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Copy pathstartshell_light.py
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24 lines (22 loc) · 1.73 KB
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import sys
home_dir='C:\\users\\sabrina\\documents\\research\\code for real user\\'
sys.path.append(home_dir+'tests')
import copula_analysis as ca
import vines
from itertools import combinations
import results
parameter = {'offsets': [14, 17], 'date_range': ('2010-07-01 18:00:00', '2016-06-30 23:00:00'), 'first_hour': (0, 0)}
#titles=[{'type':'Wind','location':'total','kind':'forecast'},{'type':'Wind','location':'NP','kind':'error'},{'type':'Solar','location':'NP','kind':'error'}]
titles = [{'type': 'Solar', 'location': 'total', 'kind': 'error'}]
copula=ca.create_copulaManager(titles,parameter)
list_models=[vines.cop2d_gumbel, vines.cop2d_clayton, vines.cop2d_frank, vines.cop2d_gaussian, vines.cop2d_student, vines.cop2d_uniform]
combs2 = [lambda unifs, comb=comb: vines.WeightedCopula(unifs, comb, precise=True) for comb in combinations(list_models, 2)]
combs2b = [lambda unifs, comb=comb: vines.WeightedCopula(unifs, comb, precise=False) for comb in combinations(list_models, 2)]
combs3 = [lambda unifs, comb=comb: vines.WeightedCopula(unifs, comb, precise=True) for comb in combinations(list_models, 3)]
combs3b = [lambda unifs, comb=comb: vines.WeightedCopula(unifs, comb, precise=False) for comb in combinations(list_models, 3)]
#models = [mod.cop_gaussian, mod.cop_student, lambda unifs: vines.D_vine(unifs, list_models=list_models),
# lambda unifs: vines.D_vine(unifs, list_models=[list_models + combs2, list_models]),
# lambda unifs: vines.D_vine(unifs, list_models=[list_models + combs2 + combs3, list_models])]
models = list_models + combs2 + combs2b + combs3 + combs3b
res = ca.test_models(copula, list_models=models, start_incr=400, end_incr=401)
results.compile_results(res, 'C:\\users\\sabrina\\desktop\\horse_races\\trials2')