+++ /dev/null
-#' Compute forecast
-#'
-#' Predict time-series curves for the selected days indices (lines in data).
-#'
-#' @param data Dataset, object of type \code{Data} output of \code{getData}
-#' @param indices Days indices where to forecast (the day after)
-#' @param forecaster Name of the main forcaster
-#' \itemize{
-#' \item Persistence : use values of last (similar, next) day
-#' \item Neighbors : use values from the k closest neighbors' tomorrows
-#' \item Average : global average of all the (similar) "tomorrow of past"
-#' \item Zero : just output 0 (benchmarking purpose)
-#' }
-#' @param pjump How to predict the jump at the interface between two days ?
-#' \itemize{
-#' \item Persistence : use last (similar) day values
-#' \item Neighbors: re-use the weights optimized in corresponding forecaster
-#' \item Zero: just output 0 (no adjustment)
-#' }
-#' @param memory Data depth (in days) to be used for prediction
-#' @param horizon Number of time steps to predict
-#' @param ... Additional parameters for the forecasting models
-#'
-#' @return An object of class Forecast
-#'
-#' @examples
-#' ts_data = system.file("extdata","pm10_mesures_H_loc.csv",package="talweg")
-#' exo_data = system.file("extdata","meteo_extra_noNAs.csv",package="talweg")
-#' data = getData(ts_data, exo_data, input_tz = "Europe/Paris",
-#' working_tz="Europe/Paris", predict_at=7)
-#' pred = computeForecast(data, 2200:2230, "Persistence", "Persistence", 500, 12)
-#' \dontrun{#Sketch for real-time mode:
-#' data = new("Data", ...)
-#' forecaster = new(..., data=data)
-#' repeat {
-#' data$append(some_new_data)
-#' pred = forecaster$predict(data$getSize(), ...)
-#' #do_something_with_pred
-#' }}
-#' @export
-computeForecast = function(data, indices, forecaster, pjump,
- memory=Inf, horizon=data$getStdHorizon(), ...)
-{
- # (basic) Arguments sanity checks
- horizon = as.integer(horizon)[1]
- if (horizon<=0 || horizon>length(data$getCenteredSerie(2)))
- stop("Horizon too short or too long")
- integer_indices = sapply(seq_along(indices), function(i) dateIndexToInteger(indices[i],data))
- if (any(integer_indices<=0 | integer_indices>data$getSize()))
- stop("Indices out of range")
- if (!is.character(forecaster) || !is.character(pjump))
- stop("forecaster (name) and pjump (function) should be of class character")
-
- pred = Forecast$new( dates=sapply( indices, integerIndexToDate, data ) )
- forecaster_class_name = getFromNamespace(paste(forecaster,"Forecaster",sep=""), "talweg")
- forecaster = forecaster_class_name$new(.data=data,
- .pjump = getFromNamespace(paste("get",pjump,"JumpPredict",sep=""), "talweg"))
- for (today in integer_indices)
- {
- pred$append(
- new_serie = forecaster$predictSerie(today, memory, horizon, ...),
- new_params = forecaster$getParameters(),
- new_index = today
- )
- }
- pred
-}