adapt Bruno method into package, add 'operational' mode

[talweg.git] / pkg / R / F_Average.R

diff --git a/pkg/R/F_Average.R b/pkg/R/F_Average.R
index ba0f003..bee1974 100644 (file)
--- a/pkg/R/F_Average.R
+++ b/pkg/R/F_Average.R
@@ -1,53 +1,57 @@
-#' @include Forecaster.R
+#' Average Forecaster
 #'
-#' @title Average Forecaster
+#' Pointwise average of all the series of the same day of week in the past.
 #'
-#' @description Return the (pointwise) average of the all the (similar) centered day curves
-#'   in the past. Inherits \code{\link{Forecaster}}
-AverageForecaster = setRefClass(
-       Class = "AverageForecaster",
-       contains = "Forecaster",
+#' For example, if the current day (argument "today") is a tuesday, then all series
+#' corresponding to wednesdays in the past (until the beginning or memory limit) are
+#' averaged to provide a smooth prediction. This forecast will most of the time be wrong,
+#' but will also look plausible enough.
+#'
+#' @usage # AverageForecaster$new(pjump)
+#'
+#' @docType class
+#' @format R6 class, inherits Forecaster
+#' @aliases F_Average
+#'
+AverageForecaster = R6::R6Class("AverageForecaster",
+       inherit = Forecaster,
 
-       methods = list(
-               initialize = function(...)
+       public = list(
+               predictShape = function(data, today, memory, predict_from, horizon, ...)
                {
-                       callSuper(...)
-               },
-               predict = function(today, memory, horizon, ...)
-               {
-                       predicted_shape = predictShape(today, memory, horizon, ...)
-                       #Take care of never passing same_day==FALSE (when pjump == Persistence)
-                       predicted_delta =
-                               if (#as.character(substitute(pjump))=="Persistence" && #TODO: doesn't work
-                                       hasArg("same_day") && list(...)$same_day==FALSE)
-                               {
-                                       args = list(...)
-                                       args$same_day = TRUE
-                                       do.call(pjump, append(list("today"=today,"memory"=memory,"horizon"=horizon), args))
-                               }
-                               else
-                                       pjump(data, today, memory, horizon, params, ...)
-                       predicted_shape + tail(data$getSerie(today),1) - predicted_shape[1] + predicted_delta
-               },
-               predictShape = function(today, memory, horizon, ...)
-               {
-                       avg = rep(0., horizon)
+                       avg = rep(0., (horizon-predict_from+1))
                        first_day = max(1, today-memory)
-                       index = today-7 + 1
+                       index <- today
                        nb_no_na_series = 0
+                       opera = ifelse(hasArg("opera"), list(...)$opera, FALSE)
                        repeat
                        {
-                               {
-                                       serie_on_horizon = data$getCenteredSerie(index)[1:horizon]
-                                       index = index - 7
-                               };
+                               index = index - 7
+                               if (index < first_day)
+                                       break
+                               serie_on_horizon = data$getCenteredSerie(index)[predict_from:horizon]
                                if (!any(is.na(serie_on_horizon)))
                                {
                                        avg = avg + serie_on_horizon
                                        nb_no_na_series = nb_no_na_series + 1
-                               };
-                               if (index < first_day)
-                                       break
+                               }
+                       }
+                       if (!opera)
+                       {
+                               # The same, in the future
+                               index <- today
+                               repeat
+                               {
+                                       index = index + 7
+                                       if (index > data$getSize())
+                                               break
+                                       serie_on_horizon = data$getCenteredSerie(index)[predict_from:horizon]
+                                       if (!any(is.na(serie_on_horizon)))
+                                       {
+                                               avg = avg + serie_on_horizon
+                                               nb_no_na_series = nb_no_na_series + 1
+                                       }
+                               }
                        }
                        avg / nb_no_na_series
                }