X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FcomputeForecast.R;h=198f6ec1bc03919d773a5e45c045c876a9e4d72a;hb=72b9c50162bcdcf6c99fbb8b2ec6ea9ba98379cb;hp=bd19b8d1297831fda59b3b0da354c2f9576349ec;hpb=a866acb3c0ae138b22df9dae9ec576b866794417;p=talweg.git diff --git a/pkg/R/computeForecast.R b/pkg/R/computeForecast.R index bd19b8d..198f6ec 100644 --- a/pkg/R/computeForecast.R +++ b/pkg/R/computeForecast.R @@ -19,15 +19,16 @@ #' } #' @param memory Data depth (in days) to be used for prediction #' @param horizon Number of time steps to predict -#' @param ... Additional parameters for the forecasting models +#' @param ncores Number of cores for parallel execution (1 to disable) +#' @param ... Additional parameters for the forecasting models; +#' In particular, realtime=TRUE to use predictions instead of measurements #' #' @return An object of class Forecast #' #' @examples #' ts_data = system.file("extdata","pm10_mesures_H_loc.csv",package="talweg") #' exo_data = system.file("extdata","meteo_extra_noNAs.csv",package="talweg") -#' data = getData(ts_data, exo_data, input_tz = "Europe/Paris", -#' working_tz="Europe/Paris", predict_at=7) +#' data = getData(ts_data, exo_data, input_tz="GMT", working_tz="GMT", predict_at=7) #' pred = computeForecast(data, 2200:2230, "Persistence", "Persistence", 500, 12) #' \dontrun{#Sketch for real-time mode: #' data = new("Data", ...) @@ -39,11 +40,11 @@ #' }} #' @export computeForecast = function(data, indices, forecaster, pjump, - memory=Inf, horizon=data$getStdHorizon(), ...) + memory=Inf, horizon=data$getStdHorizon(), ncores=3, ...) { # (basic) Arguments sanity checks horizon = as.integer(horizon)[1] - if (horizon<=0 || horizon>length(data$getCenteredSerie(2))) + if (horizon<=0 || horizon>length(data$getCenteredSerie(1))) stop("Horizon too short or too long") integer_indices = sapply(indices, function(i) dateIndexToInteger(i,data)) if (any(integer_indices<=0 | integer_indices>data$getSize())) @@ -52,43 +53,40 @@ computeForecast = function(data, indices, forecaster, pjump, stop("forecaster (name) and pjump (function) should be of class character") pred = Forecast$new( sapply(indices, function(i) integerIndexToDate(i,data)) ) - forecaster_class_name = getFromNamespace(paste(forecaster,"Forecaster",sep=""), "talweg") + forecaster_class_name = getFromNamespace( + paste(forecaster,"Forecaster",sep=""), "talweg") forecaster = forecaster_class_name$new( #.pjump = getFromNamespace(paste("get",pjump,"JumpPredict",sep=""), "talweg")) -#oo = forecaster$predictSerie(data, integer_indices[1], memory, horizon, ...) -#browser() - - parll=TRUE #FALSE - if (parll) + if (ncores > 1 && requireNamespace("parallel",quietly=TRUE)) { - library(parallel) - ppp <- parallel::mclapply(seq_along(integer_indices), function(i) { + p <- parallel::mclapply(seq_along(integer_indices), function(i) { list( - "forecast" = forecaster$predictSerie(data, integer_indices[i], memory, horizon, ...), + "forecast" = forecaster$predictSerie( + data, integer_indices[i], memory, horizon, ...), "params"= forecaster$getParameters(), "index" = integer_indices[i] ) - }, mc.cores=3) + }, mc.cores=ncores) } else { - ppp <- lapply(seq_along(integer_indices), function(i) { + p <- lapply(seq_along(integer_indices), function(i) { list( - "forecast" = forecaster$predictSerie(data, integer_indices[i], memory, horizon, ...), + "forecast" = forecaster$predictSerie( + data, integer_indices[i], memory, horizon, ...), "params"= forecaster$getParameters(), "index" = integer_indices[i] ) }) } -#browser() - -for (i in seq_along(integer_indices)) -{ - pred$append( - new_serie = ppp[[i]]$forecast, - new_params = ppp[[i]]$params, - new_index_in_data = ppp[[i]]$index - ) -} + # TODO: find a way to fill pred in //... + for (i in seq_along(integer_indices)) + { + pred$append( + forecast = p[[i]]$forecast, + params = p[[i]]$params, + index_in_data = p[[i]]$index + ) + } pred }