#' @title Acquire data in a clean format #' #' @description Take in input data frames and/or files containing raw data, and timezones, and #' output a Data object, roughly corresponding to a list where each cell contains all value #' for one day (see \code{?Data}). Current limitation: series (in working_tz) must start at #' right after midnight (to keep in sync with exogenous vars) #' #' @param ts_data Time-series, as a data frame (DB style: 2 columns, first is date/time, #' second is value) or a CSV file #' @param exo_data Exogenous variables, as a data frame or a CSV file; first comlumn is dates, #' next block are measurements for the day, and final block are exogenous forecasts #' @param input_tz Timezone in the input files ("GMT" or e.g. "Europe/Paris") #' @param date_format How date/time are stored (e.g. year/month/day hour:minutes; #' see \code{strptime}) #' @param working_tz Timezone to work with ("GMT" or e.g. "Europe/Paris") #' @param predict_at When does the prediction take place ? ab[:cd][:ef] where a,b,c,d,e,f #' in (0,9) and define an hour[minute[second]]; time must be present in the file #' #' @return An object of class Data #' #' @export getData = function(ts_data, exo_data, input_tz="GMT", date_format="%d/%m/%Y %H:%M", working_tz="GMT", predict_at="00") { # Sanity checks (not full, but sufficient at this stage) if (!is.character(input_tz) || !is.character(working_tz)) stop("Bad timezone (see ?timezone)") input_tz = input_tz[1] working_tz = working_tz[1] if (!is.data.frame(ts_data) && !is.character(ts_data)) stop("Bad time-series input (data frame or CSV file)") if (is.character(ts_data)) ts_data = ts_data[1] pattern_index_in_predict_at = grep("^[0-9]{2}(:[0-9]{2}){0,2}$", predict_at) if (!is.character(predict_at) || length(pattern_index_in_predict_at) == 0) stop("Bad predict_at ( ^[0-9]{2}(:[0-9]{2}){0,2}$ )") predict_at = predict_at[ pattern_index_in_predict_at[1] ] if (!is.character(date_format)) stop("Bad date_format (character)") date_format = date_format[1] ts_df = if (is.character(ts_data)) { read.csv(ts_data) } else { ts_data } exo_df = if (is.character(exo_data)) { read.csv(exo_data) } else { exo_data } # Convert to the desired timezone (usually "GMT" or "Europe/Paris") formatted_dates_POSIXlt = strptime(as.character(ts_df[,1]), date_format, tz=input_tz) ts_df[,1] = format(as.POSIXct(formatted_dates_POSIXlt), tz=working_tz, usetz=TRUE) if (nchar(predict_at) == 2) predict_at = paste(predict_at,":00",sep="") if (nchar(predict_at) == 5) predict_at = paste(predict_at,":00",sep="") line = 1 #index in PM10 file (24 lines for 1 cell) nb_lines = nrow(ts_df) nb_exos = ( ncol(exo_df) - 1 ) / 2 data = list() #new("Data") i = 1 #index of a cell in data while (line <= nb_lines) { time = c() serie = c() repeat { { time = c(time, ts_df[line,1]) serie = c(serie, ts_df[line,2]) line = line + 1 }; if (line >= nb_lines + 1 # NOTE: always second part of date/time, because it has been formatted || strsplit(as.character(ts_df[line-1,1])," ")[[1]][2] == predict_at) { break }} # NOTE: if predict_at does not cut days at midnight, # for the exogenous to be synchronized they need to be shifted if (predict_at != "00:00:00") { exo_hat = as.data.frame(exo_df[max(1,i-1),(1+nb_exos+1):(1+2*nb_exos)]) exo_Dm1 = if (i>=3) as.data.frame(exo_df[i-1,2:(1+nb_exos)]) else NA } else { exo_hat = as.data.frame(exo_df[i,(1+nb_exos+1):(1+2*nb_exos)]) exo_Dm1 = if (i>=2) as.data.frame(exo_df[i-1,2:(1+nb_exos)]) else NA } i = i + 1 #center data level = mean(serie, na.rm=TRUE) centered_serie = serie - level # data$append(time, centered_serie, level, exo_hat, exo_Jm1) #TODO: slow: why ? data[[length(data)+1]] = list("time"=time, "serie"=centered_serie, "level"=level, "exo_hat"=exo_hat, "exo_Dm1"=exo_Dm1) } new("Data",data=data) }