pkg/R/Forecast.R

   1 #' Forecast
   2 #'
   3 #' Forecast encapsulation as a list (days where prediction occur) of lists (components).
   4 #'
   5 #' The private field .pred is a list where each cell contains the predicted variables for
   6 #' a period of time of H<=24 hours, from hour P+1 until P+H, where P+1 is taken right
   7 #' after the end of the period designated by \code{getIndexInData()}. In other terms,
   8 #' \code{forecast$getForecast(i)} return forecasts for \code{data$getSerie(i+1)}.
   9 #' Each cell .pred[[i]] is itself a list containing three slots, as described in the
  10 #' 'field' section.
  11 #'
  12 #' @usage f <- Forecast$new(dates)
  13 #'
  14 #' @field .pred List with
  15 #' \itemize{
  16 #'   \item serie: the forecasted serie
  17 #'   \item params: corresponding list of parameters (weights, neighbors...)
  18 #'   \item index_in_data: corresponding index in data object
  19 #' }
  20 #' @field .dates vector of (integer) day indices where forecast occurs
  21 #'
  22 #' @section Methods:
  23 #' \describe{
  24 #' \item{\code{initialize(dates)}}{
  25 #'   Initialize a Forecast object with a series of date indices.}
  26 #' \item{\code{getSize()}}{
  27 #'   Return number of individual forecasts.}
  28 #' \item{\code{append(forecast, params, index_in_data)}}{
  29 #'   Acquire an individual forecast, with its (optimized) parameters and the
  30 #'   corresponding index in the dataset.}
  31 #' \item{\code{getDates()}}{
  32 #'   Get dates where forecast occurs.}
  33 #' \item{\code{getForecast(index)}}{
  34 #'   Get forecasted serie at specified index.}
  35 #' \item{\code{getParams(index)}}{
  36 #'   Get parameters at specified index (for 'Neighbors' method).}
  37 #' \item{\code{getIndexInData(index)}}{
  38 #'   Get index in data which corresponds to current forecast.}
  39 #' }
  40 #'
  41 #' @docType class
  42 #' @format R6 class
  43 #'
  44 Forecast = R6::R6Class("Forecast",
  45     private = list(
  46         .pred = list(),
  47         .dates = integer(0) #store dates as integers (from 1970-01-01)
  48     ),
  49     public = list(
  50         initialize = function(dates)
  51         {
  52             private$.dates <- dates
  53             invisible(self)
  54         },
  55         getSize = function()
  56             length(private$.pred)
  57         ,
  58         append = function(forecast, params, index_in_data)
  59         {
  60             private$.pred[[length(private$.pred)+1]] <-
  61                 list("forecast"=forecast, "params"=params, "index_in_data"=index_in_data)
  62         },
  63         getDates = function()
  64             as.Date( private$.dates, origin="1970-01-01" )
  65         ,
  66         getForecast = function(index)
  67         {
  68             if (is(index,"Date"))
  69                 index = match(index, private$.dates)
  70             private$.pred[[index]]$forecast
  71         },
  72         getParams = function(index)
  73         {
  74             if (is(index,"Date"))
  75                 index = match(index, private$.dates)
  76             private$.pred[[index]]$params
  77         },
  78         getIndexInData = function(index)
  79         {
  80             if (is(index,"Date"))
  81                 index = match(index, private$.dates)
  82             private$.pred[[index]]$index_in_data
  83         }
  84     )
  85 )