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

#' Obtain jump forecast by the Persistence method
#'
#' @inheritParams computeForecast
#' @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)
	same_day = ifelse(hasArg("same_day"), list(...)$same_day, TRUE)
	index = today - ifelse(same_day,7,1)
	repeat
	{
		{
			last_serie_end = tail( data$getSerie(index), 1)
			last_tomorrow_begin = data$getSerie(index+1)[1]
			index = index - ifelse(same_day,7,1)
		};
		if (!is.na(last_serie_end) && !is.na(last_tomorrow_begin))
			return (last_tomorrow_begin - last_serie_end);
		if (index < first_day)
			return (NA)
	}
}
Commit	Line	Data
e030a6e3	1	#' Obtain jump forecast by the Persistence method
3d69ff21	2	#'
99f83c9a	3	#' @inheritParams computeForecast
e030a6e3	4	#' @inheritParams getZeroJumpPredict
546b0cb6	5	#'
e030a6e3	6	getPersistenceJumpPredict = function(data, today, memory, horizon, params, ...)
3d69ff21	7	{
09cf9c19 BA	8	#return gap between end of similar day curve and first day of tomorrow (in the past)
09cf9c19 BA	9	first_day = max(1, today-memory)
e5aa669a BA	10	same_day = ifelse(hasArg("same_day"), list(...)$same_day, TRUE)
e5aa669a BA	11	index = today - ifelse(same_day,7,1)
09cf9c19 BA	12	repeat
	13	{
	14	{
e5aa669a BA	15	last_serie_end = tail( data$getSerie(index), 1)
	16	last_tomorrow_begin = data$getSerie(index+1)[1]
	17	index = index - ifelse(same_day,7,1)
09cf9c19	18	};
e5aa669a BA	19	if (!is.na(last_serie_end) && !is.na(last_tomorrow_begin))
e5aa669a BA	20	return (last_tomorrow_begin - last_serie_end);
09cf9c19 BA	21	if (index < first_day)
	22	return (NA)
	23	}
3d69ff21	24	}