pkg/R/Data.R

   1 #' Data
   2 #'
   3 #' Data encapsulation as a list (days) of lists (components).
   4 #'
   5 #' The private field .data is a list where each cell contains the variables for a period
   6 #' of time of 24 hours, from time P+1 until P the next day where P is an integer between
   7 #' 0 and 23. .data[[1]] refers to the first measured data (serie and exogenous
   8 #' variables): the corresponding times can be accessed through the function
   9 #' \code{getTime()} below. Each cell .data[[i]] is itself a list containing five slots,
  10 #' as described in the 'field' section.
  11 #'
  12 #' @usage data <- Data$new()
  13 #'
  14 #' @field .data[[i]] List of
  15 #' \itemize{
  16 #'   \item time: vector of times
  17 #'   \item centered_serie: centered serie
  18 #'   \item level: corresponding level
  19 #'   \item exo: exogenous variables
  20 #'   \item exo_hat: predicted exogenous variables (for next day)
  21 #' }
  22 #'
  23 #' @section Methods:
  24 #' \describe{
  25 #' \item{\code{getSize()}}{
  26 #'   Number of series in dataset.}
  27 #' \item{\code{getStdHorizon()}}{
  28 #'   Number of time steps from serie[1] until midnight}
  29 #' \item{\code{append(time, serie, exo, exo_hat)}}{
  30 #'   Measured data for given vector of times + exogenous predictions from
  31 #'   last midgnight.}
  32 #' \item{\code{getTime(index)}}{
  33 #'   Times (vector) at specified index.}
  34 #' \item{\code{getCenteredSerie(index)}}{
  35 #'   Centered serie at specified index.}
  36 #' \item{\code{getCenteredSeries(indices)}}{
  37 #'   Centered series at specified indices (in columns).}
  38 #' \item{\code{getLevel(index)}}{
  39 #'   Level at specified index.}
  40 #' \item{\code{getSerie(index)}}{
  41 #'   Serie (centered+level) at specified index.}
  42 #' \item{\code{getSeries(indices)}}{
  43 #'   Series at specified indices (in columns).}
  44 #' \item{\code{getExoHat(index)}}{
  45 #'   Predicted exogenous variables at specified index.}
  46 #' \item{\code{getExo(index)}}{
  47 #'   Measured exogenous variables at specified index.}
  48 #' \item{\code{removeFirst()}}{
  49 #'   Remove first list element (if truncated).}
  50 #' \item{\code{removeLast()}}{
  51 #'   Remove last list element (if truncated).}
  52 #' }
  53 #'
  54 #' @docType class
  55 #' @format R6 class
  56 #'
  57 Data = R6::R6Class("Data",
  58     private = list(
  59         .data = list()
  60     ),
  61     public = list(
  62         getSize = function()
  63             length(private$.data)
  64         ,
  65         getStdHorizon = function()
  66             24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
  67         ,
  68         append = function(time, serie, exo, exo_hat)
  69         {
  70             level = mean(serie, na.rm=TRUE)
  71             centered_serie = serie - level
  72             private$.data[[length(private$.data)+1]] <- list(
  73                 "time"=time, #H-24 --> H-1
  74                 "centered_serie"=centered_serie, #at 'time'
  75                 "level"=level, #at 'time'
  76                 "exo"=exo, #at 'time' (yersteday 0am to last midnight)
  77                 "exo_hat"=exo_hat) #today 0am to next midnight
  78         },
  79         getTime = function(index)
  80         {
  81             index = dateIndexToInteger(index, self)
  82             private$.data[[index]]$time
  83         },
  84         getCenteredSerie = function(index)
  85         {
  86             index = dateIndexToInteger(index, self)
  87             private$.data[[index]]$centered_serie
  88         },
  89         getCenteredSeries = function(indices)
  90             sapply(indices, function(i) self$getCenteredSerie(i))
  91         ,
  92         getLevel = function(index)
  93         {
  94             index = dateIndexToInteger(index, self)
  95             private$.data[[index]]$level
  96         },
  97         getSerie = function(index)
  98         {
  99             index = dateIndexToInteger(index, self)
 100             private$.data[[index]]$centered_serie + private$.data[[index]]$level
 101         },
 102         getSeries = function(indices)
 103             sapply(indices, function(i) self$getSerie(i))
 104         ,
 105         getExoHat = function(index)
 106         {
 107             index = dateIndexToInteger(index, self)
 108             private$.data[[index]]$exo_hat
 109         },
 110         getExo = function(index)
 111         {
 112             index = dateIndexToInteger(index, self)
 113             private$.data[[index]]$exo
 114         },
 115         removeFirst = function()
 116             private$.data <- private$.data[2:length(private$.data)]
 117         ,
 118         removeLast = function()
 119             private$.data <- private$.data[1:(length(private$.data)-1)]
 120     )
 121 )