fix F_Neighbors.R

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

diff --git a/pkg/R/F_Neighbors.R b/pkg/R/F_Neighbors.R
index c55291a..c9eda05 100644 (file)
--- a/pkg/R/F_Neighbors.R
+++ b/pkg/R/F_Neighbors.R
@@ -22,8 +22,8 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
                        fdays = getNoNA2(data, max(today-memory,1), today-1)
 
                        # Get optional args
-                       local = ifelse(hasArg("local"), list(...)$local, FALSE) #same level + season?
-                       simtype = ifelse(hasArg("simtype"), list(...)$simtype, "mix") #or "endo", or "exo"
+                       local = ifelse(hasArg("local"), list(...)$local, TRUE) #same level + season?
+                       simtype = ifelse(hasArg("simtype"), list(...)$simtype, "none") #or "endo", or "exo"
                        if (hasArg("window"))
                        {
                                return ( private$.predictShapeAux(data,
@@ -34,7 +34,7 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
                        cv_days = getSimilarDaysIndices(today, data, limit=20, same_season=FALSE,
                                days_in=fdays)
 
-                       # Optimize h : h |--> sum of prediction errors on last 45 "similar" days
+                       # Optimize h : h |--> sum of prediction errors on last N "similar" days
                        errorOnLastNdays = function(window, simtype)
                        {
                                error = 0
@@ -54,32 +54,30 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
                                return (error / nb_jours)
                        }
 
-                       if (simtype != "endo")
-                       {
-                               best_window_exo = optimize(
-                                       errorOnLastNdays, c(0,7), simtype="exo")$minimum
-                       }
-                       if (simtype != "exo")
+                       # TODO: 7 == magic number
+                       if (simtype=="endo" || simtype=="mix")
                        {
                                best_window_endo = optimize(
                                        errorOnLastNdays, c(0,7), simtype="endo")$minimum
                        }
-
-                       if (simtype == "endo")
-                       {
-                               return (private$.predictShapeAux(data, fdays, today, horizon, local,
-                                       best_window_endo, "endo", TRUE))
-                       }
-                       if (simtype == "exo")
-                       {
-                               return (private$.predictShapeAux(data, fdays, today, horizon, local,
-                                       best_window_exo, "exo", TRUE))
-                       }
-                       if (simtype == "mix")
+                       if (simtype=="exo" || simtype=="mix")
                        {
-                               return(private$.predictShapeAux(data, fdays, today, horizon, local,
-                                       c(best_window_endo,best_window_exo), "mix", TRUE))
+                               best_window_exo = optimize(
+                                       errorOnLastNdays, c(0,7), simtype="exo")$minimum
                        }
+
+                       best_window =
+                               if (simtype == "endo")
+                                       best_window_endo
+                               else if (simtype == "exo")
+                                       best_window_exo
+                               else if (simtype == "mix")
+                                       c(best_window_endo,best_window_exo)
+                               else #none: value doesn't matter
+                                       1
+
+                       return(private$.predictShapeAux(data, fdays, today, horizon, local,
+                               best_window, simtype, TRUE))
                }
        ),
        private = list(
@@ -100,9 +98,9 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
                                        return (NA)
                                levelToday = data$getLevel(today)
                                distances = sapply(fdays, function(i) abs(data$getLevel(i)-levelToday))
-                               #TODO: 2, 3, 5, 10 magic numbers here...
+                               #TODO: 2, 10, 3, 12 magic numbers here...
                                dist_thresh = 2
-                               min_neighbs = min(3,length(fdays))
+                               min_neighbs = min(10,length(fdays))
                                repeat
                                {
                                        same_pollution = (distances <= dist_thresh)
@@ -112,7 +110,7 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
                                        dist_thresh = dist_thresh + 3
                                }
                                fdays = fdays[same_pollution]
-                               max_neighbs = 10
+                               max_neighbs = 12
                                if (nb_neighbs > max_neighbs)
                                {
                                        # Keep only max_neighbs closest neighbors
@@ -133,7 +131,7 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
                        else
                                fdays = fdays_cut #no conditioning
 
-                       if (simtype != "exo")
+                       if (simtype == "endo" || simtype == "mix")
                        {
                                # Compute endogen similarities using given window
                                window_endo = ifelse(simtype=="mix", window[1], window)
@@ -154,10 +152,10 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
                                simils_endo = exp(-distances2/(sd_dist*window_endo^2))
                        }
 
-                       if (simtype != "endo")
+                       if (simtype == "exo" || simtype == "mix")
                        {
                                # Compute exogen similarities using given window
-                               h_exo = ifelse(simtype=="mix", window[2], window)
+                               window_exo = ifelse(simtype=="mix", window[2], window)
 
                                M = matrix( nrow=1+length(fdays), ncol=1+length(data$getExo(today)) )
                                M[1,] = c( data$getLevel(today), as.double(data$getExo(today)) )
@@ -192,8 +190,10 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
                                        simils_exo
                                else if (simtype == "endo")
                                        simils_endo
-                               else #mix
+                               else if (simtype == "mix")
                                        simils_endo * simils_exo
+                               else #none
+                                       rep(1, length(fdays))
                        similarities = similarities / sum(similarities)
 
                        prediction = rep(0, horizon)
@@ -209,8 +209,10 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
                                                window_endo
                                        else if (simtype=="exo")
                                                window_exo
-                                       else #mix
+                                       else if (simtype=="mix")
                                                c(window_endo,window_exo)
+                                       else #none
+                                               1
                        }
 
                        return (prediction)