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############################################################################ | |
### FUNCTION TO EXTRACT DATA FROM SQL | |
get_sql_data <- function(driver = "SQL Server", | |
server = "sdl02-vm161", | |
db_name = "OpsDW", | |
query_text = which_query){ | |
output <- tryCatch({ | |
con = dbConnect(odbc(), | |
Driver = driver, | |
Server = server, | |
Database = db_name, | |
Trusted_Connection = "True") | |
temp <- dbSendQuery(con, which_query) | |
dat <- dbFetch(temp) | |
}, error = function(cond) { | |
message(paste("get_sql_data", "eror", cond, sep = " - ")) | |
return(NA) | |
}) | |
if (is.null(output)) output <- dat | |
return(output) | |
} | |
############################################################################### | |
############################################################################### | |
### SIMPLE EXPONENTIAL SMOOTHING | |
SES_Forecast <- function(full_data = dat, | |
train_data = train_dat, | |
test_data = test_dat, | |
forecast_test_for = nrow(test_dat), | |
forecast_for = 12, | |
use_seed = TRUE, | |
mod_name = "forc_ses", | |
dim_name = dim_name, | |
dim_value = dim_value, | |
date_column = "date", | |
data_column = "value", | |
train_and_test = TRUE, | |
run_full_model = TRUE | |
){ | |
message(paste0("Executing forecast: ", mod_name)) | |
if (use_seed) set.seed(master_seed) | |
if(train_and_test){ | |
# train and test | |
fit_ses <- ses(train_data[, get(data_column)], h=forecast_test_for, initial="simple") | |
ses_test_fcast <- forecast(fit_ses) | |
forecast_test_results[[mod_name]] <<- data.table( | |
forc_test_dates = seq.Date( | |
DescTools::AddMonths(train_data[.N, get(date_column)], 1), | |
DescTools::AddMonths(train_data[.N, get(date_column)], forecast_test_for), | |
by = "month"), | |
forc_ses = as.numeric(ses_test_fcast$mean), | |
model = mod_name, | |
dim_name = dim_name, | |
dim_value = dim_value) | |
forecast_test_accuracy_results[[mod_name]] <<- data.table( | |
accuracy(ses_test_fcast$mean[1:forecast_test_for], test_data[, get(data_column)]), | |
model = mod_name, | |
dim_name = dim_name, | |
dim_value = dim_value) | |
} | |
if(run_full_model){ | |
# run full forecast | |
fit_ses <- ses(full_data[, get(data_column)], forecast_for, initial="simple") | |
ses_full_forecast <- forecast(fit_ses, h=forecast_for) | |
dat[.N, get(date_column)] | |
forecast_full_results[[mod_name]] <<- data.table( | |
forc_dates = seq.Date( | |
DescTools::AddMonths(full_data[.N, get(date_column)], 1), | |
DescTools::AddMonths(full_data[.N, get(date_column)], forecast_for), | |
by = "month"), | |
forc_ses = as.numeric(ses_full_forecast$mean), | |
model = mod_name, | |
dim_name = dim_name, | |
dim_value = dim_value) | |
} | |
} | |
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