#' Data
#'
-#' Data encapsulation
+#' Data encapsulation as a list (days) of lists (components).
#'
-#' @docType class
-#' @importFrom R6 R6Class
+#' The private field .data is a list where each cell contains the variables for a period
+#' of time of 24 hours, from time P+1 until P the next day where P is an integer between
+#' 0 and 23. .data[[1]] refers to the first measured data (serie and exogenous
+#' variables): the corresponding times can be accessed through the function
+#' \code{getTime()} below. Each cell .data[[i]] is itself a list containing five slots,
+#' as described in the 'field' section.
+#'
+#' @usage data <- Data$new()
#'
-#' @field .data List of \itemize{
+#' @field .data[[i]] List of
+#' \itemize{
#' \item time: vector of times
-#' \item serie: centered series
-#' \item level: corresponding levels
+#' \item centered_serie: centered serie
+#' \item level: corresponding level
#' \item exo: exogenous variables
-#' \item exo_hat: predicted exogenous variables}
+#' \item exo_hat: predicted exogenous variables (for next day)
+#' }
#'
#' @section Methods:
#' \describe{
#' \item{\code{getSize()}}{
-#' Return number of series in dataset.}
+#' Number of series in dataset.}
#' \item{\code{getStdHorizon()}}{
-#' Return number of time steps from serie[1] until midnight}
-#' \item{\code{append(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)}}{
-#' Acquire a new vector of lists (time, centered_serie, level, exo, exo_hat).}
+#' Number of time steps from serie[1] until midnight}
+#' \item{\code{append(time, serie, exo, exo_hat)}}{
+#' Measured data for given vector of times + exogenous predictions from
+#' last midgnight.}
#' \item{\code{getTime(index)}}{
-#' Get times at specified index.}
+#' Times (vector) at specified index.}
#' \item{\code{getCenteredSerie(index)}}{
-#' Get centered serie at specified index.}
+#' Centered serie at specified index.}
#' \item{\code{getCenteredSeries(indices)}}{
-#' Get centered series at specified indices (in columns).}
+#' Centered series at specified indices (in columns).}
#' \item{\code{getLevel(index)}}{
-#' Get level at specified index.}
+#' Level at specified index.}
#' \item{\code{getSerie(index)}}{
-#' Get serie (centered+level) at specified index.}
+#' Serie (centered+level) at specified index.}
#' \item{\code{getSeries(indices)}}{
-#' Get series at specified indices (in columns).}
-#' \item{\code{getExo(index)}}{
-#' Get exogenous variables at specified index.}
+#' Series at specified indices (in columns).}
#' \item{\code{getExoHat(index)}}{
-#' Get estimated exogenous variables at specified index.}
+#' Predicted exogenous variables at specified index.}
+#' \item{\code{getExo(index)}}{
+#' Measured exogenous variables at specified index.}
+#' \item{\code{removeFirst()}}{
+#' Remove first list element (if truncated).}
+#' \item{\code{removeLast()}}{
+#' Remove last list element (if truncated).}
#' }
#'
+#' @docType class
+#' @format R6 class
+#'
Data = R6::R6Class("Data",
private = list(
.data = list()
getStdHorizon = function()
24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
,
- append = function(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)
+ append = function(time, serie, exo, exo_hat)
{
+ level = mean(serie, na.rm=TRUE)
+ centered_serie = serie - level
private$.data[[length(private$.data)+1]] <- list(
- "time"=new_time, "centered_serie"=new_centered_serie, "level"=new_level,
- "exo"=new_exo, "exo_hat"=new_exo_hat)
+ "time"=time, #H-24 --> H-1
+ "centered_serie"=centered_serie, #at 'time'
+ "level"=level, #at 'time'
+ "exo"=exo, #at 'time' (yersteday 0am to last midnight)
+ "exo_hat"=exo_hat) #today 0am to next midnight
},
getTime = function(index)
{
getSeries = function(indices)
sapply(indices, function(i) self$getSerie(i))
,
- getExo = function(index)
+ getExoHat = function(index)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$exo
+ private$.data[[index]]$exo_hat
},
- getExoHat = function(index)
+ getExo = function(index)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$exo_hat
+ private$.data[[index]]$exo
},
removeFirst = function()
private$.data <- private$.data[2:length(private$.data)]