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25b75559 | 1 | #' Forecaster |
e030a6e3 | 2 | #' |
102bcfda | 3 | #' Forecaster (abstract class, implemented by all forecasters). |
e030a6e3 | 4 | #' |
102bcfda BA |
5 | #' A Forecaster object encapsulates parameters (which can be of various kinds, for |
6 | #' example "Neighbors" method stores informations about the considered neighborhood for | |
7 | #' the current prediction task) and one main function: \code{predictSerie()}. This last | |
8 | #' function (by default) calls \code{predictShape()} to get a forecast of a centered | |
9 | #' serie, and then calls the "jump prediction" function -- see "field" section -- to | |
10 | #' adjust it based on the last observed values. | |
a66a84b5 | 11 | #' |
4e821712 | 12 | #' @usage # Forecaster$new(pjump) #warning: predictShape() is unimplemented |
689aa1d3 | 13 | #' |
102bcfda BA |
14 | #' @field .params List of computed parameters (if applicable). |
15 | #' @field .pjump Function: how to predict the jump at day interface? The arguments of | |
16 | #' this function are -- in this order: | |
17 | #' \itemize{ | |
18 | #' \item data : object output of \code{getData()}, | |
19 | #' \item today : index (integer or date) of the last known day in data, | |
20 | #' \item memory : number of days to use in the past (including today), | |
21 | #' \item horizon : number of time steps to predict, | |
22 | #' \item params : optimized parameters in the main method \code{predictShape()}, | |
23 | #' \item ... : additional arguments. | |
24 | #' } | |
25 | #' .pjump returns an estimation of the jump after the last observed value. | |
25b75559 | 26 | #' |
98e958ca BA |
27 | #' @section Methods: |
28 | #' \describe{ | |
29 | #' \item{\code{initialize(data, pjump)}}{ | |
30 | #' Initialize a Forecaster object with a Data object and a jump prediction function.} | |
31 | #' \item{\code{predictSerie(today,memory,horizon,...)}}{ | |
102bcfda BA |
32 | #' Predict a new serie of \code{horizon} values at day index \code{today} using |
33 | #' \code{memory} days in the past.} | |
98e958ca | 34 | #' \item{\code{predictShape(today,memory,horizon,...)}}{ |
102bcfda BA |
35 | #' Predict a new shape of \code{horizon} values at day index \code{today} using |
36 | #' \code{memory} days in the past.} | |
98e958ca | 37 | #' \item{\code{getParameters()}}{ |
546b0cb6 BA |
38 | #' Return (internal) parameters.} |
39 | #' } | |
40 | #' | |
102bcfda BA |
41 | #' @docType class |
42 | #' @format R6 class | |
43 | #' | |
25b75559 BA |
44 | Forecaster = R6::R6Class("Forecaster", |
45 | private = list( | |
a66a84b5 | 46 | .params = list(), |
a66a84b5 | 47 | .pjump = NULL |
e030a6e3 | 48 | ), |
25b75559 | 49 | public = list( |
98e958ca | 50 | initialize = function(pjump) |
a66a84b5 | 51 | { |
a66a84b5 BA |
52 | private$.pjump <- pjump |
53 | invisible(self) | |
54 | }, | |
98e958ca | 55 | predictSerie = function(data, today, memory, horizon, ...) |
a66a84b5 BA |
56 | { |
57 | # Parameters (potentially) computed during shape prediction stage | |
98e958ca BA |
58 | predicted_shape = self$predictShape(data, today, memory, horizon, ...) |
59 | predicted_delta = private$.pjump(data,today,memory,horizon,private$.params,...) | |
a66a84b5 | 60 | # Predicted shape is aligned it on the end of current day + jump |
98e958ca | 61 | predicted_shape+tail(data$getSerie(today),1)-predicted_shape[1]+predicted_delta |
a66a84b5 | 62 | }, |
98e958ca | 63 | predictShape = function(data, today, memory, horizon, ...) |
5d83d815 | 64 | NULL #empty default implementation: to implement in inherited classes |
25b75559 | 65 | , |
e030a6e3 | 66 | getParameters = function() |
a66a84b5 | 67 | private$.params |
e030a6e3 BA |
68 | ) |
69 | ) |