{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {
    "id": "fv9OoQsMFk5A"
   },
   "source": []
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "In diesem Notebook zeigen wir, wie man:\n",
    "\n",
    "- 2D-Zeitreihendaten für das Training eines SVM-Regressormodells vorbereitet  \n",
    "- SVR mit einem RBF-Kernel implementiert  \n",
    "- das Modell mithilfe von Diagrammen und MAPE bewertet  \n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Module importieren\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import sys\n",
    "sys.path.append('../../')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {
    "id": "M687KNlQFp0-"
   },
   "outputs": [],
   "source": [
    "import os\n",
    "import warnings\n",
    "import matplotlib.pyplot as plt\n",
    "import numpy as np\n",
    "import pandas as pd\n",
    "import datetime as dt\n",
    "import math\n",
    "\n",
    "from sklearn.svm import SVR\n",
    "from sklearn.preprocessing import MinMaxScaler\n",
    "from common.utils import load_data, mape"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "id": "Cj-kfVdMGjWP"
   },
   "source": [
    "## Daten vorbereiten\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "id": "8fywSjC6GsRz"
   },
   "source": [
    "### Daten laden\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {
    "colab": {
     "base_uri": "https://localhost:8080/",
     "height": 363
    },
    "id": "aBDkEB11Fumg",
    "outputId": "99cf7987-0509-4b73-8cc2-75d7da0d2740"
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
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       "\n",
       "    .dataframe tbody tr th {\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>load</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2012-01-01 00:00:00</th>\n",
       "      <td>2698.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2012-01-01 01:00:00</th>\n",
       "      <td>2558.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2012-01-01 02:00:00</th>\n",
       "      <td>2444.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2012-01-01 03:00:00</th>\n",
       "      <td>2402.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2012-01-01 04:00:00</th>\n",
       "      <td>2403.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                       load\n",
       "2012-01-01 00:00:00  2698.0\n",
       "2012-01-01 01:00:00  2558.0\n",
       "2012-01-01 02:00:00  2444.0\n",
       "2012-01-01 03:00:00  2402.0\n",
       "2012-01-01 04:00:00  2403.0"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "energy = load_data('../../data')[['load']]\n",
    "energy.head(5)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "id": "O0BWP13rGnh4"
   },
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {
     "base_uri": "https://localhost:8080/",
     "height": 486
    },
    "id": "hGaNPKu_Gidk",
    "outputId": "7f89b326-9057-4f49-efbe-cb100ebdf76d"
   },
   "outputs": [],
   "source": [
    "energy.plot(y='load', subplots=True, figsize=(15, 8), fontsize=12)\n",
    "plt.xlabel('timestamp', fontsize=12)\n",
    "plt.ylabel('load', fontsize=12)\n",
    "plt.show()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "id": "IPuNor4eGwYY"
   },
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "id": "ysvsNyONGt0Q"
   },
   "outputs": [],
   "source": [
    "train_start_dt = '2014-11-01 00:00:00'\n",
    "test_start_dt = '2014-12-30 00:00:00'"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {
     "base_uri": "https://localhost:8080/",
     "height": 548
    },
    "id": "SsfdLoPyGy9w",
    "outputId": "d6d6c25b-b1f4-47e5-91d1-707e043237d7"
   },
   "outputs": [],
   "source": [
    "energy[(energy.index < test_start_dt) & (energy.index >= train_start_dt)][['load']].rename(columns={'load':'train'}) \\\n",
    "    .join(energy[test_start_dt:][['load']].rename(columns={'load':'test'}), how='outer') \\\n",
    "    .plot(y=['train', 'test'], figsize=(15, 8), fontsize=12)\n",
    "plt.xlabel('timestamp', fontsize=12)\n",
    "plt.ylabel('load', fontsize=12)\n",
    "plt.show()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "id": "XbFTqBw6G1Ch"
   },
   "source": []
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Nun müssen Sie die Daten für das Training vorbereiten, indem Sie Ihre Daten filtern und skalieren.\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {
