pkg/R/Forecaster.R

   1 #' Forecaster
   2 #'
   3 #' Forecaster (abstract class, implemented by all forecasters)
   4 #'
   5 #' @docType class
   6 #' @importFrom R6 R6Class
   7 #'
   8 #' @field params List of computed parameters, for post-run analysis (dev)
   9 #' @field data Dataset, object of class Data
  10 #' @field pjump Function: how to predict the jump at day interface ?
  11 #'
  12 #' @section Methods: \describe{
  13 #' \item{\code{initialize(data, pjump)}}
  14 #'   {Initialize a Forecaster object with a Data object and a jump prediction function.}
  15 #' \item{\code{predictSerie(today,memory,horizon,...)}}
  16 #'   {Predict a new serie of \code{horizon} values at day index \code{today}
  17 #'   using \code{memory} days in the past.}
  18 #' \item{\code{predictShape(today,memory,horizon,...)}}
  19 #'   {Predict a new shape of \code{horizon} values at day index \code{today}
  20 #'   using \code{memory} days in the past.}
  21 #' \item{\code{getParameters()}}
  22 #'   {Return (internal) parameters.}}
  23 Forecaster = R6::R6Class("Forecaster",
  24     private = list(
  25         .params = list(),
  26         .data = NULL,
  27         .pjump = NULL
  28     ),
  29     public = list(
  30         initialize = function(data, pjump)
  31         {
  32             private$.data <- data
  33             private$.pjump <- pjump
  34             invisible(self)
  35         },
  36         predictSerie = function(today, memory, horizon, ...)
  37         {
  38             # Parameters (potentially) computed during shape prediction stage
  39             predicted_shape = self$predictShape(today, memory, horizon, ...)
  40             predicted_delta = private$.pjump(
  41                 private$.data, today, memory, horizon, private$.params, ...)
  42             # Predicted shape is aligned it on the end of current day + jump
  43             predicted_shape + tail(private$.data$getSerie(today),1) -
  44                 predicted_shape[1] + predicted_delta
  45         },
  46         predictShape = function(today, memory, horizon, ...)
  47             NULL #empty default implementation: to implement in inherited classes
  48         ,
  49         getParameters = function()
  50             private$.params
  51     )
  52 )