#' Data #' #' Data encapsulation as a list (days) of lists (components). #' #' The private field .data is a list where each cell contains the variables for a period #' of time of 24 hours, from time P+1 until P the next day where P is an integer between #' 0 and 23. .data[[1]] refers to the first measured data (serie and exogenous #' variables): the corresponding times can be accessed through the function #' \code{getTime()} below. Each cell .data[[i]] is itself a list containing five slots, #' as described in the 'field' section. #' #' @usage Data$new() #' #' @field .data[[i]] List of #' \itemize{ #' \item time: vector of times #' \item centered_serie: centered serie #' \item level: corresponding level #' \item exo: exogenous variables #' \item exo_hat: predicted exogenous variables (for next day) #' } #' #' @section Methods: #' \describe{ #' \item{\code{getSize()}}{ #' Number of series in dataset.} #' \item{\code{getStdHorizon()}}{ #' Number of time steps from serie[1] until midnight} #' \item{\code{append(time, serie, exo, exo_hat)}}{ #' Measured data for given vector of times + exogenous predictions from #' last midgnight.} #' \item{\code{getTime(index)}}{ #' Times (vector) at specified index.} #' \item{\code{getCenteredSerie(index)}}{ #' Centered serie at specified index.} #' \item{\code{getCenteredSeries(indices)}}{ #' Centered series at specified indices (in columns).} #' \item{\code{getLevel(index)}}{ #' Level at specified index.} #' \item{\code{getSerie(index)}}{ #' Serie (centered+level) at specified index.} #' \item{\code{getSeries(indices)}}{ #' Series at specified indices (in columns).} #' \item{\code{getExoHat(index)}}{ #' Predicted exogenous variables at specified index.} #' \item{\code{getExo(index)}}{ #' Measured exogenous variables at specified index.} #' \item{\code{removeFirst()}}{ #' Remove first list element (if truncated).} #' \item{\code{removeLast()}}{ #' Remove last list element (if truncated).} #' } #' #' @docType class #' @format R6 class #' Data = R6::R6Class("Data", private = list( .data = list() ), public = list( getSize = function() length(private$.data) , getStdHorizon = function() 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1 , append = function(time, serie, exo, exo_hat) { level = mean(serie, na.rm=TRUE) centered_serie = serie - level private$.data[[length(private$.data)+1]] <- list( "time"=time, #H-24 --> H-1 "centered_serie"=centered_serie, #at 'time' "level"=level, #at 'time' "exo"=exo, #at 'time' (yersteday 0am to last midnight) "exo_hat"=exo_hat) #today 0am to next midnight }, getTime = function(index) { index = dateIndexToInteger(index, self) private$.data[[index]]$time }, getCenteredSerie = function(index) { index = dateIndexToInteger(index, self) private$.data[[index]]$centered_serie }, getCenteredSeries = function(indices) sapply(indices, function(i) self$getCenteredSerie(i)) , getLevel = function(index) { index = dateIndexToInteger(index, self) private$.data[[index]]$level }, getSerie = function(index) { index = dateIndexToInteger(index, self) private$.data[[index]]$centered_serie + private$.data[[index]]$level }, getSeries = function(indices) sapply(indices, function(i) self$getSerie(i)) , getExoHat = function(index) { index = dateIndexToInteger(index, self) private$.data[[index]]$exo_hat }, getExo = function(index) { index = dateIndexToInteger(index, self) private$.data[[index]]$exo }, removeFirst = function() private$.data <- private$.data[2:length(private$.data)] , removeLast = function() private$.data <- private$.data[1:(length(private$.data)-1)] ) )