8298a892a94a8f38c0a4a73a807fe27e17a628d9
[talweg.git] / pkg / R / J_Persistence.R
1 #' getPersistenceJumpPredict
2 #'
3 #' Analog of the PersistenceForecaster: predict the jump after last observed value either
4 #' by re-applying the last jump between similar day and its follower (if argument
5 #' "same_day" is TRUE), or by re-using the very last observed jump (when "same_day" =
6 #' FALSE).
7 #'
8 #' @inheritParams computeForecast
9 #' @inheritParams getZeroJumpPredict
10 #'
11 #' @aliases J_Persistence
12 #'
13 getPersistenceJumpPredict = function(data, today, memory, predict_from,
14 horizon, params, ...)
15 {
16 #return gap between end of similar day curve and first day of tomorrow (in the past)
17 first_day = max(1, today-memory)
18 same_day = ifelse(hasArg("same_day"), list(...)$same_day, TRUE)
19 index <- today
20 repeat
21 {
22 # If 'same_day', get the last known future of similar day
23 index = index - ifelse(same_day,7,1)
24 if (index < first_day)
25 return (NA)
26 gap <-
27 if (predict_from >= 2)
28 data$getSerie(index)[predict_from] - data$getSerie(index)[predict_from-1]
29 else
30 head(data$getSerie(index),1) - tail(data$getSerie(index-1),1)
31 if (!is.na(gap))
32 return (gap)
33 }
34 }