#' Compute forecast #' #' Predict time-series curves for the selected days indices (lines in data). #' #' @param data Dataset, object of type \code{Data} output of \code{getData} #' @param indices Days indices where to forecast (the day after) #' @param forecaster Name of the main forcaster #' \itemize{ #' \item Persistence : use values of last (similar, next) day #' \item Neighbors : use values from the k closest neighbors' tomorrows #' \item Average : global average of all the (similar) "tomorrow of past" #' \item Zero : just output 0 (benchmarking purpose) #' } #' @param pjump How to predict the jump at the interface between two days ? #' \itemize{ #' \item Persistence : use last (similar) day values #' \item Neighbors: re-use the weights optimized in corresponding forecaster #' \item Zero: just output 0 (no adjustment) #' } #' @param memory Data depth (in days) to be used for prediction #' @param horizon Number of time steps to predict #' @param ... Additional parameters for the forecasting models #' #' @return An object of class Forecast #' #' @examples #' ts_data = system.file("extdata","pm10_mesures_H_loc.csv",package="talweg") #' exo_data = system.file("extdata","meteo_extra_noNAs.csv",package="talweg") #' data = getData(ts_data, exo_data, input_tz = "Europe/Paris", #' working_tz="Europe/Paris", predict_at=7) #' pred = computeForecast(data, 2200:2230, "Persistence", "Persistence", 500, 12) #' \dontrun{#Sketch for real-time mode: #' data = new("Data", ...) #' forecaster = new(..., data=data) #' repeat { #' data$append(some_new_data) #' pred = forecaster$predict(data$getSize(), ...) #' #do_something_with_pred #' }} #' @export computeForecast = function(data, indices, forecaster, pjump, memory=Inf, horizon=data$getStdHorizon(), ...) { # (basic) Arguments sanity checks horizon = as.integer(horizon)[1] if (horizon<=0 || horizon>length(data$getCenteredSerie(2))) stop("Horizon too short or too long") integer_indices = sapply(indices, function(i) dateIndexToInteger(i,data)) if (any(integer_indices<=0 | integer_indices>data$getSize())) stop("Indices out of range") if (!is.character(forecaster) || !is.character(pjump)) stop("forecaster (name) and pjump (function) should be of class character") pred = Forecast$new( sapply(indices, function(i) integerIndexToDate(i,data)) ) forecaster_class_name = getFromNamespace(paste(forecaster,"Forecaster",sep=""), "talweg") forecaster = forecaster_class_name$new( #.pjump = getFromNamespace(paste("get",pjump,"JumpPredict",sep=""), "talweg")) #oo = forecaster$predictSerie(data, integer_indices[1], memory, horizon, ...) #browser() library(parallel) ppp <- parallel::mclapply(seq_along(integer_indices), function(i) { list( "forecast" = forecaster$predictSerie(data, integer_indices[i], memory, horizon, ...), "params"= forecaster$getParameters(), "index" = integer_indices[i] ) }, mc.cores=3) #browser() for (i in seq_along(integer_indices)) { pred$append( new_serie = ppp[[i]]$forecast, new_params = ppp[[i]]$params, new_index_in_data = ppp[[i]]$index ) } pred }