X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FJ_Persistence.R;h=9e56742680a3db4702cb535a98f5aabdadbcfded;hb=3ddf1c12af0c167fe7d3bb59e63258550270cfc5;hp=7a7daef1c4c242e7354a4300574d74892cb2e4bd;hpb=99f83c9af27492f6fb9b10f51fb8704ed588f5c1;p=talweg.git diff --git a/pkg/R/J_Persistence.R b/pkg/R/J_Persistence.R index 7a7daef..9e56742 100644 --- a/pkg/R/J_Persistence.R +++ b/pkg/R/J_Persistence.R @@ -1,7 +1,15 @@ -#' Obtain jump forecast by the Persistence method +#' getPersistenceJumpPredict +#' +#' Analog of the PersistenceForecaster: predict the jump after last observed value either +#' by re-applying the last jump between similar day and its follower (if argument +#' "same_day" is TRUE), or by re-using the very last observed jump (when "same_day" = +#' FALSE). #' #' @inheritParams computeForecast #' @inheritParams getZeroJumpPredict +#' +#' @aliases J_Persistence +#' getPersistenceJumpPredict = function(data, today, memory, horizon, params, ...) { #return gap between end of similar day curve and first day of tomorrow (in the past) @@ -12,7 +20,7 @@ getPersistenceJumpPredict = function(data, today, memory, horizon, params, ...) { { last_serie_end = tail( data$getSerie(index), 1) - last_tomorrow_begin = data$getSerie(index+1)[1] + last_tomorrow_begin = head( data$getSerie(index+1), 1) index = index - ifelse(same_day,7,1) }; if (!is.na(last_serie_end) && !is.na(last_tomorrow_begin))