X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FF_Neighbors2.R;h=787dd2b62b69af25c01cfca2de541a6939955f30;hb=ee8b1b4e3c13f8dcf13a2c8da6a3bef1520c8252;hp=fb63e4087f1b2aa4b426712d140132a2f2e83193;hpb=5e838b3e17465c376ca075b766cf2543c82e9864;p=talweg.git

diff --git a/pkg/R/F_Neighbors2.R b/pkg/R/F_Neighbors2.R
index fb63e40..787dd2b 100644
--- a/pkg/R/F_Neighbors2.R
+++ b/pkg/R/F_Neighbors2.R
@@ -11,12 +11,8 @@ Neighbors2Forecaster = R6::R6Class("Neighbors2Forecaster",
 	public = list(
 		predictSerie = function(data, today, memory, horizon, ...)
 		{
-			# Parameters (potentially) computed during shape prediction stage
-			predicted_shape = self$predictShape(data, today, memory, horizon, ...)
-#			predicted_delta = private$.pjump(data,today,memory,horizon,private$.params,...)
-			# Predicted shape is aligned it on the end of current day + jump
-#			predicted_shape+tail(data$getSerie(today),1)-predicted_shape[1]+predicted_delta
-			predicted_shape
+			# This method predict shape + level at the same time, all in next call
+			self$predictShape(data, today, memory, horizon, ...)
 		},
 		predictShape = function(data, today, memory, horizon, ...)
 		{
@@ -40,7 +36,7 @@ Neighbors2Forecaster = R6::R6Class("Neighbors2Forecaster",
 			}
 
 			# Indices of similar days for cross-validation; TODO: 45 = magic number
-			sdays = getSimilarDaysIndices(today, limit=45, same_season=FALSE)
+			sdays = getSimilarDaysIndices(today, data, limit=45, same_season=FALSE)
 
 			cv_days = intersect(fdays,sdays)
 			# Limit to 20 most recent matching days (TODO: 20 == magic number)
@@ -105,18 +101,31 @@ Neighbors2Forecaster = R6::R6Class("Neighbors2Forecaster",
 				return (NA)
 
 			# Neighbors: days in "same season"
-			sdays = getSimilarDaysIndices(today, limit=45, same_season=TRUE, data)
+			sdays = getSimilarDaysIndices(today, data, limit=45, same_season=TRUE)
 			indices = intersect(fdays,sdays)
+			if (length(indices) <= 1)
+				return (NA)
 			levelToday = data$getLevel(today)
 			distances = sapply(indices, function(i) abs(data$getLevel(i)-levelToday))
+			# 2 and 5 below == magic numbers (determined by Bruno & Michel)
 			same_pollution = (distances <= 2)
-			if (sum(same_pollution) < 3) #TODO: 3 == magic number
+			if (sum(same_pollution) == 0)
 			{
 				same_pollution = (distances <= 5)
-				if (sum(same_pollution) < 3)
+				if (sum(same_pollution) == 0)
 					return (NA)
 			}
 			indices = indices[same_pollution]
+			if (length(indices) == 1)
+			{
+				if (final_call)
+				{
+					private$.params$weights <- 1
+					private$.params$indices <- indices
+					private$.params$window <- 1
+				}
+				return ( data$getSerie(indices[1])[1:horizon] ) #what else?!
+			}
 
 			if (simtype != "exo")
 			{
@@ -157,9 +166,13 @@ Neighbors2Forecaster = R6::R6Class("Neighbors2Forecaster",
 					M[i+1,] = c( data$getLevel(indices[i]), as.double(data$getExo(indices[i])) )
 
 				sigma = cov(M) #NOTE: robust covariance is way too slow
-#				sigma_inv = solve(sigma) #TODO: use pseudo-inverse if needed?
-				sigma_inv = MASS::ginv(sigma)
-#if (final_call) browser()
+				# TODO: 10 == magic number; more robust way == det, or always ginv()
+				sigma_inv =
+					if (length(indices) > 10)
+						solve(sigma)
+					else
+						MASS::ginv(sigma)
+
 				# Distances from last observed day to days in the past
 				distances2 = sapply(seq_along(indices), function(i) {
 					delta = M[1,] - M[i+1,]
@@ -200,7 +213,7 @@ Neighbors2Forecaster = R6::R6Class("Neighbors2Forecaster",
 			if (final_call)
 			{
 				private$.params$weights <- similarities
-				private$.params$indices <- fdays
+				private$.params$indices <- indices
 				private$.params$window <-
 					if (simtype=="endo")
 						h_endo