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regression_0_0.py
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#!/usr/bin/env python3
# -*- coding: utf-8 -*-
""" Regression comparison
"""
import pickle
import matplotlib.pyplot as plt
import numpy as np
import pandas as pd
import seaborn as sns
import statsmodels.api as sm
# With SM you need to add the constant yourself, basically, I guess
import statsmodels.formula.api as smf
def basic_description(data, cols=None):
print(f'Number observations: {len(data)}')
# print(f'Number unique neighborhoods {len(data.neighbor.unique())}')
for col in data.columns if not cols else cols:
try:
print(f'Median values for {col}: {data[col].median():,.4f}')
print(f'Min values for {col}: {data[col].min():,.4f}')
print(f'Max values for {col}: {data[col].max():,.4f}')
except TypeError:
pass
def normalize_data(data, col):
mn = data[col].min()
if mn > 0:
mn = -mn
data[col] += mn
data[col] = data[col]/data[col].max()
return data
def reg(col, data, optional_col=""):
""" Função que roda as regressões
Entre com colunas e com base de dados """
res = smf.ols("{} ~ {}".format(col, optional_col), data=data).fit()
sns.histplot(res.resid)
plt.show()
return res
def reg2(y, x, name):
""" Função que roda as regressões
Entre com x e y"""
x = sm.add_constant(x)
res = sm.OLS(y, x).fit()
sns.histplot(res.resid)
plt.title(f'Residuos {name}')
plt.show()
with open('reg2_model', 'wb') as h:
pickle.dump(res, h)
return res
def add_columns(f):
f.columns = ['months', 'id', 'long', 'lat', 'size', 'house_value', 'rent', 'quality', 'qli', 'on_market',
'family_id', 'region_id', 'mun_id']
return f
def cut(f, n=10000):
f = f.head(n).append(f.tail(n))
return f
def reg_simulated(data, cols_x, col_y='house_value', name='sales'):
data = data[data['months'] == '2019-12-01']
x = data[cols_x]
y = data[[col_y]]
regression(x, y, f'simulated_{name}')
def reg_realdata(data, cols_x, col_y='price', name='sales'):
x = data[cols_x]
y = data[[col_y]]
regression(x, y, f'real_{name}')
def regression(x, y, name):
lm1 = reg2(y, x.astype(float), name)
print(lm1.summary())
# Gravação de resultados
with open(f'output/{name}1.md', 'w') as f:
f.write(lm1.summary().as_text())
results = pd.DataFrame(lm1.params)
results.reset_index().to_csv(f'output/{name}_params_results.csv', sep=';', index=False)
def auxiliar_cols_names(data, names):
for col in data.columns:
try:
data.rename(columns={col: '_' + names.loc[int(col.split('_')[-1])]['ap_name']}, inplace=True)
except:
pass
return data
def plot_distribution(data, col, title):
plt.hist(data[col], bins=200)
plt.title(title)
plt.show()
def prepare_simulated_data(loc, year=2010):
if year == 2010:
_2010 = True
names = pd.read_csv('ap_code_name_2010.csv', sep=';').set_index('ap_code')
else:
_2010 = False
names = pd.read_csv('ap_code_name_2000.csv', sep=';').set_index('ap_code')
data = pd.read_csv(loc, sep=';')
try:
data = data.drop(['Unnamed: 0'], axis=1)
except KeyError:
pass
data = add_columns(data)
spatial = 'region_id'
# SPATIAL RESTRICTION. Keeping only observations from Brasilia
data = data[data['region_id'].astype(str).str.startswith('53')]
data = data.replace({"region_id": names['ap_name']})
data = pd.get_dummies(data, columns=[spatial])
# Price per area data
data['price_area'] = data['house_value'] / data['size']
# Exclude 'lat', 'long'
cols = ['size', 'quality']
print('-------- BASIC DESCRIPTION -- SIMULATED DATA ---------')
basic_description(data, cols + ['house_value'])
basic_description(data, ['price_area'])
data = normalize_data(data, 'house_value')
for col in cols:
data = normalize_data(data, col)
# Adding correct neighborhood names for datasets
if not _2010:
asa_sul = 'region_id_asa sul300'
dummies_cols = [col for col in data if col.startswith(spatial) and col != asa_sul]
else:
asa_sul = 'region_id_asa sul'
# data_sim = auxiliar_cols_names(data_sim, names)
dummies_cols = [col for col in data if col.startswith(spatial) and col != asa_sul]
return data, cols + dummies_cols
def plot_basic_data(data):
plot_distribution(data, 'house_value', 'simulated')
plot_distribution(data, 'price_area', 'simulated_util')
def prepare_real_data(data):
# Exclude 'latitute', 'longitude'
cols = ['n_rooms', 'n_bathrooms', 'parking', 'util']
data = data.dropna(subset=cols)
print('-------- BASIC DESCRIPTION -- REAL DATA ---------')
basic_description(data, cols + ['price'])
data.loc[:, 'neighbor'] = data.neighbor.str.replace(' ', '_').str[:12]
data = pd.get_dummies(data, columns=['neighbor'], drop_first=True)
# SPATIAL RESTRICTION AND BASELINE
asa_sul = 'neighbor_asa_sul'
dummies_cols = [col for col in data if col.startswith('neighbor') and col != asa_sul]
data = normalize_data(data, 'price')
data = normalize_data(data, 'price_util')
for col in cols:
data = normalize_data(data, col)
return data, cols + dummies_cols
if __name__ == '__main__':
# # # # # # S I M U L A T E D # # # # #
# # Enter file location for simulated data
# file = r'input/reduced_house_rental_.3.csv'
# simulated_data, cols = prepare_simulated_data(file)
# plot_basic_data(simulated_data)
#
# print('SIMULATED DATA SALES REGRESSION')
# reg_simulated(simulated_data, cols)
#
# print('SIMULATED DATA RENTAL REGRESSION')
# rent_simulated = simulated_data.dropna()
# reg_simulated(rent_simulated, cols, 'rent', 'rent')
# # # # # R E A L # # # # #
# Enter file location for REAL data
n = 300
print('REAL DATA SALES REGRESSION')
file = f'data/sensible_sales_{n}.csv'
real_sales_data = pd.read_csv(file, sep=';')
real_sales_data, cols = prepare_real_data(real_sales_data)
plot_distribution(real_sales_data, 'price', 'real_price')
plot_distribution(real_sales_data, 'price_util', 'real_price_util')
reg_realdata(real_sales_data, cols)
print('REAL DATA RENTAL REGRESSION')
file = f'data/sensible_rent_{n}.csv'
real_rental_data = pd.read_csv(file, sep=';')
real_rental_data, cols = prepare_real_data(real_rental_data)
reg_realdata(real_rental_data, cols, 'price', 'rent')
with open('reg2_model', 'rb') as h:
model = pickle.load(h)