#' Data
#'
-#' Data encapsulation as a list (days) of lists (components).
+#' Data encapsulation, in the form of a few lists (time-series + exogenous variables).
#'
-#' 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.
+#' The private field .tvp is a list where each cell contains the hourly variables for a
+#' period of time of 24 hours, from 1am to next midnight. The other lists contain
+#' informations on series' levels and exogenous variables (both measured and predicted).
#'
#' @usage # Data$new()
#'
-#' @field .data[[i]] List of
+#' @field .tvp List of "time-values"; in each cell:
#' \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)
+#' \item serie: (measured) serie
+#' \item level_hat: predicted level for current day
#' }
+#' @field .level Vector of measured levels
+#' @field .exo List of measured exogenous variables, cell = numerical vector.
+#' @field .exo_hat List of predicted exogenous variables, cell = numerical vector.
#'
#' @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)}}{
+#' \item{\code{append(time, value, level_hat, 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{getLevel(index)}}{
+#' Measured level at specified index.}
+#' \item{\code{getLevelHat(index)}}{
+#' Predicted level vector at specified index (by hour).}
+#' \item{\code{getCenteredSerie(index)}}{
+#' Centered serie at specified index.}
+#' \item{\code{getCenteredSeries(indices)}}{
+#' Centered series at specified indices (in columns).}
#' \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).}
+#' \item{\code{getExoHat(index)}}{
+#' Predicted exogenous variables at specified index.}
#' }
#'
#' @docType class
#'
Data = R6::R6Class("Data",
private = list(
- .data = list()
+ .tvp = list(),
+ .level = vector("double",0),
+ .exo = list(),
+ .exo_hat = list()
),
public = list(
getSize = function()
- length(private$.data)
- ,
- getStdHorizon = function()
- 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
+ length(private$.tvp)
,
- append = function(time, serie, exo, exo_hat)
+ append = function(time=NULL, value=NULL, level_hat=NULL, exo=NULL, exo_hat=NULL)
{
- 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
+ if (!is.null(time) && !is.null(value) && !is.null(level_hat))
+ {
+ L = length(private$.tvp)
+ if (L == 0 || strftime( tail(private$.tvp[[L]]$time,1),
+ format="%H:%M:%S", tz="GMT" ) == "00:00:00")
+ {
+ # Append a new cell
+ private$.tvp[[L+1]] <- list("time"=time, "serie"=value, "level_hat"=level_hat)
+ }
+ else
+ {
+ # Complete current cell
+ private$.tvp[[L]]$time <- c(private$.tvp[[L]]$time, time)
+ private$.tvp[[L]]$serie <- c(private$.tvp[[L]]$serie, value)
+ private$.tvp[[L]]$level_hat <- c(private$.tvp[[L]]$levem_hat, level_hat)
+ }
+ }
+ if (strftime( tail(private$.tvp[[length(private$.tvp)]]$time,1),
+ format="%H:%M:%S", tz="GMT" ) == "00:00:00")
+ {
+ private$.level = c(private$.level,
+ mean(private$.tvp[[length(private$.tvp)]]$serie, na.rm=TRUE))
+ }
+ if (!is.null(exo))
+ private$.exo[[length(private$.exo)+1]] = exo
+ if (!is.null(exo_hat))
+ private$.exo_hat[[length(private$.exo_hat)+1]] = exo_hat
},
getTime = function(index)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$time
+ private$.tvp[[index]]$time
},
- getCenteredSerie = function(index)
+ getSerie = function(index)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$centered_serie
+ private$.tvp[[index]]$serie
},
- getCenteredSeries = function(indices)
- sapply(indices, function(i) self$getCenteredSerie(i))
+ getSeries = function(indices)
+ sapply(indices, function(i) self$getSerie(i))
,
getLevel = function(index)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$level
+ private$.level[index]
},
- getSerie = function(index)
+ getLevelHat = function(index)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$centered_serie + private$.data[[index]]$level
+ private$.tvp[[index]]$level_hat
},
- getSeries = function(indices)
- sapply(indices, function(i) self$getSerie(i))
- ,
- getExoHat = function(index)
+ getCenteredSerie = function(index)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$exo_hat
+ private$.tvp[[index]]$serie - private$.level[index]
},
+ getCenteredSeries = function(indices)
+ sapply(indices, function(i) self$getCenteredSerie(i))
+ ,
getExo = function(index)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$exo
+ private$.exo[[index]]
},
- removeFirst = function()
- private$.data <- private$.data[2:length(private$.data)]
- ,
- removeLast = function()
- private$.data <- private$.data[1:(length(private$.data)-1)]
+ getExoHat = function(index)
+ {
+ index = dateIndexToInteger(index, self)
+ private$.exo_hat[[index]]
+ }
)
)
projects / talweg.git / blobdiff