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 .pjump Function: how to predict the jump at day interface ?
  10 #'
  11 #' @section Methods:
  12 #' \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         .pjump = NULL
  27     ),
  28     public = list(
  29         initialize = function(pjump)
  30         {
  31             private$.pjump <- pjump
  32             invisible(self)
  33         },
  34         predictSerie = function(data, today, memory, horizon, ...)
  35         {
  36             # Parameters (potentially) computed during shape prediction stage
  37             predicted_shape = self$predictShape(data, today, memory, horizon, ...)
  38             predicted_delta = private$.pjump(data,today,memory,horizon,private$.params,...)
  39             # Predicted shape is aligned it on the end of current day + jump
  40             predicted_shape+tail(data$getSerie(today),1)-predicted_shape[1]+predicted_delta
  41         },
  42         predictShape = function(data, today, memory, horizon, ...)
  43             NULL #empty default implementation: to implement in inherited classes
  44         ,
  45         getParameters = function()
  46             private$.params
  47     )
  48 )