-#' @title Data
+#' Data
#'
-#' @description Data encapsulation
+#' Data encapsulation as a list (days) of lists (components).
#'
-#' @field data List of
+#' 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.
+#'
+#' @field .data[[i]] List of
#' \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 centered_serie: centered serie
+#' \item level: corresponding level
+#' \item exo: exogenous variables
+#' \item exo_hat: predicted exogenous variables (for next day)
+#' }
+#'
+#' @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)}}{
+#' 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{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).}
#' }
#'
-#' @exportClass Data
-#' @export Data
-Data = setRefClass(
- Class = "Data",
-
- fields = list(
- data = "list"
+#' @docType class
+#' @format R6 class
+#'
+Data = R6::R6Class("Data",
+ private = list(
+ .data = list()
),
-
- methods = list(
- initialize = function(...)
- {
- "Initialize empty Data object"
-
- callSuper(...)
- },
+ public = list(
getSize = function()
- {
- "Number of series in the dataset"
-
- length(data)
- },
+ length(private$.data)
+ ,
getStdHorizon = function()
+ 24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
+ ,
+ append = function(time, serie, exo, exo_hat)
{
- "'Standard' horizon, from t+1 to midnight"
-
- L1 = length(data[[1]]$serie)
- L2 = length(data[[2]]$serie)
- if (L1 < L2)
- L2 - L1
- else
- L1
- },
- append = function(new_time, new_serie, new_level, new_exo_hat, new_exo_Dm1)
- {
- "Acquire a new vector of lists (time, serie, level, exo_hat, exo_Dm1)"
-
- data[[length(data)+1]] <<- list("time"=new_time,"serie"=new_serie,"level"=new_level,
- "exo_hat"=new_exo_hat,"exo_Dm1"=new_exo_Dm1)
+ 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
},
getTime = function(index)
{
- "Get time values at specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$time
+ index = dateIndexToInteger(index, self)
+ private$.data[[index]]$time
},
getCenteredSerie = function(index)
{
- "Get serie values (centered) at specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$serie
+ index = dateIndexToInteger(index, self)
+ private$.data[[index]]$centered_serie
},
+ getCenteredSeries = function(indices)
+ sapply(indices, function(i) self$getCenteredSerie(i))
+ ,
getLevel = function(index)
{
- "Get level for the serie at specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$level
+ index = dateIndexToInteger(index, self)
+ private$.data[[index]]$level
},
getSerie = 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$.data[[index]]$centered_serie + private$.data[[index]]$level
},
+ getSeries = function(indices)
+ sapply(indices, function(i) self$getSerie(i))
+ ,
getExoHat = function(index)
{
- "Get exogeous predictions at specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$exo_hat
+ index = dateIndexToInteger(index, self)
+ private$.data[[index]]$exo_hat
},
- getExoDm1 = function(index)
+ getExo = function(index)
{
- "Get exogenous measures the day before specified index"
-
- index = dateIndexToInteger(index, .self)
- data[[index]]$exo_Dm1
- }
+ index = dateIndexToInteger(index, self)
+ private$.data[[index]]$exo
+ },
+ removeFirst = function()
+ private$.data <- private$.data[2:length(private$.data)]
+ ,
+ removeLast = function()
+ private$.data <- private$.data[1:(length(private$.data)-1)]
)
)
projects / talweg.git / blobdiff