-#' @title Data
+#' Data
#'
-#' @description Data encapsulation
+#' Data encapsulation, in the form of a few lists (time-series + exogenous variables).
#'
-#' @field data List of
+#' 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 .tvp List of "time-values"; in each cell:
#' \itemize{
#' \item time: vector of times
-#' \item serie: centered series
-#' \item level: corresponding levels
-#' \item exo_hat: predicted exogenous variables
-#' \item exo_Dm1: List of measured exogenous variables at day minus 1
+#' \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
#'
-#' @exportClass Data
-#' @export Data
-Data = setRefClass(
- Class = "Data",
-
- fields = list(
- data = "list"
+Data = R6::R6Class("Data",
+ private = list(
+ .tvp = list(),
+ .level = vector("double",0),
+ .exo = list(),
+ .exo_hat = list()
),
-
- methods = list(
- initialize = function(...)
- {
- "Initialize empty Data object"
-
- callSuper(...)
- },
+ public = list(
getSize = function()
+ length(private$.tvp)
+ ,
+ append = function(time=NULL, value=NULL, level_hat=NULL, exo=NULL, exo_hat=NULL)
{
- "Number of series in the dataset"
-
- length(data)
+ 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
},
- getStdHorizon = function()
+ getTime = function(index)
{
- "'Standard' horizon, from t+1 to midnight"
-
- L1 = length(data[[1]]$serie)
- L2 = length(data[[2]]$serie)
- if (L1 < L2)
- L2 - L1
- else
- L1
+ index = dateIndexToInteger(index, self)
+ private$.tvp[[index]]$time
},
- append = function(new_time, new_serie, new_level, new_exo_hat, new_exo)
+ getSerie = function(index)
{
- "Acquire a new vector of lists (time, serie, level, exo_hat, exo)"
-
- data[[length(data)+1]] <<- list("time"=new_time,"serie"=new_serie,"level"=new_level,
- "exo_hat"=new_exo_hat,"exo"=new_exo)
+ index = dateIndexToInteger(index, self)
+ private$.tvp[[index]]$serie
},
- getTime = function(index)
+ getSeries = function(indices)
+ sapply(indices, function(i) self$getSerie(i))
+ ,
+ getLevel = function(index)
{
- "Get time values at specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$time
+ index = dateIndexToInteger(index, self)
+ private$.level[index]
},
- getCenteredSerie = function(index)
+ getLevelHat = function(index)
{
- "Get serie values (centered) at specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$serie
+ index = dateIndexToInteger(index, self)
+ private$.tvp[[index]]$level_hat
},
- getLevel = function(index)
+ getCenteredSerie = function(index)
{
- "Get level for the serie at specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$level
+ index = dateIndexToInteger(index, self)
+ private$.tvp[[index]]$serie - private$.level[index]
},
- getSerie = function(index)
+ getCenteredSeries = function(indices)
+ sapply(indices, function(i) self$getCenteredSerie(i))
+ ,
+ getExo = function(index)
{
- "Get serie values (centered+level) at specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$serie + data[[index]]$level
+ index = dateIndexToInteger(index, self)
+ private$.exo[[index]]
},
getExoHat = function(index)
{
- "Get exogeous predictions at specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$exo_hat
- },
- getExoDm1 = function(index)
- {
- "Get exogenous measures at the specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$exo
+ index = dateIndexToInteger(index, self)
+ private$.exo_hat[[index]]
}
)
)
projects / talweg.git / blobdiff