X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FF_Neighbors.R;h=ea27d5c12a002bdbc60ac20bba861c4fc028bb2c;hb=a3344f7591f6f4b3d337a69e4a568e9b16e33415;hp=17fdd58d7a19b3e448e92f37e2e8d192a824e261;hpb=9b9bb2d490e356ff0393aec66b137cff0a64803d;p=talweg.git

diff --git a/pkg/R/F_Neighbors.R b/pkg/R/F_Neighbors.R
index 17fdd58..ea27d5c 100644
--- a/pkg/R/F_Neighbors.R
+++ b/pkg/R/F_Neighbors.R
@@ -57,8 +57,8 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 			if (!opera)
 				tdays = setdiff(tdays, today) #always exclude current day
 
-			# Shortcut if window is known or local==TRUE && simtype==none
-			if (hasArg("window") || (local && simtype=="none"))
+			# Shortcut if window is known
+			if (hasArg("window"))
 			{
 				return ( private$.predictShapeAux(data, tdays, today, predict_from, horizon,
 					local, list(...)$window, simtype, opera, TRUE) )
@@ -99,6 +99,11 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 				best_window_exo = optimize(
 					errorOnLastNdays, c(0,7), simtype="exo")$minimum
 			}
+			if (local)
+			{
+				best_window_local = optimize(
+					errorOnLastNdays, c(3,30), simtype="none")$minimum
+			}
 
 			best_window =
 				if (simtype == "endo")
@@ -107,8 +112,10 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 					best_window_exo
 				else if (simtype == "mix")
 					c(best_window_endo,best_window_exo)
-				else #none: value doesn't matter
-					1
+				else #none: no value
+					NULL
+			if (local)
+				best_window = c(best_window, best_window_local)
 
 			return( private$.predictShapeAux(data, tdays, today, predict_from, horizon, local,
 				best_window, simtype, opera, TRUE) )
@@ -126,21 +133,22 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 			if (local)
 			{
 				# limit=Inf to not censor any day (TODO: finite limit? 60?)
-				tdays = getSimilarDaysIndices(today, data, limit=Inf, same_season=TRUE,
+				tdays <- getSimilarDaysIndices(today, data, limit=Inf, same_season=TRUE,
 					days_in=tdays_cut, operational=opera)
+				nb_neighbs <- round( window[length(window)] )
 				# TODO: 10 == magic number
-				tdays = .getConstrainedNeighbs(today, data, tdays, min_neighbs=10)
+				tdays <- .getConstrainedNeighbs(today, data, tdays, nb_neighbs, opera)
 				if (length(tdays) == 1)
 				{
 					if (final_call)
 					{
 						private$.params$weights <- 1
 						private$.params$indices <- tdays
-						private$.params$window <- 1
+						private$.params$window <- window
 					}
 					return ( data$getSerie(tdays[1])[predict_from:horizon] )
 				}
-				max_neighbs = 10 #TODO: 10 or 12 or... ?
+				max_neighbs = nb_neighbs #TODO: something else?
 				if (length(tdays) > max_neighbs)
 				{
 					distances2 <- .computeDistsEndo(data, today, tdays, predict_from)
@@ -153,23 +161,20 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 
 			if (simtype == "endo" || simtype == "mix")
 			{
-				# Compute endogen similarities using given window
-				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)
 
-				simils_endo <- .computeSimils(distances2, window_endo)
+				# Compute endogen similarities using the given window
+				simils_endo <- .computeSimils(distances2, window[1])
 			}
 
 			if (simtype == "exo" || simtype == "mix")
 			{
-				# Compute exogen similarities using given window
-				window_exo = ifelse(simtype=="mix", window[2], window)
-
-				distances2 <- .computeDistsExo(data, today, tdays)
+				distances2 <- .computeDistsExo(data, today, tdays, opera)
 
+				# Compute exogen similarities using the given window
+				window_exo = ifelse(simtype=="mix", window[2], window[1])
 				simils_exo <- .computeSimils(distances2, window_exo)
 			}
 
@@ -195,15 +200,7 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 			{
 				private$.params$weights <- similarities
 				private$.params$indices <- tdays
-				private$.params$window <-
-					if (simtype=="endo")
-						window_endo
-					else if (simtype=="exo")
-						window_exo
-					else if (simtype=="mix")
-						c(window_endo,window_exo)
-					else #none
-						1
+				private$.params$window <- window
 			}
 
 			return (prediction)
@@ -221,9 +218,9 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 # @param min_neighbs Minimum number of points in a neighborhood
 # @param max_neighbs Maximum number of points in a neighborhood
 #
-.getConstrainedNeighbs = function(today, data, tdays, min_neighbs=10)
+.getConstrainedNeighbs = function(today, data, tdays, min_neighbs, opera)
 {
-	levelToday = data$getLevelHat(today)
+	levelToday = ifelse(opera, tail(data$getLevelHat(today),1), data$getLevel(today))
 	distances = sapply( tdays, function(i) abs(data$getLevel(i) - levelToday) )
 	#TODO: 1, +1, +3 : magic numbers
 	dist_thresh = 1
@@ -268,10 +265,13 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 	})
 }
 
-.computeDistsExo <- function(data, today, tdays)
+.computeDistsExo <- function(data, today, tdays, opera)
 {
 	M = matrix( ncol=1+length(tdays), nrow=1+length(data$getExo(1)) )
-	M[,1] = c( data$getLevelHat(today), as.double(data$getExoHat(today)) )
+	if (opera)
+		M[,1] = c( tail(data$getLevelHat(today),1), as.double(data$getExoHat(today)) )
+	else
+		M[,1] = c( data$getLevel(today), as.double(data$getExo(today)) )
 	for (i in seq_along(tdays))
 		M[,i+1] = c( data$getLevel(tdays[i]), as.double(data$getExo(tdays[i])) )