X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FF_Neighbors.R;h=7a3fbe525352405837e55c1fe7b69350768257ed;hb=af3b84f4cacade7d83221ca0249b546c50ddf340;hp=ac0df0414c7f79ef671d9e8dd62b4fe13286b2b7;hpb=25b75559e2d9bf84e2de35b851d93fefdae36e17;p=talweg.git diff --git a/pkg/R/F_Neighbors.R b/pkg/R/F_Neighbors.R index ac0df04..7a3fbe5 100644 --- a/pkg/R/F_Neighbors.R +++ b/pkg/R/F_Neighbors.R @@ -5,25 +5,25 @@ #' Predict tomorrow as a weighted combination of "futures of the past" days. #' Inherits \code{\link{Forecaster}} NeighborsForecaster = R6::R6Class("NeighborsForecaster", - inherit = "Forecaster", + inherit = Forecaster, public = list( predictShape = function(today, memory, horizon, ...) { # (re)initialize computed parameters - params <<- list("weights"=NA, "indices"=NA, "window"=NA) + private$.params <- list("weights"=NA, "indices"=NA, "window"=NA) + + # Determine indices of no-NAs days followed by no-NAs tomorrows + fdays = private$.data$getCoupleDays(max(today-memory,1), today-1) # Get optional args simtype = ifelse(hasArg("simtype"), list(...)$simtype, "mix") #or "endo", or "exo" kernel = ifelse(hasArg("kernel"), list(...)$kernel, "Gauss") #or "Epan" if (hasArg(h_window)) - return (.predictShapeAux(fdays,today,horizon,list(...)$h_window,kernel,simtype,TRUE)) - - # Determine indices of no-NAs days followed by no-NAs tomorrows - first_day = max(today - memory, 1) - fdays = (first_day:(today-1))[ sapply(first_day:(today-1), function(i) { - !any(is.na(data$getSerie(i)) | is.na(data$getSerie(i+1))) - }) ] + { + return ( private$.predictShapeAux( + fdays, today, horizon, list(...)$h_window, kernel, simtype, TRUE) ) + } # Indices of similar days for cross-validation; TODO: 45 = magic number sdays = getSimilarDaysIndices(today, limit=45, same_season=FALSE) @@ -36,29 +36,43 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", for (i in intersect(fdays,sdays)) { # mix_strategy is never used here (simtype != "mix"), therefore left blank - prediction = .predictShapeAux(fdays, i, horizon, h, kernel, simtype, FALSE) + prediction = private$.predictShapeAux(fdays, i, horizon, h, kernel, simtype, FALSE) if (!is.na(prediction[1])) { nb_jours = nb_jours + 1 - error = error + mean((data$getCenteredSerie(i+1)[1:horizon] - prediction)^2) + error = error + + mean((private$.data$getCenteredSerie(i+1)[1:horizon] - prediction)^2) } } return (error / nb_jours) } if (simtype != "endo") - h_best_exo = optimize(errorOnLastNdays, c(0,10), kernel=kernel, simtype="exo")$minimum + { + h_best_exo = optimize( + errorOnLastNdays, c(0,10), kernel=kernel, simtype="exo")$minimum + } if (simtype != "exo") - h_best_endo = optimize(errorOnLastNdays, c(0,10), kernel=kernel, simtype="endo")$minimum + { + h_best_endo = optimize( + errorOnLastNdays, c(0,10), kernel=kernel, simtype="endo")$minimum + } if (simtype == "endo") - return (.predictShapeAux(fdays, today, horizon, h_best_endo, kernel, "endo", TRUE)) + { + return (private$.predictShapeAux( + fdays, today, horizon, h_best_endo, kernel, "endo", TRUE)) + } if (simtype == "exo") - return (.predictShapeAux(fdays, today, horizon, h_best_exo, kernel, "exo", TRUE)) + { + return (private$.predictShapeAux( + fdays, today, horizon, h_best_exo, kernel, "exo", TRUE)) + } if (simtype == "mix") { h_best_mix = c(h_best_endo,h_best_exo) - return (.predictShapeAux(fdays, today, horizon, h_best_mix, kernel, "mix", TRUE)) + return(private$.predictShapeAux( + fdays, today, horizon, h_best_mix, kernel, "mix", TRUE)) } } ), @@ -71,6 +85,8 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", if (length(fdays) < 3) return (NA) + data = private$.data #shorthand + if (simtype != "exo") { h_endo = ifelse(simtype=="mix", h[1], h) @@ -138,15 +154,15 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", simils_endo * simils_exo prediction = rep(0, horizon) - for (i in seq_along(fdays_indices)) - prediction = prediction + similarities[i] * data$getSerie(fdays_indices[i]+1)[1:horizon] + for (i in seq_along(fdays)) + prediction = prediction + similarities[i] * data$getSerie(fdays[i]+1)[1:horizon] prediction = prediction / sum(similarities, na.rm=TRUE) if (final_call) { - params$weights <<- similarities - params$indices <<- fdays_indices - params$window <<- + private$.params$weights <- similarities + private$.params$indices <- fdays + private$.params$window <- if (simtype=="endo") { h_endo } else if (simtype=="exo") {