for( i in 2:length(RP)){
RP[i] <- a * RP[i-1] + (1-a) *p[i-1]
}
return(RP)
}
# calculate Z
calc_Z <- function(RP, p){
z_1<-0
z_2<-0
v_wk<- p - RP
n <- length(RP)
for (i in 1:n){
if (v_wk[i]>=0) {
z_1[i] <- v_wk[i]/100
} else {
z_1[i] <- 0
}
if (v_wk[i] < 0) {
z_2[i] <- -v_wk[i]/100
} else {
z_2[i] <- 0
}
}
return(list(z1=z_1, z2=z_2))
}
# read the data
#ID_W:週ID
#end:エンド陳列の有無
#logPI:点数PIの対数
#AP:売価
#RP095:参照価格(繰越パラメータ0.95:RP_t=0.95*RP_{t-1}+(1-0.95)*AP_{t-1})
df <- read.csv("data/test.csv")
ggplot(gather(df, key=series, value=value, -ID_W)) +
geom_line(aes(x=ID_W, y=value, group=series), color="grey") +
facet_wrap(~series, scales = "free") + labs(x="week", y="") +
scale_color_discrete(guide=F) + expand_limits(y=0) + theme_bw()
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