'update'

[talweg.git] / pkg / R / Forecast.R

#' Forecast
#'
#' Forecast encapsulation
#'
#' @docType class
#' @importFrom R6 R6Class
#'
#' @field .pred List with \itemize{
#'   \item serie: forecasted serie
#'   \item params: corresponding list of parameters (weights, neighbors...)
#'   \item index: corresponding index in data object}
#' @field .dates vector of day indices where forcast occurs
#'
#' @section Methods: \describe{
#' \item{\code{initialize(dates)}}
#'   {Initialize a Forecast object with a series of date indices.}
#' \item{\code{predictSerie(today,memory,horizon,...)}}
#'   {Predict a new serie of \code{horizon} values at day index \code{today} using \code{memory}
#'   days in the past.} TODO: continue #######################################
#' \item{\code{predictShape(today,memory,horizon,...)}}
#'   {Predict a new shape of \code{horizon} values at day index \code{today} using \code{memory}
#'   days in the past.}
#' \item{\code{getParameters()}}
#'   {Return (internal) parameters.} }
Forecast = R6::R6Class("Forecast",
	private = list(
		.pred = list(),
		.dates = c()
	),
	public = list(
		initialize = function(dates)
			initializeForecast(self, private, dates)
		,
		getSize = function()
			getSizeForecast(private)
		,
		append = function(new_serie, new_params, new_index)
			appendForecast(private, new_serie, new_params, new_index)
		,
		getDates = function()
			getDatesForecast(private)
		,
		getSerie = function(index)
			getSerieForecast(private, index)
		,
		getParams = function(index)
			getParamsForecast(private, index)
		,
		getIndexInData = function(index)
			getIndexInDataForecast(private, index)
	)
)

#' Initialize empty Forecast object
#'
#' @param o Object of class Forecast
#' @param private List of private members in o
#' @param dates vector of dates where forecast occurs
initializeForecast = function(o, private, dates)
{
	private$.dates <- dates
	invisible(o)
}

#' Number of individual forecasts"
#'
#' @inheritParams initializeForecast
getSizeForecast = function(private)
	length(private$.pred)

#' Obtain a new pair (serie, params)"
#'
#' @inheritParams initializeForecast
#' @param new_serie Values of a new serie
#' @param new_params Associated (optimized) parameters
#' @param new_index_in_data Corresponding index in data
appendForecast = function(private, new_serie, new_params, new_index_in_data)
{
	private$.pred[[length(private$.pred)+1]] <-
		list("serie"=new_serie, "params"=new_params, "index_in_data"=new_index_in_data)
}

#' Dates where prediction occurs
#'
#' inheritParams initializeForecast
getDatesForecast = function(private)
	private$.dates

#' Serie values at specified index"
#'
#' @inheritParams initializeForecast
#' @param index Return value at this index
getSerieForecast = function(index)
{
	if (is(index,"Date"))
		index = match(index, private$.dates)
	private$.pred[[index]]$serie
}

#' Params at specified index"
#'
#' @inheritParams getSerieForecast
getParamsForecast = function(index)
{
	if (is(index,"Date"))
		index = match(index, private$.dates)
	private$.pred[[index]]$params
}

#' (day) Index in data where prediction took place"
#'
#' @inheritParams getSerieForecast
getIndexInDataForecast = function(index)
{
	if (is(index,"Date"))
		index = match(index, private$.dates)
	private$.pred[[index]]$index_in_data
}