#' Data
#'
-#' Data encapsulation
+#' Data encapsulation, in the form of a few lists (time-series + exogenous variables).
#'
-#' @docType class
-#' @importFrom R6 R6Class
+#' 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 List of \itemize{
+#' @field .tvp List of "time-values"; in each cell:
+#' \itemize{
#' \item time: vector of times
-#' \item serie: centered series
-#' \item level: corresponding levels
-#' \item exo: exogenous variables
-#' \item exo_hat: predicted exogenous variables}
+#' \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{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{getSerie(index)}}{
+#' Serie (centered+level) at specified index.}
+#' \item{\code{getSeries(indices)}}{
+#' Series at specified indices (in columns).}
+#' \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{getExoHat(index)}}{
+#' Predicted exogenous variables at specified index.}
+#' }
+#'
+#' @docType class
+#' @format R6 class
#'
-#' @section Methods: \describe{
-#' \item{\code{getSize()}}
-#' {Return number of series in dataset.}
-#' \item{\code{getStdHorizon()}}
-#' {Return number of time steps from serie[1] until midnight}
-#' \item{\code{append(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)}}
-#' {Acquire a new vector of lists (time, centered_serie, level, exo, exo_hat).}
-#' \item{\code{getTime(index)}}
-#' {Get times at specified index.}
-#' \item{\code{getCenteredSerie(index)}}
-#' {Get centered serie at specified index.}
-#' \item{\code{getLevel(index)}}
-#' {Get level at specified index.}
-#' \item{\code{getSerie(index)}}
-#' {Get serie (centered+level) at specified index.}
-#' \item{\code{getExo(index)}}
-#' {Get exogenous variables at specified index.}
-#' \item{\code{getExoHat(index)}}
-#' {Get estimated exogenous variables at specified index.}
-#' \item{\code{getCoupleDays(first,last)}}
-#' {Get indices of no-NA series followed by no-NA, within [first,last] range.}}
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)
+ length(private$.tvp)
,
- getStdHorizon = function()
- 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
- ,
- append = function(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)
+ append = function(time=NULL, value=NULL, level_hat=NULL, exo=NULL, exo_hat=NULL)
{
- private$.data[[length(private$.data)+1]] <- list(
- "time"=new_time, "centered_serie"=new_centered_serie, "level"=new_level,
- "exo"=new_exo, "exo_hat"=new_exo_hat)
+ 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
},
+ 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
},
- getExo = function(index)
+ getCenteredSerie = function(index)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$exo
+ private$.tvp[[index]]$serie - private$.level[index]
},
- getExoHat = function(index)
+ getCenteredSeries = function(indices)
+ sapply(indices, function(i) self$getCenteredSerie(i))
+ ,
+ getExo = function(index)
{
index = dateIndexToInteger(index, self)
- private$.data[[index]]$exo_hat
+ private$.exo[[index]]
},
- removeFirst = function()
- private$.data <- private$.data[2:length(private$.data)]
- ,
- removeLast = function()
- private$.data <- private$.data[1:(length(private$.data)-1)]
- ,
- getCoupleDays = function(first, last)
+ getExoHat = function(index)
{
- (first:last)[ sapply(first:last, function(i) {
- !any(
- is.na(private$.data$getCenteredSerie(i)) |
- is.na(private$.data$getCenteredSerie(i+1)) )
- }) ]
+ index = dateIndexToInteger(index, self)
+ private$.exo_hat[[index]]
}
)
)
projects / talweg.git / blobdiff