pkg/R/Forecast.R

   1 #' Forecast
   2 #'
   3 #' Forecast encapsulation
   4 #'
   5 #' @docType class
   6 #' @importFrom R6 R6Class
   7 #'
   8 #' @field .pred List with \itemize{
   9 #'   \item serie: forecasted serie
  10 #'   \item params: corresponding list of parameters (weights, neighbors...)
  11 #'   \item index: corresponding index in data object}
  12 #' @field .dates vector of day indices where forcast occurs
  13 #'
  14 #' @section Methods: \describe{
  15 #' \item{\code{initialize(dates)}}
  16 #'   {Initialize a Forecast object with a series of date indices.}
  17 #' \item{\code{predictSerie(today,memory,horizon,...)}}
  18 #'   {Predict a new serie of \code{horizon} values at day index \code{today} using \code{memory}
  19 #'   days in the past.} TODO: continue #######################################
  20 #' \item{\code{predictShape(today,memory,horizon,...)}}
  21 #'   {Predict a new shape of \code{horizon} values at day index \code{today} using \code{memory}
  22 #'   days in the past.}
  23 #' \item{\code{getParameters()}}
  24 #'   {Return (internal) parameters.} }
  25 Forecast = R6::R6Class("Forecast",
  26     private = list(
  27         .pred = list(),
  28         .dates = c()
  29     ),
  30     public = list(
  31         initialize = function(dates)
  32             initializeForecast(self, private, dates)
  33         ,
  34         getSize = function()
  35             getSizeForecast(private)
  36         ,
  37         append = function(new_serie, new_params, new_index)
  38             appendForecast(private, new_serie, new_params, new_index)
  39         ,
  40         getDates = function()
  41             getDatesForecast(private)
  42         ,
  43         getSerie = function(index)
  44             getSerieForecast(private, index)
  45         ,
  46         getParams = function(index)
  47             getParamsForecast(private, index)
  48         ,
  49         getIndexInData = function(index)
  50             getIndexInDataForecast(private, index)
  51     )
  52 )
  53
  54 #' Initialize empty Forecast object
  55 #'
  56 #' @param o Object of class Forecast
  57 #' @param private List of private members in o
  58 #' @param dates vector of dates where forecast occurs
  59 initializeForecast = function(o, private, dates)
  60 {
  61     private$.dates <- dates
  62     invisible(o)
  63 }
  64
  65 #' Number of individual forecasts"
  66 #'
  67 #' @inheritParams initializeForecast
  68 getSizeForecast = function(private)
  69     length(private$.pred)
  70
  71 #' Obtain a new pair (serie, params)"
  72 #'
  73 #' @inheritParams initializeForecast
  74 #' @param new_serie Values of a new serie
  75 #' @param new_params Associated (optimized) parameters
  76 #' @param new_index_in_data Corresponding index in data
  77 appendForecast = function(private, new_serie, new_params, new_index_in_data)
  78 {
  79     private$.pred[[length(private$.pred)+1]] <-
  80         list("serie"=new_serie, "params"=new_params, "index_in_data"=new_index_in_data)
  81 }
  82
  83 #' Dates where prediction occurs
  84 #'
  85 #' inheritParams initializeForecast
  86 getDatesForecast = function(private)
  87     private$.dates
  88
  89 #' Serie values at specified index"
  90 #'
  91 #' @inheritParams initializeForecast
  92 #' @param index Return value at this index
  93 getSerieForecast = function(index)
  94 {
  95     if (is(index,"Date"))
  96         index = match(index, private$.dates)
  97     private$.pred[[index]]$serie
  98 }
  99
 100 #' Params at specified index"
 101 #'
 102 #' @inheritParams getSerieForecast
 103 getParamsForecast = function(index)
 104 {
 105     if (is(index,"Date"))
 106         index = match(index, private$.dates)
 107     private$.pred[[index]]$params
 108 }
 109
 110 #' (day) Index in data where prediction took place"
 111 #'
 112 #' @inheritParams getSerieForecast
 113 getIndexInDataForecast = function(index)
 114 {
 115     if (is(index,"Date"))
 116         index = match(index, private$.dates)
 117     private$.pred[[index]]$index_in_data
 118 }