diff --git a/Dataset_study.rmd b/Dataset_study.rmd index 8952e4c..dadc5d0 100644 --- a/Dataset_study.rmd +++ b/Dataset_study.rmd @@ -133,16 +133,9 @@ Hence, we can see that, in the dataset `x`, wihtout any irregularities, there ar Now we will use another method using the uniform distribution in order to implement a Poisson Process. ```{r} - PoissonProcess <- function(lambda,T) { return(sort(runif(rpois(1,lambda*T),0,T))) -} - - -lambda0=2 -lambda1=3 -Ti=10 pp1=PoissonProcess(lambda0,Ti) print(pp1) plot(c(0,pp1),0:length(pp1),type="s",xlab="time t",ylab="number of events by time t") @@ -164,9 +157,6 @@ ks.test(tbe1,pexp,lambda0, alternative="two.sided") ks.test(tbe2,pexp,lambda1, alternative="two.sided") - - - ``` The Kolmogorov-Smirnov test rejects the hypothesis that the time between events sequence is following an exponential distribution. @@ -176,54 +166,73 @@ Je reprends votre code pour faire un data set : ```{r} +PoissonProcess <- function(lambda,T) { + return(sort(runif(rpois(1,lambda*T),0,T))) +} + # Etape 1 : simu Poisson process sous H0 ppH0=PoissonProcess(lambda0,Ti) -ppH0 -length(ppH0) # Etape 2 : creation d'un segment sous H1 -tau= 2.5 # longeur de l'intervalle modifie, a fortiori tau < Ti +tau= 3 # longeur de l'intervalle modifie, a fortiori tau < Ti ppH1.segt=PoissonProcess(lambda1,tau) -ppH1.segt -length(ppH1.segt) # Etape 3 : insertion du segment dans la sequence H0 -dbt=runif(1,0,Ti-tau) # choix de l'indice de temps ou va commencer le segment modifie -dbt +dbt=runif(1,0,Ti-tau) # choix de l'indice de temps ou va commencer le segment modifié +ppH0bis=PoissonProcess(lambda0,Ti) ppH1.repo=dbt+ppH1.segt # repositionnement des observations dans le temps -ppH1.repo -ppH0_avant=ppH0[which(ppH0ppH1.repo[length(ppH1.repo)])] +ppH0_avant=ppH0bis[which(ppH0bisppH1.repo[length(ppH1.repo)])] ppH1=c(ppH0_avant,ppH1.repo,ppH0_apres) -ppH1 -length(ppH1) #time between events n1=length(ppH1) tbe1=ppH1[2:n1]-ppH1[1:n1-1] +tbe1=c(0,tbe1) n0=length(ppH0) tbe0=ppH0[2:n0]-ppH0[1:n0-1] -tbe1=c(0,tbe1) -tbe1 - list1=data.frame(ProcessusPoissonH1=ppH1, TimeBetweenEventH1=tbe1) -list1 tbe0=c(0,tbe0) -tbe0 list0=data.frame(ProcessusPoissonH0=ppH0, TimeBetweenEventH0=tbe0) -list0 -poisson=list0[,1] -poisson +list0 +list1 ``` +```{r} + +lambda=2 +Tps=10 +tau=1 +pp=PoissonProcess(lambda,Tps) +pp +n=length(pp) +n +which(pp>(Tps-tau)) +stop=n-length(which(pp>(Tps-tau))) +stop +ScanStat=0 +for (i in (1:stop)) { + cat('\n i=',i) + cat('\t ppi=',pp[i]) + x=which((pp>=pp[i])&(pp<=(pp[i]+tau))) + x + cat('\t which=',x) + scan=length(x) + cat(' scan=',scan) + if (scan>ScanStat) ScanStat=scan +} +ScanStat +``` + + Import data of rainfall in France every 3 hours. ```{r} Rain_Dataset = read.csv("data/synop.202202.csv", sep = ";")