X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FF_Neighbors.R;h=9d1e3fbb84c8fb6e451e1ba08a3c57b7d6906d1f;hb=4f3fdbb8e2ac4bd57a4e27539a58ef0e7ec2304c;hp=60eb7b791835c5197c8921c5336d5709c517a773;hpb=dca259e4e9c0235cb113b329c27157ac59d7242b;p=talweg.git diff --git a/pkg/R/F_Neighbors.R b/pkg/R/F_Neighbors.R index 60eb7b7..9d1e3fb 100644 --- a/pkg/R/F_Neighbors.R +++ b/pkg/R/F_Neighbors.R @@ -1,27 +1,23 @@ #' Neighbors 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. +#' Predict next serie as a weighted combination of curves observed on "similar" days in +#' the past (and future if 'opera'=FALSE); the nature of the similarity is controlled by +#' the options 'simtype' and 'local' (see below). #' -#' The main method is \code{predictShape()}, taking arguments data, today, memory, -#' predict_from, horizon respectively for the dataset (object output of -#' \code{getData()}), the current index, the data depth (in days), the first predicted -#' hour and the last predicted hour. -#' In addition, optional arguments can be passed: +#' Optional arguments: #' \itemize{ -#' \item local : TRUE (default) to constrain neighbors to be "same days within same -#' season" -#' \item simtype : 'endo' for a similarity based on the series only, +#' \item local: TRUE (default) to constrain neighbors to be "same days in same season" +#' \item simtype: 'endo' for a similarity based on the series only, #' 'exo' for a similarity based on exogenous variables only, #' 'mix' for the product of 'endo' and 'exo', #' 'none' (default) to apply a simple average: no computed weights -#' \item window : A window for similarities computations; override cross-validation +#' \item window: A window for similarities computations; override cross-validation #' window estimation. #' } #' The method is summarized as follows: #' \enumerate{ -#' \item Determine N (=20) recent days without missing values, and followed by a -#' tomorrow also without missing values. +#' \item Determine N (=20) recent days without missing values, and preceded by a +#' curve also without missing values. #' \item Optimize the window parameters (if relevant) on the N chosen days. #' \item Considering the optimized window, compute the neighbors (with locality #' constraint or not), compute their similarities -- using a gaussian kernel if @@ -146,7 +142,7 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", } return ( data$getSerie(tdays[1])[predict_from:horizon] ) } - max_neighbs = 12 #TODO: 12 = arbitrary number + max_neighbs = 10 #TODO: 12 = arbitrary number if (length(tdays) > max_neighbs) { distances2 <- .computeDistsEndo(data, today, tdays, predict_from) @@ -281,7 +277,8 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", sapply(tdays, function(i) { delta = lastSerie - c(data$getSerie(i-1), data$getSerie(i)[if (predict_from>=2) 1:(predict_from-1) else c()]) - sqrt(mean(delta^2)) +# sqrt(mean(delta^2)) + sqrt(sum(delta^2)) }) }