     "base_uri": "https://localhost:8080/"
    },
    "id": "cYivRdQpHDj3",
    "outputId": "a138f746-461c-4fd6-bfa6-0cee094c4aa1"
   },
   "outputs": [],
   "source": [
    "train = energy.copy()[(energy.index >= train_start_dt) & (energy.index < test_start_dt)][['load']]\n",
    "test = energy.copy()[energy.index >= test_start_dt][['load']]\n",
    "\n",
    "print('Training data shape: ', train.shape)\n",
    "print('Test data shape: ', test.shape)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Skalieren Sie die Daten, um im Bereich (0, 1) zu liegen.\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {
     "base_uri": "https://localhost:8080/",
     "height": 363
    },
    "id": "3DNntGQnZX8G",
    "outputId": "210046bc-7a66-4ccd-d70d-aa4a7309949c"
   },
   "outputs": [],
   "source": [
    "scaler = MinMaxScaler()\n",
    "train['load'] = scaler.fit_transform(train)\n",
    "train.head(5)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {
     "base_uri": "https://localhost:8080/",
     "height": 206
    },
    "id": "26Yht-rzZexe",
    "outputId": "20326077-a38a-4e78-cc5b-6fd7af95d301"
   },
   "outputs": [],
   "source": [
    "test['load'] = scaler.transform(test)\n",
    "test.head(5)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "id": "x0n6jqxOQ41Z"
   },
   "source": [
    "### Erstellen von Daten mit Zeitstufen\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "id": "fdmxTZtOQ8xs"
   },
   "source": [
    "Für unser SVR transformieren wir die Eingabedaten in die Form `[batch, timesteps]`. Daher formen wir die bestehenden `train_data` und `test_data` so um, dass eine neue Dimension entsteht, die sich auf die Timesteps bezieht. In unserem Beispiel nehmen wir `timesteps = 5`. Die Eingaben für das Modell sind also die Daten der ersten 4 Timesteps, und die Ausgabe werden die Daten des 5. Timesteps sein.\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "id": "Rpju-Sc2HFm0"
   },
   "outputs": [],
   "source": [
    "# Converting to numpy arrays\n",
    "\n",
    "train_data = train.values\n",
    "test_data = test.values"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Selecting the timesteps\n",
    "\n",
    "timesteps=None"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {
     "base_uri": "https://localhost:8080/"
    },
    "id": "O-JrsrsVJhUQ",
    "outputId": "c90dbe71-bacc-4ec4-b452-f82fe5aefaef"
   },
   "outputs": [],
   "source": [
    "# Converting data to 2D tensor\n",
    "\n",
    "train_data_timesteps=None"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {
     "base_uri": "https://localhost:8080/"
    },
    "id": "exJD8AI7KE4g",
    "outputId": "ce90260c-f327-427d-80f2-77307b5a6318"
   },
   "outputs": [],
   "source": [
    "# Converting test data to 2D tensor\n",
    "\n",
    "test_data_timesteps=None"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "id": "2u0R2sIsLuq5"
   },
   "outputs": [],
   "source": [
    "x_train, y_train = None\n",
    "x_test, y_test = None\n",
    "\n",
    "print(x_train.shape, y_train.shape)\n",
    "print(x_test.shape, y_test.shape)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "id": "8wIPOtAGLZlh"
   },
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "id": "EhA403BEPEiD"
   },
   "outputs": [],
   "source": [
    "# Create model using RBF kernel\n",
    "\n",
    "model = None"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {
     "base_uri": "https://localhost:8080/"
    },
    "id": "GS0UA3csMbqp",
    "outputId": "d86b6f05-5742-4c1d-c2db-c40510bd4f0d"
   },
   "outputs": [],
   "source": [
    "# Fit model on training data"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "id": "Rz_x8S3UrlcF"
   },
   "source": [
    "### Modellvorhersage\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {
     "base_uri": "https://localhost:8080/"
    },
    "id": "XR0gnt3MnuYS",
    "outputId": "157e40ab-9a23-4b66-a885-0d52a24b2364"
   },
   "outputs": [],
   "source": [
    "# Making predictions\n",
    "\n",
    "y_train_pred = None\n",
    "y_test_pred = None"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "id": "_2epncg-SGzr"
   },
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Scaling the predictions\n",
    "\n",
    "y_train_pred = scaler.inverse_transform(y_train_pred)\n",
    "y_test_pred = scaler.inverse_transform(y_test_pred)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {
