File:Sliding Window Error Metrics Loglog Normal Data.png
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Summary
| Description |
English: This image presents a line plot of three error metrics (Mean Absolute Error - MAE, Root Mean Square Error - RMSE, and Mean Absolute Logarithmic Error - MALE) calculated over a sliding window of size 28, plotted against the independent variable (x). Each error metric is represented by a different color, with the corresponding smoothed line overlaying the original line. The y-axis is limited to a range of 0 to 2.5. |
| Date | |
| Source | Own work |
| Author | Talgalili |
# Reproducible R code
# Load necessary libraries
library(ggplot2)
library(patchwork)
# Set seed for reproducibility
set.seed(123)
# Generate data
n <- 10000
x <- sort(runif(n, min = 1, max = 100))
intercept <- 0.000001
slope <- 0.5
y_true_log <- intercept + slope * log10(x)
noise <- rnorm(n, mean = 0, sd = .1)
y_observed_log <- y_true_log + noise
y_observed <- 10^y_observed_log
y_true <- 10^y_true_log
# Create data frame
df <- data.frame(x = x, y_true = y_true, y_observed = y_observed)
# Load necessary libraries
library(dplyr)
library(ggplot2)
library(zoo)
# Define window size
window_size <- 28
# Calculate error metrics over sliding window
df <- df %>%
arrange(x) %>%
mutate(MAE = rollapply(abs(y_true - y_observed), width = window_size, FUN = mean, align = "right", fill = NA),
RMSE = sqrt(rollapply((y_true - y_observed)^2, width = window_size, FUN = mean, align = "right", fill = NA)),
MALE = rollapply(abs(log10(y_true) - log10(y_observed)), width = window_size, FUN = mean, align = "right", fill = NA))
# Load necessary library
library(tidyr)
# Reshape data to long format
df_long <- df %>%
gather(key = "error_type", value = "error_value", MAE, RMSE, MALE)
options(
repr.plot.width = 12, # in inches (default = 7)
repr.plot.height = 10 # in inches (default = 7)
)
# Plot error metrics
ggplot(df_long, aes(x = x, y = error_value, color = error_type)) +
geom_line(alpha = .5) +
geom_smooth() +
# scale_x_log10() +
# scale_y_log10() +
coord_cartesian(ylim = c(0, 2.5)) + # Set the limits of the plot without excluding obs
theme_bw() + theme(text = element_text(size = 25)) +
theme(legend.position="bottom") +
labs(x = 'X', y = 'Error', title = 'Sliding Window Analysis of Error Metrics\nin Loglog Normal Data')
Licensing
I, the copyright holder of this work, hereby publish it under the following license:
This file is licensed under the Creative Commons Attribution 4.0 International license.
- You are free:
- to share – to copy, distribute and transmit the work
- to remix – to adapt the work
- Under the following conditions:
- attribution – You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.
File history
Click on a date/time to view the file as it appeared at that time.
| Date/Time | Dimensions | User | Comment | |
|---|---|---|---|---|
| current | 03:31, 15 April 2024 | 1,440 × 1,200 (309 KB) | Talgalili | Fix header |
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