X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FgetData.R;h=268c54aeba6e3b2c060e4b006eb78fea2160819f;hb=4f5204f064d37ba0ec2988ba16a7011d7f0a45cd;hp=9ed021714c45175f40f12fae62300e06e3519abe;hpb=7f90df63d1ac659d450a180b50b994a76d5fc7b9;p=talweg.git diff --git a/pkg/R/getData.R b/pkg/R/getData.R index 9ed0217..268c54a 100644 --- a/pkg/R/getData.R +++ b/pkg/R/getData.R @@ -1,13 +1,14 @@ #' @title Acquire data in a clean format #' -#' @description Take in input data frames and/or files containing raw data, and timezones, and -#' output a Data object, roughly corresponding to a list where each cell contains all value -#' for one day (see \code{?Data}). +#' @description Take in input data frames and/or files containing raw data, and +#' timezones, and output a Data object, roughly corresponding to a list where each cell +#' contains all value for one day (see \code{?Data}). #' #' @param ts_data Time-series, as a data frame (DB style: 2 columns, first is date/time, #' second is value) or a CSV file -#' @param exo_data Exogenous variables, as a data frame or a CSV file; first comlumn is dates, -#' next block are measurements for the day, and final block are exogenous forecasts +#' @param exo_data Exogenous variables, as a data frame or a CSV file; first comlumn is +#' dates, next block are measurements for the day, and final block are exogenous +#' forecasts #' @param input_tz Timezone in the input files ("GMT" or e.g. "Europe/Paris") #' @param date_format How date/time are stored (e.g. year/month/day hour:minutes; #' see \code{strptime}) @@ -51,7 +52,8 @@ getData = function(ts_data, exo_data, input_tz="GMT", date_format="%d/%m/%Y %H:% ts_data # Convert to the desired timezone (usually "GMT" or "Europe/Paris") formatted_dates_POSIXlt = strptime(as.character(ts_df[,1]), date_format, tz=input_tz) - ts_df[,1] = format(as.POSIXct(formatted_dates_POSIXlt, tz=input_tz), tz=working_tz, usetz=TRUE) + ts_df[,1] = format( + as.POSIXct(formatted_dates_POSIXlt, tz=input_tz), tz=working_tz, usetz=TRUE) exo_df = if (is.character(exo_data)) @@ -76,15 +78,20 @@ getData = function(ts_data, exo_data, input_tz="GMT", date_format="%d/%m/%Y %H:% serie = c(serie, ts_df[line,2]) line = line + 1 }; - if (line >= nb_lines + 1 || as.POSIXlt(ts_df[line-1,1])$hour == predict_at) + if (line >= nb_lines + 1 + || as.POSIXlt(ts_df[line-1,1],tz=working_tz)$hour == predict_at) + { break + } } exo = as.data.frame( exo_df[i,2:(1+nb_exos)] ) - exo_hat = as.data.frame( exo_df[i,(1+nb_exos+1):(1+2*nb_exos)] ) - level = mean(serie, na.rm=TRUE) - centered_serie = serie - level - data$append(time, centered_serie, level, exo, exo_hat) + exo_hat = + if (i < nrow(exo_df)) + as.data.frame( exo_df[i+1,(1+nb_exos+1):(1+2*nb_exos)] ) + else + NA #exogenous prediction for next day are useless on last day + data$append(time, serie, exo, exo_hat) if (i >= limit) break i = i + 1