X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FF_Neighbors.R;h=7e0cdd26809eb825a79da1392235cab52326bc20;hb=c4c329f65e6e842917cdfbabff36fbca6a617d02;hp=9ba72b8f308fcf00ef43e99c5e968c731eac1fbe;hpb=445e7bbc18aa739ec0b3caba4d8710a9d9e1a43c;p=talweg.git diff --git a/pkg/R/F_Neighbors.R b/pkg/R/F_Neighbors.R index 9ba72b8..7e0cdd2 100644 --- a/pkg/R/F_Neighbors.R +++ b/pkg/R/F_Neighbors.R @@ -1,9 +1,13 @@ -#' @include Forecaster.R -#' #' Neighbors Forecaster #' -#' Predict tomorrow as a weighted combination of "futures of the past" days. -#' Inherits \code{\link{Forecaster}} +#' Predict next serie as a weighted combination of "futures of the past" days, +#' where days in the past are chosen and weighted according to some similarity measures. +#' See 'details' section. +#' +#' TODO: details. +#' +#' @format R6 class, inherits Forecaster +#' @alias F_Neighbors #' NeighborsForecaster = R6::R6Class("NeighborsForecaster", inherit = Forecaster, @@ -55,32 +59,29 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", } # TODO: 7 == magic number - if (simtype != "endo") - { - best_window_exo = optimize( - errorOnLastNdays, c(0,7), simtype="exo")$minimum - } - if (simtype != "exo") + if (simtype=="endo" || simtype=="mix") { best_window_endo = optimize( errorOnLastNdays, c(0,7), simtype="endo")$minimum } - - if (simtype == "endo") + if (simtype=="exo" || simtype=="mix") { - return (private$.predictShapeAux(data, fdays, today, horizon, local, - best_window_endo, "endo", TRUE)) - } - if (simtype == "exo") - { - return (private$.predictShapeAux(data, fdays, today, horizon, local, - best_window_exo, "exo", TRUE)) - } - if (simtype == "mix") - { - return(private$.predictShapeAux(data, fdays, today, horizon, local, - c(best_window_endo,best_window_exo), "mix", TRUE)) + best_window_exo = optimize( + errorOnLastNdays, c(0,7), simtype="exo")$minimum } + + best_window = + if (simtype == "endo") + best_window_endo + else if (simtype == "exo") + best_window_exo + else if (simtype == "mix") + c(best_window_endo,best_window_exo) + else #none: value doesn't matter + 1 + + return(private$.predictShapeAux(data, fdays, today, horizon, local, + best_window, simtype, TRUE)) } ), private = list( @@ -128,7 +129,7 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", private$.params$indices <- fdays private$.params$window <- 1 } - return ( data$getSerie(fdays[1])[1:horizon] ) #what else?! + return ( data$getSerie(fdays[1])[1:horizon] ) } } else @@ -212,8 +213,10 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", window_endo else if (simtype=="exo") window_exo - else #mix + else if (simtype=="mix") c(window_endo,window_exo) + else #none + 1 } return (prediction)