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'update'
[talweg.git]
/
pkg
/
R
/
F_Neighbors.R
diff --git
a/pkg/R/F_Neighbors.R
b/pkg/R/F_Neighbors.R
index
ac0df04
..
4b6b7e7
100644
(file)
--- a/
pkg/R/F_Neighbors.R
+++ b/
pkg/R/F_Neighbors.R
@@
-5,19
+5,22
@@
#' Predict tomorrow as a weighted combination of "futures of the past" days.
#' Inherits \code{\link{Forecaster}}
NeighborsForecaster = R6::R6Class("NeighborsForecaster",
#' Predict tomorrow as a weighted combination of "futures of the past" days.
#' Inherits \code{\link{Forecaster}}
NeighborsForecaster = R6::R6Class("NeighborsForecaster",
- inherit =
"Forecaster"
,
+ inherit =
Forecaster
,
public = list(
predictShape = function(today, memory, horizon, ...)
{
# (re)initialize computed parameters
public = list(
predictShape = function(today, memory, horizon, ...)
{
# (re)initialize computed parameters
- p
arams <
<- list("weights"=NA, "indices"=NA, "window"=NA)
+ p
rivate$.params
<- list("weights"=NA, "indices"=NA, "window"=NA)
# Get optional args
simtype = ifelse(hasArg("simtype"), list(...)$simtype, "mix") #or "endo", or "exo"
kernel = ifelse(hasArg("kernel"), list(...)$kernel, "Gauss") #or "Epan"
if (hasArg(h_window))
# Get optional args
simtype = ifelse(hasArg("simtype"), list(...)$simtype, "mix") #or "endo", or "exo"
kernel = ifelse(hasArg("kernel"), list(...)$kernel, "Gauss") #or "Epan"
if (hasArg(h_window))
- return (.predictShapeAux(fdays,today,horizon,list(...)$h_window,kernel,simtype,TRUE))
+ {
+ return ( private$.predictShapeAux(
+ fdays, today, horizon, list(...)$h_window, kernel, simtype, TRUE) )
+ }
# Determine indices of no-NAs days followed by no-NAs tomorrows
first_day = max(today - memory, 1)
# Determine indices of no-NAs days followed by no-NAs tomorrows
first_day = max(today - memory, 1)
@@
-36,7
+39,7
@@
NeighborsForecaster = R6::R6Class("NeighborsForecaster",
for (i in intersect(fdays,sdays))
{
# mix_strategy is never used here (simtype != "mix"), therefore left blank
for (i in intersect(fdays,sdays))
{
# mix_strategy is never used here (simtype != "mix"), therefore left blank
- prediction = .predictShapeAux(fdays, i, horizon, h, kernel, simtype, FALSE)
+ prediction =
private$
.predictShapeAux(fdays, i, horizon, h, kernel, simtype, FALSE)
if (!is.na(prediction[1]))
{
nb_jours = nb_jours + 1
if (!is.na(prediction[1]))
{
nb_jours = nb_jours + 1
@@
-52,13
+55,13
@@
NeighborsForecaster = R6::R6Class("NeighborsForecaster",
h_best_endo = optimize(errorOnLastNdays, c(0,10), kernel=kernel, simtype="endo")$minimum
if (simtype == "endo")
h_best_endo = optimize(errorOnLastNdays, c(0,10), kernel=kernel, simtype="endo")$minimum
if (simtype == "endo")
- return
(.predictShapeAux(fdays, today, horizon, h_best_endo, kernel, "endo",
TRUE))
+ return
(private$.predictShapeAux(fdays,today,horizon,h_best_endo,kernel,"endo",
TRUE))
if (simtype == "exo")
if (simtype == "exo")
- return
(.predictShapeAux(fdays, today, horizon, h_best_exo, kernel, "exo",
TRUE))
+ return
(private$.predictShapeAux(fdays,today,horizon,h_best_exo,kernel,"exo",
TRUE))
if (simtype == "mix")
{
h_best_mix = c(h_best_endo,h_best_exo)
if (simtype == "mix")
{
h_best_mix = c(h_best_endo,h_best_exo)
- return
(.predictShapeAux(fdays, today, horizon, h_best_mix, kernel, "mix",
TRUE))
+ return
(private$.predictShapeAux(fdays,today,horizon,h_best_mix,kernel,"mix",
TRUE))
}
}
),
}
}
),
@@
-138,15
+141,15
@@
NeighborsForecaster = R6::R6Class("NeighborsForecaster",
simils_endo * simils_exo
prediction = rep(0, horizon)
simils_endo * simils_exo
prediction = rep(0, horizon)
- for (i in seq_along(fdays
_indices
))
- prediction = prediction + similarities[i] * data$getSerie(fdays
_indices
[i]+1)[1:horizon]
+ for (i in seq_along(fdays))
+ prediction = prediction + similarities[i] * data$getSerie(fdays[i]+1)[1:horizon]
prediction = prediction / sum(similarities, na.rm=TRUE)
if (final_call)
{
prediction = prediction / sum(similarities, na.rm=TRUE)
if (final_call)
{
- p
arams$weights <
<- similarities
- p
arams$indices <<- fdays_indice
s
- p
arams$window <
<-
+ p
rivate$.params$weights
<- similarities
+ p
rivate$.params$indices <- fday
s
+ p
rivate$.params$window
<-
if (simtype=="endo") {
h_endo
} else if (simtype=="exo") {
if (simtype=="endo") {
h_endo
} else if (simtype=="exo") {