storage by-rows

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

diff --git a/pkg/R/F_Neighbors.R b/pkg/R/F_Neighbors.R
index 7a3fbe5..a3d44a3 100644 (file)
--- a/pkg/R/F_Neighbors.R
+++ b/pkg/R/F_Neighbors.R
@@ -4,24 +4,29 @@
 #'
 #' Predict tomorrow as a weighted combination of "futures of the past" days.
 #' Inherits \code{\link{Forecaster}}
+#'
 NeighborsForecaster = R6::R6Class("NeighborsForecaster",
        inherit = Forecaster,
 
        public = list(
-               predictShape = function(today, memory, horizon, ...)
+               predictShape = function(data, today, memory, horizon, ...)
                {
                        # (re)initialize computed parameters
                        private$.params <- list("weights"=NA, "indices"=NA, "window"=NA)
 
+                       # Do not forecast on days with NAs (TODO: softer condition...)
+                       if (any(is.na(data$getCenteredSerie(today))))
+                               return (NA)
+
                        # Determine indices of no-NAs days followed by no-NAs tomorrows
-                       fdays = private$.data$getCoupleDays(max(today-memory,1), today-1)
+                       fdays = getNoNA2(data, max(today-memory,1), today-1)
 
                        # 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 ( private$.predictShapeAux(
+                               return ( private$.predictShapeAux(data,
                                        fdays, today, horizon, list(...)$h_window, kernel, simtype, TRUE) )
                        }
 
@@ -36,12 +41,13 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
                                for (i in intersect(fdays,sdays))
                                {
                                        # mix_strategy is never used here (simtype != "mix"), therefore left blank
-                                       prediction = private$.predictShapeAux(fdays, i, horizon, h, kernel, simtype, FALSE)
+                                       prediction = private$.predictShapeAux(data,
+                                               fdays, i, horizon, h, kernel, simtype, FALSE)
                                        if (!is.na(prediction[1]))
                                        {
                                                nb_jours = nb_jours + 1
                                                error = error +
-                                                       mean((private$.data$getCenteredSerie(i+1)[1:horizon] - prediction)^2)
+                                                       mean((data$getCenteredSerie(i+1)[1:horizon] - prediction)^2)
                                        }
                                }
                                return (error / nb_jours)
@@ -60,33 +66,31 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 
                        if (simtype == "endo")
                        {
-                               return (private$.predictShapeAux(
+                               return (private$.predictShapeAux(data,
                                        fdays, today, horizon, h_best_endo, kernel, "endo", TRUE))
                        }
                        if (simtype == "exo")
                        {
-                               return (private$.predictShapeAux(
+                               return (private$.predictShapeAux(data,
                                        fdays, today, horizon, h_best_exo, kernel, "exo", TRUE))
                        }
                        if (simtype == "mix")
                        {
                                h_best_mix = c(h_best_endo,h_best_exo)
-                               return(private$.predictShapeAux(
+                               return(private$.predictShapeAux(data,
                                        fdays, today, horizon, h_best_mix, kernel, "mix", TRUE))
                        }
                }
        ),
        private = list(
                # Precondition: "today" is full (no NAs)
-               .predictShapeAux = function(fdays, today, horizon, h, kernel, simtype, final_call)
+               .predictShapeAux = function(data, fdays, today, horizon, h, kernel, simtype, final_call)
                {
                        fdays = fdays[ fdays < today ]
                        # TODO: 3 = magic number
                        if (length(fdays) < 3)
                                return (NA)
 
-                       data = private$.data #shorthand
-
                        if (simtype != "exo")
                        {
                                h_endo = ifelse(simtype=="mix", h[1], h)
@@ -97,17 +101,22 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
                                {
                                        delta = data$getCenteredSerie(today) - data$getCenteredSerie(fdays[i])
                                        # Require at least half of non-NA common values to compute the distance
-                                       if (sum(is.na(delta)) <= 0) #length(delta)/2)
-                                               distances2[i] = mean(delta^2) #, na.rm=TRUE)
+                                       if ( !any( is.na(delta) ) )
+                                               distances2[i] = mean(delta^2)
                                }
 
                                sd_dist = sd(distances2)
                                if (sd_dist < .Machine$double.eps)
+                               {
+                                       warning("All computed distances are very close: stdev too small")
                                        sd_dist = 1 #mostly for tests... FIXME:
+                               }
                                simils_endo =
                                        if (kernel=="Gauss")
                                                exp(-distances2/(sd_dist*h_endo^2))
-                                       else { #Epanechnikov
+                                       else
+                                       {
+                                               # Epanechnikov
                                                u = 1 - distances2/(sd_dist*h_endo^2)
                                                u[abs(u)>1] = 0.
                                                u
@@ -135,10 +144,17 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
                                }
 
                                sd_dist = sd(distances2)
+                               if (sd_dist < .Machine$double.eps)
+                               {
+                                       warning("All computed distances are very close: stdev too small")
+                                       sd_dist = 1 #mostly for tests... FIXME:
+                               }
                                simils_exo =
                                        if (kernel=="Gauss")
                                                exp(-distances2/(sd_dist*h_exo^2))
-                                       else { #Epanechnikov
+                                       else
+                                       {
+                                               # Epanechnikov
                                                u = 1 - distances2/(sd_dist*h_exo^2)
                                                u[abs(u)>1] = 0.
                                                u
@@ -163,13 +179,12 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
                                private$.params$weights <- similarities
                                private$.params$indices <- fdays
                                private$.params$window <-
-                                       if (simtype=="endo") {
+                                       if (simtype=="endo")
                                                h_endo
-                                       } else if (simtype=="exo") {
+                                       else if (simtype=="exo")
                                                h_exo
-                                       } else { #mix
+                                       else #mix
                                                c(h_endo,h_exo)
-                                       }
                        }
 
                        return (prediction)