public void SSA_Correlation_Test02()
{
//
var df = getMonthlyDeatsData(); // Monthly time-series data
//DataFrame.ToCsv("usa_deaths.csv",df);
var ts = df.ToSeries().Select(x => Convert.ToDouble(x));
//embed
var ssa = new SSA(ts);
//embed
var x = ssa.Embedding(24);
PlotMatrix(x).Show();
//decompose
ssa.Decompose();
var plt = new List <XPlot.Plotly.PlotlyChart> ();
foreach (var tm in ssa.EM)
{
plt.Add(PlotMatrix(tm.Value));
}
XPlot.Plotly.Chart.ShowAll(plt);
var f1 = ssa.Reconstruct(1);
var sct1 = new Scatter()
{
name = "Actual", x = Enumerable.Range(1, f1.Length), y = f1, mode = "line",
};
var chart1 = XPlot.Plotly.Chart.Plot <Trace>(new Trace[] { sct1 });
chart1.Show();
var ff = ssa.Forecast(new int[] { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13 }, 6, method: Forecasting.Rforecasing);
var scatters1 = new Scatter()
{
name = "Predicted", x = Enumerable.Range(1, ff.Length), y = ff, mode = "line",
};
var scatters2 = new Scatter()
{
name = "Actual", x = Enumerable.Range(1, ts.Count()), y = ts, mode = "line", fillcolor = "Blue"
};
var chart = XPlot.Plotly.Chart.Plot <Trace>(new Trace[] { scatters1, scatters2 });
// chart.Show();
// int i= 0;
// ssa.PlotComponents(12);
//
ssa.PlotSingularValues().Show();
//
var charts = ssa.PlotEigenPairs();
XPlot.Plotly.Chart.ShowAll(charts);
var w = ssa.WCorrelation(new int[] { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24 });
ssa.PlotwCorrelation(w).Show();
}