RestaurantVFC_Training.Rmd

---
title: "RestaurantVFC_Training"
author: "Kazım Anıl Eren"
date: "15 Ocak 2018"
output: html_document
---

```{r Setup, include=FALSE}
knitr::opts_chunk$set(echo = FALSE)
```

```{r Data Input}
rm(list = ls()); gc(); closeAllConnections()
load("RV_Forecasting.RData")
library(xgboost) # For forecasts
library(plm)     # Panel Models
library(lmtest)  # Heteroskedasticity Tests
library(tseries) # Stationarity Tests
```

```{r Test & Train Data Split}
submission <- submission[, .(air_store_id = paste0(str_split_fixed(id, "_", n = 3)[,1], "_", str_split_fixed(id, "_", n = 3)[,2]),
                             date   = as.Date(str_split_fixed(id, "_", n = 3)[,3]),
                             visitors)] # visitors column is full of zeros since there has been no forecast all along.

crossjoin <- CJ(air_store_id = unique(air_visit$air_store_id), date = as.Date(unique(date$date)))
train <- crossjoin[date < "2017-04-23" & air_store_id %in% submission$air_store_id]
train <- merge(train,
               air_store[, .(air_store_id, air_district1, air_district2, air_district3, air_genre_name, AmountofRes, AmountofGenre, SameTypeRes)],
               by = "air_store_id")

train <- merge(train,
               weather,
               by = c("date", "air_district1"))

train <- merge(train,
               date,
               by = "date")

train <- merge(train,
               air_visit,
               by.x = c("air_store_id", "date"), by.y = c("air_store_id", "visit_date"), all.x = T)
train[, day := relevel(as.factor(day), "Monday")]

test <- crossjoin[date > "2017-04-22" & air_store_id %in% submission$air_store_id]
test <- merge(test,
              air_store[, .(air_store_id, air_district1, air_district2, air_district3, air_genre_name, AmountofRes, AmountofGenre, SameTypeRes)],
              by = "air_store_id")

test <- merge(test,
              weather,
              by = c("date", "air_district1"))

test <- merge(test,
              date,
              by = "date")

test <- merge(test,
              air_visit,
              by.x = c("air_store_id", "date"), by.y = c("air_store_id", "visit_date"), all.x = T)

test[, day := relevel(as.factor(day), "Monday")]
```

```{r Panel Model}
panel_fixed  <- plm(formula = visitors ~ reservations, data = train, index = c("air_store_id", "date"), model = "within")
panel_random <- plm(formula = visitors ~ reservations, data = train, index = c("air_store_id", "date"), model = "random")
phtest(panel_fixed, panel_random) #below 0.05 -> use fixed.
panel_timefixed <- plm(formula = visitors ~ reservations + day, data = train, index = c("air_store_id", "date"), model = "within")
phtest(panel_timefixed, panel_fixed) #below 0.05 -> use fixed.
```