intermediate: R6, too slow

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

#' Forecaster
#'
#' Forecaster (abstract class, implemented by all forecasters)
#'
#' @field params List of computed parameters, for post-run analysis (dev)
#' @field data Dataset, object of class Data
#' @field pjump Function: how to predict the jump at day interface ?
#'
#' @docType class
#' @importFrom R6 R6Class
Forecaster = R6::R6Class("Forecaster",
	private = list(
		.params = "list",
		.data = "Data",
		.pjump = "function"
	),
	public = list(
		initialize = function(data, pjump)
			initialize(self, private, data, pjump)
		,
		predictSerie = function(today, memory, horizon, ...)
			predictSerie(private, today, memory, horizon, ...)
		,
		predictShape = function(today, memory, horizon, ...)
			predictShape(private, today, memory, horizon, ...)
		,
		getParameters = function()
			getParameters(private)
	)
)

#' Initialize (generic) Forecaster object
#'
#' @param o Object of class Forecaster
#' @param private List of private members in o
#' @param data Object of class Data
#' @param pjump Function to predict jump
initialize = function(o, private, data, pjump)
{
	.params <<- list()
	.data <<- data
	.pjump <<- pjump
	invisible(o)
}

#' Obtain a new forecasted time-serie
#'
#' @inheritParams initialize
#' @param today Index for current prediction
#' @param memory Depth in data (in days)
#' @param horizon Number of hours to forecast
predictSerie = function(private, today, memory, horizon, ...)
{
	# Parameters (potentially) computed during shape prediction stage
	predicted_shape = predictShape(today, memory, horizon, ...)
	predicted_delta = private$.pjump(private$.data, today, memory, horizon, params, ...)
	# Predicted shape is aligned it on the end of current day + jump
	predicted_shape + tail(private$.data$getSerie(today),1) - predicted_shape[1] + predicted_delta
}

#' Shape prediction (centered curve)
#'
#' @inheritParams predictSerie
predictShape = function(private, today, memory, horizon, ...)
	#empty default implementation: to implement in inherited classes

#' Get parameters list
#'
#' @inheritParams initialize
getParameters = function(private)
	private$.params