#' 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 -- see "field" section -- to #' adjust it based on the last observed values. #' #' @usage # Forecaster$new(pjump) #warning: predictShape() is unimplemented #' #' @field .params List of computed parameters (if applicable). #' @field .pjump Function: how to predict the jump at day interface? The arguments of #' this function are -- in this order: #' \itemize{ #' \item data : object output of \code{getData()}, #' \item today : index (integer or date) of the last known day in data, #' \item memory : number of days to use in the past (including today), #' \item horizon : number of time steps to predict, #' \item params : optimized parameters in the main method \code{predictShape()}, #' \item ... : additional arguments. #' } #' .pjump returns an estimation of the jump after the last observed value. #' #' @section Methods: #' \describe{ #' \item{\code{initialize(data, pjump)}}{ #' Initialize a Forecaster object with a Data object and a jump prediction function.} #' \item{\code{predictSerie(today,memory,horizon,...)}}{ #' Predict a new serie of \code{horizon} values at day index \code{today} using #' \code{memory} days in the past.} #' \item{\code{predictShape(today,memory,horizon,...)}}{ #' Predict a new shape of \code{horizon} values at day index \code{today} using #' \code{memory} days in the past.} #' \item{\code{getParameters()}}{ #' Return (internal) parameters.} #' } #' #' @docType class #' @format R6 class #' Forecaster = R6::R6Class("Forecaster", private = list( .params = list(), .pjump = NULL ), public = list( initialize = function(pjump) { private$.pjump <- pjump invisible(self) }, predictSerie = function(data, today, memory, predict_from, horizon, ...) { # Parameters (potentially) computed during shape prediction stage predicted_shape = self$predictShape(data,today,memory,predict_from,horizon,...) predicted_delta = private$.pjump(data, today, memory, predict_from, horizon, private$.params, ...) # Predicted shape is aligned on the end of current day + jump c( data$getSerie(today)[if (predict_from>=2) 1:(predict_from-1) else c()], predicted_shape - predicted_shape[1] + predicted_delta + ifelse(predict_from>=2, data$getSerie(today)[predict_from-1], tail(data$getSerie(today-1),1)) ) }, predictShape = function(data, today, memory, predict_from, horizon, ...) NULL #empty default implementation: to implement in inherited classes , getParameters = function() private$.params ) )