X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FgetData.R;h=a6401f9e5cf98b8974e47324f3e8659accdd7cb1;hb=102bcfda4afbb5cfee885cbee0f55545624168fd;hp=8d1a6faa9c29bcae9cb27fc9fbc20158a240abb6;hpb=44a9990b6d608ffcd2e99d5193fa8b9e6cbdb436;p=talweg.git diff --git a/pkg/R/getData.R b/pkg/R/getData.R index 8d1a6fa..a6401f9 100644 --- a/pkg/R/getData.R +++ b/pkg/R/getData.R @@ -1,26 +1,28 @@ -#' @title Acquire data in a clean format +#' getData #' -#' @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}). Current limitation: series (in working_tz) must start at -#' right after midnight (to keep in sync with exogenous vars) +#' Acquire data as a Data object; see ?Data. +#' +#' Since series are given in columns (database format), this function builds series one +#' by one and incrementally grows a Data object which is finally returned. #' #' @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 +#' second is value) or a CSV file. +#' @param exo_data Exogenous variables, as a data frame or a CSV file; first column is +#' dates, next block are measurements for the day, and final block are exogenous +#' forecasts (for the same day). #' @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}) +#' see ?strptime) #' @param working_tz Timezone to work with ("GMT" or e.g. "Europe/Paris") -#' @param predict_at When does the prediction take place ? Integer, in hours. Default: 0 +#' @param predict_at When does the prediction take place? Integer, in hours. Default: 0 +#' @param limit Number of days to extract (default: Inf, for "all") #' #' @return An object of class Data #' #' @examples #' ts_data = read.csv(system.file("extdata","pm10_mesures_H_loc.csv",package="talweg")) #' exo_data = read.csv(system.file("extdata","meteo_extra_noNAs.csv",package="talweg")) -#' getData(ts_data, exo_data, input_tz="Europe/Paris", working_tz="Europe/Paris", limit=150) +#' data = getData(ts_data, exo_data, limit=120) #' @export getData = function(ts_data, exo_data, input_tz="GMT", date_format="%d/%m/%Y %H:%M", working_tz="GMT", predict_at=0, limit=Inf) @@ -49,19 +51,22 @@ getData = function(ts_data, exo_data, input_tz="GMT", date_format="%d/%m/%Y %H:% read.csv(ts_data) else 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) + exo_df = if (is.character(exo_data)) read.csv(exo_data) else exo_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=working_tz, usetz=TRUE) + # Times in exogenous variables file are ignored: no conversions required line = 1 #index in PM10 file (24 lines for 1 cell) nb_lines = nrow(ts_df) nb_exos = ( ncol(exo_df) - 1 ) / 2 - data = list() #new("Data") + data = Data$new() i = 1 #index of a cell in data while (line <= nb_lines) { @@ -74,22 +79,30 @@ getData = function(ts_data, exo_data, input_tz="GMT", date_format="%d/%m/%Y %H:% serie = c(serie, ts_df[line,2]) line = line + 1 }; - if (line >= nb_lines + 1 || as.POSIXlt(ts_df[line-1,1])$hour == predict_at) + if (line >= nb_lines + 1 + || as.POSIXlt(ts_df[line-1,1],tz=working_tz)$hour == predict_at) + { break + } } - # NOTE: if predict_at does not cut days at midnight, exogenous vars need to be shifted - exo_hat = as.data.frame( exo_df[ - ifelse(predict_at>0,max(1,i-1),i) , (1+nb_exos+1):(1+2*nb_exos) ] ) - exo = as.data.frame( exo_df[ ifelse(predict_at>0,max(1,i-1),i) , 2:(1+nb_exos) ] ) - level = mean(serie, na.rm=TRUE) - centered_serie = serie - level - #data$append(time, centered_serie, level, exo_hat, exo_Jm1) #too slow; TODO: use R6 class - data[[length(data)+1]] = list("time"=time, "serie"=centered_serie, "level"=level, - "exo_hat"=exo_hat, "exo"=exo) + exo = as.data.frame( exo_df[i,2:(1+nb_exos)] ) + 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$append(time, serie, exo, exo_hat) if (i >= limit) break i = i + 1 } - new("Data",data=data) + if (length(data$getCenteredSerie(1)) < length(data$getCenteredSerie(2))) + data$removeFirst() + if (length(data$getCenteredSerie(data$getSize())) + < length(data$getCenteredSerie(data$getSize()-1))) + { + data$removeLast() + } + data }