X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FF_Persistence.R;h=7035231f5f798e2db66cd50ac1c67421e054c38a;hb=d2ab47a744d8fb29c03a76a7ca2368dae53f9a57;hp=ad834499d039a822dadd1a1e769dba611de8bde5;hpb=2057c793ad9929ed5bef8663ea28b896c84df0fc;p=talweg.git diff --git a/pkg/R/F_Persistence.R b/pkg/R/F_Persistence.R index ad83449..7035231 100644 --- a/pkg/R/F_Persistence.R +++ b/pkg/R/F_Persistence.R @@ -1,29 +1,38 @@ #' Persistence Forecaster #' -#' Return the last centered (similar) day curve. -#' Inherits \code{\link{Forecaster}} +#' Look for the most recent similar day in the past, and return its corresponding curve. +#' +#' There are two variations, depending whether "similar day" means "same day in the week" +#' or "most recent day" (regardless of day type). The corresponding argument is named +#' "same_day": a value of TRUE implies the former interpretation (same day in week). +#' If the last similar day has missing values, the next one is searched, and so on until +#' one full serie is found (if no one is found, NA is returned). +#' +#' @usage # PersistenceForecaster$new(pjump) +#' +#' @docType class +#' @format R6 class, inherits Forecaster +#' @aliases F_Persistence #' PersistenceForecaster = R6::R6Class("PersistenceForecaster", inherit = Forecaster, public = list( - predictShape = function(data, today, memory, horizon, ...) + predictShape = function(data, today, memory, predict_from, horizon, ...) { # Return centered last (similar) day curve, avoiding NAs until memory is run first_day = max(1, today-memory) same_day = ifelse(hasArg("same_day"), list(...)$same_day, TRUE) - # If 'same_day', get the last known future of similar day: -7 + 1 == -6 - index = today - ifelse(same_day,6,0) + index <- today repeat { - { - last_serie = data$getCenteredSerie(index)[1:horizon] - index = index - ifelse(same_day,7,1) - }; - if (!any(is.na(last_serie))) - return (last_serie); + # If 'same_day', get the last known future of similar day + index = index - ifelse(same_day,7,1) if (index < first_day) return (NA) + last_serie = data$getCenteredSerie(index)[predict_from:horizon] + if (!any(is.na(last_serie))) + return (last_serie) } } )