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[talweg.git] / pkg / R / Forecaster.R
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1#' Forecaster
2#'
3#' Forecaster (abstract class, implemented by all forecasters)
4#'
5#' @docType class
6#' @importFrom R6 R6Class
7#'
8#' @field .params List of computed parameters, for post-run analysis (dev)
9#' @field .pjump Function: how to predict the jump at day interface ?
10#'
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}
17#' using \code{memory} days in the past.}
18#' \item{\code{predictShape(today,memory,horizon,...)}}{
19#' Predict a new shape of \code{horizon} values at day index \code{today}
20#' using \code{memory} days in the past.}
21#' \item{\code{getParameters()}}{
22#' Return (internal) parameters.}
23#' }
24#'
25Forecaster = R6::R6Class("Forecaster",
26 private = list(
27 .params = list(),
28 .pjump = NULL
29 ),
30 public = list(
31 initialize = function(pjump)
32 {
33 private$.pjump <- pjump
34 invisible(self)
35 },
36 predictSerie = function(data, today, memory, horizon, ...)
37 {
38 # Parameters (potentially) computed during shape prediction stage
39 predicted_shape = self$predictShape(data, today, memory, horizon, ...)
40 predicted_delta = private$.pjump(data,today,memory,horizon,private$.params,...)
41 # Predicted shape is aligned it on the end of current day + jump
42 predicted_shape+tail(data$getSerie(today),1)-predicted_shape[1]+predicted_delta
43 },
44 predictShape = function(data, today, memory, horizon, ...)
45 NULL #empty default implementation: to implement in inherited classes
46 ,
47 getParameters = function()
48 private$.params
49 )
50)