AirPassengers_tidyverts.Rmd

---
title: "AirPassengers"
output: html_notebook
---


```{r}
AirPassengers %>% as_tsibble %>% autoplot
```
## 過去データの平均値
```{r}
AirPassengers %>% as_tsibble %>% model(MEAN(value)) %>% forecast(h="1 years") -> mean_forecast
AirPassengers %>% as_tsibble %>% model(MEAN(value)) %>% fitted -> mean_fitted
ggplot() + 
    geom_line(data=as_tsibble(AirPassengers),aes(x=index,y=value),color="black") +
    geom_line(data=mean_fitted,aes(x=index,y=.fitted),color="blue") +
    geom_line(data=mean_forecast,aes(x=index,y=value),color="red")
```
## 過去データの最終データ点
```{r}
AirPassengers %>% as_tsibble %>% model(RW(value)) %>% forecast(h="1 years") -> last_forecast
AirPassengers %>% as_tsibble %>% model(RW(value)) %>% fitted -> last_fitted
ggplot() + 
    geom_line(data=as_tsibble(AirPassengers),aes(x=index,y=value),color="black") +
    geom_line(data=last_fitted,aes(x=index,y=.fitted),color="blue") +
    geom_line(data=last_forecast,aes(x=index,y=value),color="red")
```


## 直近N点のデータの平均値
```{r}
#直近12点
AirPassengers %>% as_tsibble %>% filter(year(index) > 1959) %>% model(MEAN(value)) %>% forecast(h="1 years") -> ndata_forecast
AirPassengers %>% as_tsibble %>% filter(year(index) > 1958 & 1960 > year(index)) %>% model(MEAN(value)) %>% forecast(h="1 years") -> ndata_forecast1
AirPassengers %>% as_tsibble %>% filter(year(index) > 1957 & 1959 > year(index)) %>% model(MEAN(value)) %>% forecast(h="1 years") -> ndata_forecast2

ggplot() + 
    geom_line(data=as_tsibble(AirPassengers),aes(x=index,y=value),color="black") +
    geom_line(data=ndata_forecast1,aes(x=index,y=value),color="blue") +
    geom_line(data=ndata_forecast2,aes(x=index,y=value),color="blue") +
    geom_line(data=ndata_forecast,aes(x=index,y=value),color="red")
```
```{r}
AirPassengers %>% as_tsibble %>% model(MEAN(value ~ window(12))) %>% forecast(h="1 years") -> win_forecast
AirPassengers %>% as_tsibble %>% model(MEAN(value ~ window(12))) %>% fitted -> win_fitted
ggplot() + 
    geom_line(data=as_tsibble(AirPassengers),aes(x=index,y=value),color="black") +
    geom_line(data=win_fitted,aes(x=index,y=.fitted),color="blue") +
    geom_line(data=win_forecast,aes(x=index,y=value),color="red")
```


## 重み付き平均値
```{r}
AirPassengers %>% as_tsibble %>% model(ETS(value ~ error("M") + trend("N",alpha=c(0.3)) + season("N"))) %>% forecast(h="1 years") -> ses_forecast
AirPassengers %>% as_tsibble %>% model(ETS(value ~ error("M") + trend("N",alpha=c(0.3)) + season("N"))) %>% fitted -> ses_fitted
ggplot() + 
    geom_line(data=as_tsibble(AirPassengers),aes(x=index,y=value),color="black") +
    geom_line(data=ses_fitted,aes(x=index,y=.fitted),color="blue") +
    geom_line(data=ses_forecast,aes(x=index,y=value),color="red")
```
## トレンド
```{r}
AirPassengers %>% as_tsibble %>% model(ETS(value ~ error("M") + trend("M",alpha=c(0.3)) + season("N"))) %>% forecast(h="1 years") -> trend_forecast
AirPassengers %>% as_tsibble %>% model(ETS(value ~ error("M") + trend("M",alpha=c(0.3)) + season("N"))) %>% fitted -> trend_fitted
ggplot() + 
    geom_line(data=as_tsibble(AirPassengers),aes(x=index,y=value),color="black") +
    geom_line(data=trend_fitted,aes(x=index,y=.fitted),color="blue") +
    geom_line(data=trend_forecast,aes(x=index,y=value),color="red")
```
## 季節性
```{r}
AirPassengers %>% as_tsibble %>% model(ETS(value ~ error("M") + trend("N",alpha=c(0.3)) + season("M"))) %>% forecast(h="1 years") -> seson_forecast
AirPassengers %>% as_tsibble %>% model(ETS(value ~ error("M") + trend("N",alpha=c(0.3)) + season("M"))) %>% fitted -> seson_fitted
ggplot() + 
    geom_line(data=as_tsibble(AirPassengers),aes(x=index,y=value),color="black") +
    geom_line(data=seson_fitted,aes(x=index,y=.fitted),color="blue") +
    geom_line(data=seson_forecast,aes(x=index,y=value),color="red")
```
## トレンド + 季節性

```{r}
AirPassengers %>% as_tsibble %>% model(ETS(value ~ error("M") + trend("M",alpha=c(0.3)) + season("M"))) %>% forecast(h="1 years") -> ts_forecast
AirPassengers %>% as_tsibble %>% model(ETS(value ~ error("M") + trend("M",alpha=c(0.3)) + season("M"))) %>% fitted -> ts_fitted
ggplot() + 
    geom_line(data=as_tsibble(AirPassengers),aes(x=index,y=value),color="black") +
    geom_line(data=ts_fitted,aes(x=index,y=.fitted),color="blue") +
    geom_line(data=ts_forecast,aes(x=index,y=value),color="red")
```
## STL
```{r}
AirPassengers %>% as_tsibble %>% model(STL(value)) %>% components %>% autoplot