     "base_uri": "https://localhost:8080/"
    },
    "id": "xmm_YLXhq7gV",
    "outputId": "18392f64-4029-49ac-c71a-a4e2411152a1"
   },
   "outputs": [],
   "source": [
    "# Scaling the original values\n",
    "\n",
    "y_train = scaler.inverse_transform(y_train)\n",
    "y_test = scaler.inverse_transform(y_test)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {
     "base_uri": "https://localhost:8080/"
    },
    "id": "u3LBj93coHEi",
    "outputId": "d4fd49e8-8c6e-4bb0-8ef9-ca0b26d725b4"
   },
   "outputs": [],
   "source": [
    "# Extract the timesteps for x-axis\n",
    "\n",
    "train_timestamps = None\n",
    "test_timestamps = None"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "plt.figure(figsize=(25,6))\n",
    "# plot original output\n",
    "# plot predicted output\n",
    "plt.legend(['Actual','Predicted'])\n",
    "plt.xlabel('Timestamp')\n",
    "plt.title(\"Training data prediction\")\n",
    "plt.show()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {
     "base_uri": "https://localhost:8080/"
    },
    "id": "LnhzcnYtXHCm",
    "outputId": "f5f0d711-f18b-4788-ad21-d4470ea2c02b"
   },
   "outputs": [],
   "source": [
    "print('MAPE for training data: ', mape(y_train_pred, y_train)*100, '%')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {
     "base_uri": "https://localhost:8080/",
     "height": 225
    },
    "id": "53Q02FoqQH4V",
    "outputId": "53e2d59b-5075-4765-ad9e-aed56c966583"
   },
   "outputs": [],
   "source": [
    "plt.figure(figsize=(10,3))\n",
    "# plot original output\n",
    "# plot predicted output\n",
    "plt.legend(['Actual','Predicted'])\n",
    "plt.xlabel('Timestamp')\n",
    "plt.show()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {
     "base_uri": "https://localhost:8080/"
    },
    "id": "clOAUH-SXCJG",
    "outputId": "a3aa85ff-126a-4a4a-cd9e-90b9cc465ef5"
   },
   "outputs": [],
   "source": [
    "print('MAPE for testing data: ', mape(y_test_pred, y_test)*100, '%')"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "id": "DHlKvVCId5ue"
   },
   "source": [
    "## Vollständige Datensatzvorhersage\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {
     "base_uri": "https://localhost:8080/"
    },
    "id": "cOFJ45vreO0N",
    "outputId": "35628e33-ecf9-4966-8036-f7ea86db6f16"
   },
   "outputs": [],
   "source": [
    "# Extracting load values as numpy array\n",
    "data = None\n",
    "\n",
    "# Scaling\n",
    "data = None\n",
    "\n",
    "# Transforming to 2D tensor as per model input requirement\n",
    "data_timesteps=None\n",
    "\n",
    "# Selecting inputs and outputs from data\n",
    "X, Y = None, None"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "id": "ESSAdQgwexIi"
   },
   "outputs": [],
   "source": [
    "# Make model predictions\n",
    "\n",
    "# Inverse scale and reshape\n",
    "Y_pred = None\n",
    "Y = None"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {
     "base_uri": "https://localhost:8080/",
     "height": 328
    },
    "id": "M_qhihN0RVVX",
    "outputId": "a89cb23e-1d35-437f-9d63-8b8907e12f80"
   },
   "outputs": [],
   "source": [
    "plt.figure(figsize=(30,8))\n",
    "# plot original output\n",
    "# plot predicted output\n",
    "plt.legend(['Actual','Predicted'])\n",
    "plt.xlabel('Timestamp')\n",
    "plt.show()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {
     "base_uri": "https://localhost:8080/"
    },
    "id": "AcN7pMYXVGTK",
    "outputId": "7e1c2161-47ce-496c-9d86-7ad9ae0df770"
   },
   "outputs": [],
   "source": [
    "print('MAPE: ', mape(Y_pred, Y)*100, '%')"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "\n---\n\n**Haftungsausschluss**:  \nDieses Dokument wurde mithilfe des KI-Übersetzungsdienstes [Co-op Translator](https://github.com/Azure/co-op-translator) übersetzt. Obwohl wir uns um Genauigkeit bemühen, weisen wir darauf hin, dass automatisierte Übersetzungen Fehler oder Ungenauigkeiten enthalten können. Das Originaldokument in seiner ursprünglichen Sprache sollte als maßgebliche Quelle betrachtet werden. Für kritische Informationen wird eine professionelle menschliche Übersetzung empfohlen. Wir übernehmen keine Haftung für Missverständnisse oder Fehlinterpretationen, die aus der Nutzung dieser Übersetzung entstehen.\n"
   ]
  }
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