+++ /dev/null
-#' Forecaster
-#'
-#' Forecaster (abstract class, implemented by all forecasters)
-#'
-#' @docType class
-#' @importFrom R6 R6Class
-#'
-#' @field .params List of computed parameters, for post-run analysis (dev)
-#' @field .pjump Function: how to predict the jump at day interface ?
-#'
-#' @section Methods:
-#' \describe{
-#' \item{\code{initialize(data, pjump)}}{
-#' Initialize a Forecaster object with a Data object and a jump prediction function.}
-#' \item{\code{predictSerie(today,memory,horizon,...)}}{
-#' Predict a new serie of \code{horizon} values at day index \code{today}
-#' using \code{memory} days in the past.}
-#' \item{\code{predictShape(today,memory,horizon,...)}}{
-#' Predict a new shape of \code{horizon} values at day index \code{today}
-#' using \code{memory} days in the past.}
-#' \item{\code{getParameters()}}{
-#' Return (internal) parameters.}}
-Forecaster = R6::R6Class("Forecaster",
- private = list(
- .params = list(),
- .pjump = NULL
- ),
- public = list(
- initialize = function(pjump)
- {
- private$.pjump <- pjump
- invisible(self)
- },
- predictSerie = function(data, today, memory, horizon, ...)
- {
- # Parameters (potentially) computed during shape prediction stage
- predicted_shape = self$predictShape(data, today, memory, horizon, ...)
- predicted_delta = private$.pjump(data,today,memory,horizon,private$.params,...)
- # Predicted shape is aligned it on the end of current day + jump
- predicted_shape+tail(data$getSerie(today),1)-predicted_shape[1]+predicted_delta
- },
- predictShape = function(data, today, memory, horizon, ...)
- NULL #empty default implementation: to implement in inherited classes
- ,
- getParameters = function()
- private$.params
- )
-)