From: Benjamin Auder Date: Thu, 6 Apr 2017 19:44:30 +0000 (+0200) Subject: improve doc of computeForecast for realtime usage X-Git-Url: https://git.auder.net/%7B%7B%20asset%28%27mixstore/css/user/doc/html/mini-custom.min.css?a=commitdiff_plain;h=e169b5d568110a86282877de4fc44384dc6d6cb0;p=talweg.git improve doc of computeForecast for realtime usage --- diff --git a/pkg/DESCRIPTION b/pkg/DESCRIPTION index a897984..3aab84c 100644 --- a/pkg/DESCRIPTION +++ b/pkg/DESCRIPTION @@ -25,19 +25,19 @@ URL: http://git.auder.net/?p=talweg.git License: MIT + file LICENSE RoxygenNote: 5.0.1 Collate: - 'A_NAMESPACE.R' - 'Data.R' - 'Forecaster.R' - 'F_Average.R' - 'F_Neighbors.R' - 'F_Persistence.R' - 'F_Zero.R' - 'Forecast.R' - 'J_Neighbors.R' - 'J_Persistence.R' - 'J_Zero.R' + 'plot.R' 'computeError.R' 'computeForecast.R' + 'J_Zero.R' + 'J_Persistence.R' + 'J_Neighbors.R' + 'F_Zero.R' + 'F_Persistence.R' + 'F_Neighbors.R' + 'F_Average.R' 'getData.R' - 'plot.R' 'utils.R' + 'Forecaster.R' + 'Forecast.R' + 'Data.R' + 'A_NAMESPACE.R' diff --git a/pkg/R/A_NAMESPACE.R b/pkg/R/A_NAMESPACE.R index bcd5df1..1d78d9c 100644 --- a/pkg/R/A_NAMESPACE.R +++ b/pkg/R/A_NAMESPACE.R @@ -1,6 +1,18 @@ #' @include Data.R #' @include Forecast.R #' @include Forecaster.R +#' @include utils.R +#' @include getData.R +#' @include F_Average.R +#' @include F_Neighbors.R +#' @include F_Persistence.R +#' @include F_Zero.R +#' @include J_Neighbors.R +#' @include J_Persistence.R +#' @include J_Zero.R +#' @include computeForecast.R +#' @include computeError.R +#' @include plot.R #' #' @importFrom grDevices colors gray.colors #' @importFrom graphics abline hist par plot diff --git a/pkg/R/computeForecast.R b/pkg/R/computeForecast.R index 1e79118..35372b3 100644 --- a/pkg/R/computeForecast.R +++ b/pkg/R/computeForecast.R @@ -2,40 +2,51 @@ #' #' Predict time-series curves for the selected days indices (lines in data). #' -#' @param data Object of type \code{Data}, output of \code{getData()} +#' @param data Object of type \code{Data}, output of \code{getData()}. #' @param indices Indices where to forecast (the day after); integers relative to the -#' beginning of data, or (convertible to) Date objects -#' @param forecaster Name of the main forcaster +#' beginning of data, or (convertible to) Date objects. +#' @param forecaster Name of the main forecaster; more details: ?F_ #' \itemize{ -#' \item Persistence : use values of last (similar, next) day -#' \item Neighbors : use values from the k closest neighbors' tomorrows -#' \item Average : global average of all the (similar) "tomorrow of past" +#' \item Persistence : use last (similar, next) day +#' \item Neighbors : weighted tomorrows of similar days +#' \item Average : average tomorrow of all same day-in-week #' \item Zero : just output 0 (benchmarking purpose) #' } -#' @param pjump How to predict the jump at the interface between two days ? +#' @param pjump Function to predict the jump at the interface between two days; +#' more details: ?J_ #' \itemize{ -#' \item Persistence : use last (similar) day values -#' \item Neighbors: re-use the weights optimized in corresponding forecaster +#' \item Persistence : use last (similar, next) day +#' \item Neighbors: re-use the weights from F_Neighbors #' \item Zero: just output 0 (no adjustment) #' } -#' @param memory Data depth (in days) to be used for prediction -#' @param horizon Number of time steps to predict -#' @param ncores Number of cores for parallel execution (1 to disable) -#' @param ... Additional parameters for the forecasting models +#' @param memory Data depth (in days) to be used for prediction. +#' @param horizon Number of time steps to predict. +#' @param ncores Number of cores for parallel execution (1 to disable). +#' @param ... Additional parameters for the forecasting models. #' #' @return An object of class Forecast #' #' @examples -#' ts_data = system.file("extdata","pm10_mesures_H_loc.csv",package="talweg") -#' exo_data = system.file("extdata","meteo_extra_noNAs.csv",package="talweg") -#' data = getData(ts_data, exo_data, input_tz="GMT", working_tz="GMT", predict_at=7) -#' pred = computeForecast(data, 2200:2230, "Persistence", "Persistence", 500, 12) +#' ts_data <- system.file("extdata","pm10_mesures_H_loc.csv",package="talweg") +#' exo_data <- system.file("extdata","meteo_extra_noNAs.csv",package="talweg") +#' data <- getData(ts_data, exo_data, input_tz="GMT", working_tz="GMT", predict_at=7) +#' pred <- computeForecast(data, 2200:2230, "Persistence", "Zero", +#' memory=500, horizon=12, ncores=1) #' \dontrun{#Sketch for real-time mode: -#' data = new("Data", ...) -#' forecaster = new(..., data=data) +#' data <- Data$new() +#' # Initialize: first day has no predictions attached +#' data$initialize() +#' forecaster <- MyForecaster$new(myJumpPredictFunc) #' repeat { -#' data$append(some_new_data) -#' pred = forecaster$predict(data$getSize(), ...) +#' # During the night between days j and j+1: +#' data$appendExoHat(exogenous_predictions) +#' # In the morning 7am+ or afternoon 1pm+: +#' data$setMeasures( +#' data$getSize()-1, +#' times_from_H+1_yersteday_to_Hnow, +#' PM10_values_of_last_24h, +#' exogenous_measures_for_yersteday) +#' pred <- forecaster$predictSerie(data, data$getSize()-1, ...) #' #do_something_with_pred #' }} #' @export