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25b75559 | 1 | #' Forecaster |
e030a6e3 | 2 | #' |
25b75559 | 3 | #' Forecaster (abstract class, implemented by all forecasters) |
e030a6e3 | 4 | #' |
a66a84b5 BA |
5 | #' @docType class |
6 | #' @importFrom R6 R6Class | |
7 | #' | |
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8 | #' @field .params List of computed parameters, for post-run analysis (dev) |
9 | #' @field .pjump Function: how to predict the jump at day interface ? | |
25b75559 | 10 | #' |
98e958ca BA |
11 | #' @section Methods: |
12 | #' \describe{ | |
13 | #' \item{\code{initialize(data, pjump)}}{ | |
14 | #' Initialize a Forecaster object with a Data object and a jump prediction function.} | |
15 | #' \item{\code{predictSerie(today,memory,horizon,...)}}{ | |
16 | #' Predict a new serie of \code{horizon} values at day index \code{today} | |
af3b84f4 | 17 | #' using \code{memory} days in the past.} |
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18 | #' \item{\code{predictShape(today,memory,horizon,...)}}{ |
19 | #' Predict a new shape of \code{horizon} values at day index \code{today} | |
af3b84f4 | 20 | #' using \code{memory} days in the past.} |
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21 | #' \item{\code{getParameters()}}{ |
22 | #' Return (internal) parameters.}} | |
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23 | Forecaster = R6::R6Class("Forecaster", |
24 | private = list( | |
a66a84b5 | 25 | .params = list(), |
a66a84b5 | 26 | .pjump = NULL |
e030a6e3 | 27 | ), |
25b75559 | 28 | public = list( |
98e958ca | 29 | initialize = function(pjump) |
a66a84b5 | 30 | { |
a66a84b5 BA |
31 | private$.pjump <- pjump |
32 | invisible(self) | |
33 | }, | |
98e958ca | 34 | predictSerie = function(data, today, memory, horizon, ...) |
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35 | { |
36 | # Parameters (potentially) computed during shape prediction stage | |
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37 | predicted_shape = self$predictShape(data, today, memory, horizon, ...) |
38 | predicted_delta = private$.pjump(data,today,memory,horizon,private$.params,...) | |
a66a84b5 | 39 | # Predicted shape is aligned it on the end of current day + jump |
98e958ca | 40 | predicted_shape+tail(data$getSerie(today),1)-predicted_shape[1]+predicted_delta |
a66a84b5 | 41 | }, |
98e958ca | 42 | predictShape = function(data, today, memory, horizon, ...) |
5d83d815 | 43 | NULL #empty default implementation: to implement in inherited classes |
25b75559 | 44 | , |
e030a6e3 | 45 | getParameters = function() |
a66a84b5 | 46 | private$.params |
e030a6e3 BA |
47 | ) |
48 | ) |