intermediate: R6, too slow
[talweg.git] / pkg / R / getData.R
CommitLineData
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1#' @title Acquire data in a clean format
2#'
3#' @description Take in input data frames and/or files containing raw data, and timezones, and
4#' output a Data object, roughly corresponding to a list where each cell contains all value
25b75559 5#' for one day (see \code{?Data}).
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6#'
7#' @param ts_data Time-series, as a data frame (DB style: 2 columns, first is date/time,
8#' second is value) or a CSV file
9#' @param exo_data Exogenous variables, as a data frame or a CSV file; first comlumn is dates,
10#' next block are measurements for the day, and final block are exogenous forecasts
11#' @param input_tz Timezone in the input files ("GMT" or e.g. "Europe/Paris")
12#' @param date_format How date/time are stored (e.g. year/month/day hour:minutes;
13#' see \code{strptime})
14#' @param working_tz Timezone to work with ("GMT" or e.g. "Europe/Paris")
09cf9c19 15#' @param predict_at When does the prediction take place ? Integer, in hours. Default: 0
f17665c7 16#' @param limit Number of days to extract (default: Inf, for "all")
3d69ff21 17#'
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18#' @return A list where data[[i]] contains
19#' \itemize{
20#' \item time: vector of times
21#' \item centered_serie: centered serie
22#' \item level: corresponding level
23#' \item exo: exogenous variables
24#' \item exo_hat: predicted exogenous variables
25#' }
3d69ff21 26#'
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27#' @examples
28#' ts_data = read.csv(system.file("extdata","pm10_mesures_H_loc.csv",package="talweg"))
29#' exo_data = read.csv(system.file("extdata","meteo_extra_noNAs.csv",package="talweg"))
25b75559 30#' data = getData(ts_data, exo_data, limit=120)
3d69ff21 31#' @export
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32getData = function(ts_data, exo_data, input_tz="GMT", date_format="%d/%m/%Y %H:%M",
33 working_tz="GMT", predict_at=0, limit=Inf)
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34{
35 # Sanity checks (not full, but sufficient at this stage)
36 if (!is.character(input_tz) || !is.character(working_tz))
37 stop("Bad timezone (see ?timezone)")
38 input_tz = input_tz[1]
39 working_tz = working_tz[1]
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40 if ( (!is.data.frame(ts_data) && !is.character(ts_data)) ||
41 (!is.data.frame(exo_data) && !is.character(exo_data)) )
613a986f 42 stop("Bad time-series / exogenous input (data frame or CSV file)")
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43 if (is.character(ts_data))
44 ts_data = ts_data[1]
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45 if (is.character(exo_data))
46 exo_data = exo_data[1]
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47 predict_at = as.integer(predict_at)[1]
48 if (predict_at<0 || predict_at>23)
49 stop("Bad predict_at (0-23)")
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50 if (!is.character(date_format))
51 stop("Bad date_format (character)")
52 date_format = date_format[1]
53
54 ts_df =
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55 if (is.character(ts_data))
56 read.csv(ts_data)
57 else
3d69ff21 58 ts_data
3d69ff21 59 exo_df =
613a986f 60 if (is.character(exo_data))
3d69ff21 61 read.csv(exo_data)
613a986f 62 else
3d69ff21 63 exo_data
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64 # Convert to the desired timezone (usually "GMT" or "Europe/Paris")
65 formatted_dates_POSIXlt = strptime(as.character(ts_df[,1]), date_format, tz=input_tz)
66 ts_df[,1] = format(as.POSIXct(formatted_dates_POSIXlt), tz=working_tz, usetz=TRUE)
67
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68 line = 1 #index in PM10 file (24 lines for 1 cell)
69 nb_lines = nrow(ts_df)
70 nb_exos = ( ncol(exo_df) - 1 ) / 2
25b75559 71 data = list()
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72 i = 1 #index of a cell in data
73 while (line <= nb_lines)
74 {
75 time = c()
76 serie = c()
09cf9c19 77 repeat
3d69ff21 78 {
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79 {
80 time = c(time, ts_df[line,1])
81 serie = c(serie, ts_df[line,2])
82 line = line + 1
83 };
84 if (line >= nb_lines + 1 || as.POSIXlt(ts_df[line-1,1])$hour == predict_at)
85 break
86 }
3d69ff21 87
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88 exo = as.data.frame( exo_df[i,2:(1+nb_exos)] )
89 exo_hat = as.data.frame( exo_df[i,(1+nb_exos+1):(1+2*nb_exos)] )
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90 level = mean(serie, na.rm=TRUE)
91 centered_serie = serie - level
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92 data[[i]] = list("time"=time, "centered_serie"=centered_serie, "level"=level,
93 "exo"=exo, "exo_hat"=exo_hat)
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94 if (i >= limit)
95 break
96 i = i + 1
3d69ff21 97 }
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98 start = 1
99 end = length(data)
100 if (length(data[[1]]$centered_serie) < length(data[[2]]$centered_serie))
101 start = 2
102 if (length(data[[length(data)]]$centered_serie) <
103 length(data[[length(data)-1]]$centered_serie))
f17665c7 104 {
25b75559 105 end = end-1
f17665c7 106 }
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107 if (start>1 || end<length(data))
108 data = data[start:end]
f17665c7 109 data
3d69ff21 110}