name instead of year; ipynb generator debugged, with logging
[talweg.git] / pkg / R / Forecaster.R
diff --git a/pkg/R/Forecaster.R b/pkg/R/Forecaster.R
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+#' 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
+       )
+)