In edxu96/MatrixTSA: Tidy Multivariate (Non)Linear Dynamic Systems

rm(list = ls())
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.align = "center",
  fig.asp = 9/16,
  fig.width = 7,
  warning = FALSE
)

library(ctsmr)
library(tidynamics)

files <- dir(
  "~/GitHub/tidynamics/vignettes/funcs/ctsm",
  full.names = TRUE
  )
for (i in 1:length(files)) {
  source(files[i])
}

1, Get Data

ti <- 
  read_csv(
    "~/GitHub/tidynamics/data/mpc.csv",
    skip = 1,
    col_names = c("timedate", "Y1", "Y2", "Ta", "Gv", "Ph1", "Ph2")
  ) %>%
  mutate(timedate = asP(.$timedate)) %>%
  mutate(t = asHours(.$timedate - .$timedate[1]))

ti %>%
  print()

2, Model using CTSM

ti_est <- tibble(
  name = c(
    "T1a0", "T1m0", "C1a", "C1m", "R1a",
    "R1m", "A1w", "p1", "p1a", "p1m", "e11"
  ),
  init = c(25, 25, 6, 12, 10, 1, 1, 0.5, 1, 1, -1),
  lb = c(0, 0, 1E-5, 1, 1, 1E-10, 1E-10, 0, -30, -30, -50),
  up = c(35, 35, 20, 50, 80, 10, 10, 1, 10, 10, 10)
)

li_mod <- list()

li_mod[[1]] <- tidynamics::set_mod_ctsm(
  c_expr_sys = c(
    d(T1a) ~ (
        1 / (C1a * R1m) * (T1m - T1a) + 1 / (C1a * R1a) * (Ta - T1a) + 
        1 / C1a * Ph1 + p1 * A1w / C1a * Gv
      ) * d(t) + exp(p1a) / C1a * d(w1a),
    d(T1m) ~ (
        1 / (C1m * R1m) * (T1a - T1m) + (1 - p1) * A1w / C1m * Gv
      ) * d(t) + exp(p1m) / C1m * d(w1m)
    ),
  expr_obs = Y1 ~ T1a,
  expr_var = Y1 ~ exp(e11),
  c_input = c("Ta", "Ph1", "Gv"),
  ti_est = ti_est
)

3, Estimate the Model

fit1 <- 
  li_mod[[1]] %>%
  tidynamics::est_mod_ctsm(ti_data = ti)

4, Get State Space Model

li_mat_ss <- 
  fit1 %>%
  tidynamics::trans_ctsm_ss()

li_mat_ss %>%
  print()

li_mat_ss_d <- 
  li_mat_ss %>%
  tidynamics::trans_mat_ss(ti_data = ti)

li_mat_ss_d %>%
  print()

edxu96/MatrixTSA documentation built on Feb. 5, 2021, 11:30 p.m.