#' Forecaster #' #' Forecaster (abstract class, implemented by all forecasters). #' #' A Forecaster object encapsulates parameters (which can be of various kinds, for #' example "Neighbors" method stores informations about the considered neighborhood for #' the current prediction task) and one main function: \code{predictSerie()}. This last #' function (by default) calls \code{predictShape()} to get a forecast of a centered #' serie, and then calls the "jump prediction" function if it's provided -- see "field" #' section -- to adjust it based on the last observed values. The main method in derived #' forecasters is \code{predictShape()}; see 'Methods' section. #' #' @usage # Forecaster$new(pjump) #warning: predictShape() is unimplemented #' #' @field .params List of computed parameters (if applicable). #' @field .pjump Function: how to predict the jump at day interface? The arguments of #' this function are -- in this order: #' \itemize{ #' \item data: object output of \code{getData()}, #' \item today: index of the current day in data (known until predict_from-1), #' \item memory: number of days to use in the past (including today), #' \item predict_from: first time step to predict (in [1,24]) #' \item horizon: last time step to predict (in [predict_from,24]), #' \item params: optimized parameters in the main method \code{predictShape()}, #' \item ...: additional arguments. #' } #' .pjump returns an estimation of the jump after the last observed value. #' #' @section Methods: #' \describe{ #' \item{\code{initialize(pjump)}}{ #' Initialize a Forecaster object with a jump prediction function.} #' \item{\code{predictSerie(data,today,memory,predict_from,horizon,...)}}{ #' Predict the next curve (at index today) from predict_from to horizon (hours), using #' \code{memory} days in the past.} #' \item{\code{predictShape(data,today,memory,predict_from,horizon,...)}}{ #' Predict the shape of the next curve (at index today) from predict_from to horizon #' (hours), using \code{memory} days in the past.} #' \item{\code{getParameters()}}{ #' Return (internal) parameters.} #' } #' #' @docType class #' @format R6 class #' Forecaster = R6::R6Class("Forecaster", private = list( .params = list(), .pjump = NULL ), public = list( initialize = function(pjump) { private$.pjump <- pjump invisible(self) }, predictSerie = function(data, today, memory, predict_from, horizon, ...) { # Parameters (potentially) computed during shape prediction stage predicted_shape <- self$predictShape(data,today,memory,predict_from,horizon,...) if (is.na(predicted_shape[1])) return (NA) predicted_delta <- private$.pjump(data, today, memory, predict_from, horizon, private$.params, first_pred=predicted_shape[1], ...) # Predicted shape is aligned on the end of current day + jump c( data$getSerie(today)[if (predict_from>=2) 1:(predict_from-1) else c()], (predicted_shape - predicted_shape[1]) + #shape with first_pred = 0 ifelse(predict_from>=2, #last observed value data$getSerie(today)[predict_from-1], tail(data$getSerie(today-1),1)) + predicted_delta ) #jump }, predictShape = function(data, today, memory, predict_from, horizon, ...) NULL #empty default implementation: to implement in inherited classes , getParameters = function() private$.params ) )