| 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 | #' |
| 25 | Forecaster = 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 | ) |