pkg/R/J_Persistence.R

   1 #' Obtain jump forecast by the Persistence method
   2 #'
   3 #' @inheritParams computeForecast
   4 #' @inheritParams getZeroJumpPredict
   5 #'
   6 getPersistenceJumpPredict = function(data, today, memory, horizon, params, ...)
   7 {
   8     #return gap between end of similar day curve and first day of tomorrow (in the past)
   9     first_day = max(1, today-memory)
  10     same_day = ifelse(hasArg("same_day"), list(...)$same_day, TRUE)
  11     index = today - ifelse(same_day,7,1)
  12     repeat
  13     {
  14         {
  15             last_serie_end = tail( data$getSerie(index), 1)
  16             last_tomorrow_begin = data$getSerie(index+1)[1]
  17             index = index - ifelse(same_day,7,1)
  18         };
  19         if (!is.na(last_serie_end) && !is.na(last_tomorrow_begin))
  20             return (last_tomorrow_begin - last_serie_end);
  21         if (index < first_day)
  22             return (NA)
  23     }
  24 }