```

## 移動平均
```{r}
AirPassengers %>% as_tsibble %>% model(ARIMA(value ~ pdq(p=0,d=0,q=2)+PDQ(0,0,0))) -> model
model %>% report
```

```{r}
AirPassengers %>% as_tsibble %>% model(ARIMA(value ~ pdq(0,0,1)+PDQ(0,0,0))) %>% forecast(h="1 years") -> ma_forecast
AirPassengers %>% as_tsibble %>% model(ARIMA(value ~ pdq(0,0,1)+PDQ(0,0,0))) %>% fitted -> ma_fitted
ggplot() + 
    geom_line(data=as_tsibble(AirPassengers),aes(x=index,y=value),color="black") +
    geom_line(data=ma_fitted,aes(x=index,y=.fitted),color="blue") +
    geom_line(data=ma_forecast,aes(x=index,y=value),color="red")
```

## 自己回帰
```{r}
AirPassengers %>% as_tsibble %>% model(ARIMA(value ~ pdq(p=0:3,d=0,q=0)+PDQ(0,0,0))) %>% forecast(h="1 years") -> ar_forecast
AirPassengers %>% as_tsibble %>% model(ARIMA(value ~ pdq(p=0:3,d=0,q=0)+PDQ(0,0,0))) %>% fitted -> ar_fitted
ggplot() + 
    geom_line(data=as_tsibble(AirPassengers),aes(x=index,y=value),color="black") +
    geom_line(data=ar_fitted,aes(x=index,y=.fitted),color="blue") +
    geom_line(data=ar_forecast,aes(x=index,y=value),color="red")
```
## 自己回帰移動平均
```{r}
AirPassengers %>% as_tsibble %>% model(ARIMA(value ~ pdq(p=0:10,d=0,q=0:10)+PDQ(0,0,0))) %>% forecast(h="1 years") -> arma_forecast
AirPassengers %>% as_tsibble %>% model(ARIMA(value ~ pdq(p=0:10,d=0,q=0:10)+PDQ(0,0,0))) %>% fitted -> arma_fitted
ggplot() + 
    geom_line(data=as_tsibble(AirPassengers),aes(x=index,y=value),color="black") +
    geom_line(data=arma_fitted,aes(x=index,y=.fitted),color="blue") +
    geom_line(data=arma_forecast,aes(x=index,y=value),color="red")
```
## 自己回帰和分移動平均
```{r}
AirPassengers %>% as_tsibble %>% model(ARIMA(value ~ pdq(p=0:10,d=0:10,q=0:10)+PDQ(0,0,0))) %>% forecast(h="1 years") -> arima_forecast
AirPassengers %>% as_tsibble %>% model(ARIMA(value ~ pdq(p=0:10,d=0:10,q=0:10)+PDQ(0,0,0))) %>% fitted -> arima_fitted
ggplot() + 
    geom_line(data=as_tsibble(AirPassengers),aes(x=index,y=value),color="black") +
    geom_line(data=arima_fitted,aes(x=index,y=.fitted),color="blue") +
    geom_line(data=arima_forecast,aes(x=index,y=value),color="red")
```

## 季節性自己回帰和分移動平均
```{r}
AirPassengers %>% as_tsibble %>% model(ARIMA(value ~ pdq(p=0:10,d=0:10,q=0:10)+PDQ(P=0:2,D=0:2,Q=0:2))) %>% forecast(h="1 years") -> sarima_forecast
AirPassengers %>% as_tsibble %>% model(ARIMA(value ~ pdq(p=0:10,d=0:10,q=0:10)+PDQ(P=0:2,D=0:2,Q=0:2))) %>% fitted -> sarima_fitted
ggplot() + 
    geom_line(data=as_tsibble(AirPassengers),aes(x=index,y=value),color="black") +
    geom_line(data=sarima_fitted,aes(x=index,y=.fitted),color="blue") +
    geom_line(data=sarima_forecast,aes(x=index,y=value),color="red")
```