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[talweg.git] / pkg / R / Forecaster.R
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25b75559 1#' Forecaster
e030a6e3 2#'
25b75559 3#' Forecaster (abstract class, implemented by all forecasters)
e030a6e3 4#'
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5#' @docType class
6#' @importFrom R6 R6Class
7#'
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8#' @field .params List of computed parameters, for post-run analysis (dev)
9#' @field .pjump Function: how to predict the jump at day interface ?
25b75559 10#'
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11#' @section Methods:
12#' \describe{
13#' \item{\code{initialize(data, pjump)}}{
14#' Initialize a Forecaster object with a Data object and a jump prediction function.}
15#' \item{\code{predictSerie(today,memory,horizon,...)}}{
16#' Predict a new serie of \code{horizon} values at day index \code{today}
af3b84f4 17#' using \code{memory} days in the past.}
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18#' \item{\code{predictShape(today,memory,horizon,...)}}{
19#' Predict a new shape of \code{horizon} values at day index \code{today}
af3b84f4 20#' using \code{memory} days in the past.}
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21#' \item{\code{getParameters()}}{
22#' Return (internal) parameters.}}
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23Forecaster = R6::R6Class("Forecaster",
24 private = list(
a66a84b5 25 .params = list(),
a66a84b5 26 .pjump = NULL
e030a6e3 27 ),
25b75559 28 public = list(
98e958ca 29 initialize = function(pjump)
a66a84b5 30 {
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31 private$.pjump <- pjump
32 invisible(self)
33 },
98e958ca 34 predictSerie = function(data, today, memory, horizon, ...)
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35 {
36 # Parameters (potentially) computed during shape prediction stage
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37 predicted_shape = self$predictShape(data, today, memory, horizon, ...)
38 predicted_delta = private$.pjump(data,today,memory,horizon,private$.params,...)
a66a84b5 39 # Predicted shape is aligned it on the end of current day + jump
98e958ca 40 predicted_shape+tail(data$getSerie(today),1)-predicted_shape[1]+predicted_delta
a66a84b5 41 },
98e958ca 42 predictShape = function(data, today, memory, horizon, ...)
5d83d815 43 NULL #empty default implementation: to implement in inherited classes
25b75559 44 ,
e030a6e3 45 getParameters = function()
a66a84b5 46 private$.params
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47 )
48)