X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FF_Neighbors.R;h=d63c177f952b0e7aad8172ddcca5dd8d71513477;hb=5037d6d061b86f7bc4baaf5c4614c6da9c9eaa1b;hp=02536ebf164c9634c6bb7a6f23eeb3cf27fbbea9;hpb=638f27f4296727aff62b56643beb9f42aa5b57ef;p=talweg.git diff --git a/pkg/R/F_Neighbors.R b/pkg/R/F_Neighbors.R index 02536eb..d63c177 100644 --- a/pkg/R/F_Neighbors.R +++ b/pkg/R/F_Neighbors.R @@ -61,8 +61,8 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", if (!opera) tdays = setdiff(tdays, today) #always exclude current day - # Shortcut if window is known - if (hasArg("window")) + # Shortcut if window is known or local==TRUE && simtype==none + if (hasArg("window") || (local && simtype=="none")) { return ( private$.predictShapeAux(data, tdays, today, predict_from, horizon, local, list(...)$window, simtype, opera, TRUE) ) @@ -129,8 +129,8 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", if (local) { - # TODO: 60 == magic number - tdays = getSimilarDaysIndices(today, data, limit=60, same_season=TRUE, + # limit=Inf to not censor any day (TODO: finite limit? 60?) + tdays = getSimilarDaysIndices(today, data, limit=Inf, same_season=TRUE, days_in=tdays_cut, operational=opera) # if (length(tdays) <= 1) # return (NA) @@ -146,6 +146,19 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", } return ( data$getSerie(tdays[1])[predict_from:horizon] ) } + max_neighbs = 10 #TODO: 12 = arbitrary number + if (length(tdays) > max_neighbs) + { + distances2 <- .computeDistsEndo(data, today, tdays, predict_from) + ordering <- order(distances2) + tdays <- tdays[ ordering[1:max_neighbs] ] + + print("VVVVV") + print(sort(distances2)[1:max_neighbs]) + print(integerIndexToDate(today,data)) + print(lapply(tdays,function(i) integerIndexToDate(i,data))) + print(rbind(data$getSeries(tdays-1), data$getSeries(tdays))) + } } else tdays = tdays_cut #no conditioning @@ -156,19 +169,9 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", window_endo = ifelse(simtype=="mix", window[1], window) # Distances from last observed day to selected days in the past + # TODO: redundant computation if local==TRUE distances2 <- .computeDistsEndo(data, today, tdays, predict_from) - if (local) - { - max_neighbs = 12 #TODO: 12 = arbitrary number - if (length(distances2) > max_neighbs) - { - ordering <- order(distances2) - tdays <- tdays[ ordering[1:max_neighbs] ] - distances2 <- distances2[ ordering[1:max_neighbs] ] - } - } - simils_endo <- .computeSimils(distances2, window_endo) } @@ -284,7 +287,8 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", sapply(tdays, function(i) { delta = lastSerie - c(data$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)) }) }