X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FForecaster.R;h=bb32a5e519cf65cdee11e5113ec5454e7c7882b3;hb=b58167f0785d6545caf2ed887720344e8ad2acd8;hp=4c8437e195b6bcf6ab501ec187e23bd42d0469cd;hpb=25b75559e2d9bf84e2de35b851d93fefdae36e17;p=talweg.git diff --git a/pkg/R/Forecaster.R b/pkg/R/Forecaster.R index 4c8437e..bb32a5e 100644 --- a/pkg/R/Forecaster.R +++ b/pkg/R/Forecaster.R @@ -1,71 +1,69 @@ #' Forecaster #' -#' Forecaster (abstract class, implemented by all forecasters) +#' Forecaster (abstract class, implemented by all forecasters). #' -#' @field params List of computed parameters, for post-run analysis (dev) -#' @field data Dataset, object of class Data -#' @field pjump Function: how to predict the jump at day interface ? +#' A Forecaster object encapsulates parameters (which can be of various kinds, for +#' example "Neighbors" method stores informations about the considered neighborhood for +#' the current prediction task) and one main function: \code{predictSerie()}. This last +#' function (by default) calls \code{predictShape()} to get a forecast of a centered +#' serie, and then calls the "jump prediction" function -- see "field" section -- to +#' adjust it based on the last observed values. +#' +#' @usage Forecaster$new(pjump) #warning: predictShape() is unimplemented +#' +#' @field .params List of computed parameters (if applicable). +#' @field .pjump Function: how to predict the jump at day interface? The arguments of +#' this function are -- in this order: +#' \itemize{ +#' \item data : object output of \code{getData()}, +#' \item today : index (integer or date) of the last known day in data, +#' \item memory : number of days to use in the past (including today), +#' \item horizon : number of time steps to predict, +#' \item params : optimized parameters in the main method \code{predictShape()}, +#' \item ... : additional arguments. +#' } +#' .pjump returns an estimation of the jump after the last observed value. +#' +#' @section Methods: +#' \describe{ +#' \item{\code{initialize(data, pjump)}}{ +#' Initialize a Forecaster object with a Data object and a jump prediction function.} +#' \item{\code{predictSerie(today,memory,horizon,...)}}{ +#' Predict a new serie of \code{horizon} values at day index \code{today} using +#' \code{memory} days in the past.} +#' \item{\code{predictShape(today,memory,horizon,...)}}{ +#' Predict a new shape of \code{horizon} values at day index \code{today} using +#' \code{memory} days in the past.} +#' \item{\code{getParameters()}}{ +#' Return (internal) parameters.} +#' } #' #' @docType class -#' @importFrom R6 R6Class +#' @format R6 class +#' Forecaster = R6::R6Class("Forecaster", private = list( - .params = "list", - .data = "Data", - .pjump = "function" + .params = list(), + .pjump = NULL ), public = list( - initialize = function(data, pjump) - initialize(self, private, data, pjump) - , - predictSerie = function(today, memory, horizon, ...) - predictSerie(private, today, memory, horizon, ...) - , - predictShape = function(today, memory, horizon, ...) - predictShape(private, today, memory, horizon, ...) + initialize = function(pjump) + { + private$.pjump <- pjump + invisible(self) + }, + 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 + }, + predictShape = function(data, today, memory, horizon, ...) + NULL #empty default implementation: to implement in inherited classes , getParameters = function() - getParameters(private) + private$.params ) ) - -#' Initialize (generic) Forecaster object -#' -#' @param o Object of class Forecaster -#' @param private List of private members in o -#' @param data Object of class Data -#' @param pjump Function to predict jump -initialize = function(o, private, data, pjump) -{ - .params <<- list() - .data <<- data - .pjump <<- pjump - invisible(o) -} - -#' Obtain a new forecasted time-serie -#' -#' @inheritParams initialize -#' @param today Index for current prediction -#' @param memory Depth in data (in days) -#' @param horizon Number of hours to forecast -predictSerie = function(private, today, memory, horizon, ...) -{ - # Parameters (potentially) computed during shape prediction stage - predicted_shape = predictShape(today, memory, horizon, ...) - predicted_delta = private$.pjump(private$.data, today, memory, horizon, params, ...) - # Predicted shape is aligned it on the end of current day + jump - predicted_shape + tail(private$.data$getSerie(today),1) - predicted_shape[1] + predicted_delta -} - -#' Shape prediction (centered curve) -#' -#' @inheritParams predictSerie -predictShape = function(private, today, memory, horizon, ...) - #empty default implementation: to implement in inherited classes - -#' Get parameters list -#' -#' @inheritParams initialize -getParameters = function(private) - private$.params