[talweg.git] / R / J_Persistence.R

#' Obtain jump forecast by the Persistence method
#'
#' @inheritParams getForecast
#' @inheritParams getZeroJumpPredict
getPersistenceJumpPredict = function(data, today, memory, horizon, params, ...)
{
	#return gap between end of similar day curve and first day of tomorrow (in the past)
	first_day = max(1, today-memory)
	index = today-7
	repeat
	{
		{
			last_similar_serie_end = tail( data$getCenteredSerie(index), 1)
			last_similar_tomorrow_begin = data$getCenteredSerie(index+1)[1]
			index = index - 7
		};
		if (!is.na(last_similar_serie_end) && !is.na(last_similar_tomorrow_begin))
			return (last_similar_tomorrow_begin - last_similar_serie_end);
		if (index < first_day)
			return (NA)
	}
}
Commit	Line	Data
e030a6e3	1	#' Obtain jump forecast by the Persistence method
3d69ff21 BA	2	#'
3d69ff21 BA	3	#' @inheritParams getForecast
e030a6e3 BA	4	#' @inheritParams getZeroJumpPredict
e030a6e3 BA	5	getPersistenceJumpPredict = function(data, today, memory, horizon, params, ...)
3d69ff21	6	{
09cf9c19 BA	7	#return gap between end of similar day curve and first day of tomorrow (in the past)
	8	first_day = max(1, today-memory)
	9	index = today-7
	10	repeat
	11	{
	12	{
	13	last_similar_serie_end = tail( data$getCenteredSerie(index), 1)
	14	last_similar_tomorrow_begin = data$getCenteredSerie(index+1)[1]
	15	index = index - 7
	16	};
	17	if (!is.na(last_similar_serie_end) && !is.na(last_similar_tomorrow_begin))
	18	return (last_similar_tomorrow_begin - last_similar_serie_end);
	19	if (index < first_day)
	20	return (NA)
	21	}
3d69ff21	22	}