fix methods, update report generation

[talweg.git] / pkg / R / F_Neighbors2.R

diff --git a/pkg/R/F_Neighbors2.R b/pkg/R/F_Neighbors2.R
index fb63e40..787dd2b 100644 (file)
--- a/pkg/R/F_Neighbors2.R
+++ b/pkg/R/F_Neighbors2.R
@@ -11,12 +11,8 @@ Neighbors2Forecaster = R6::R6Class("Neighbors2Forecaster",
        public = list(
                predictSerie = function(data, today, memory, horizon, ...)
                {
-                       # Parameters (potentially) computed during shape prediction stage
-                       predicted_shape = self$predictShape(data, today, memory, horizon, ...)
-#                      predicted_delta = private$.pjump(data,today,memory,horizon,private$.params,...)
-                       # Predicted shape is aligned it on the end of current day + jump
-#                      predicted_shape+tail(data$getSerie(today),1)-predicted_shape[1]+predicted_delta
-                       predicted_shape
+                       # This method predict shape + level at the same time, all in next call
+                       self$predictShape(data, today, memory, horizon, ...)
                },
                predictShape = function(data, today, memory, horizon, ...)
                {
@@ -40,7 +36,7 @@ Neighbors2Forecaster = R6::R6Class("Neighbors2Forecaster",
                        }
 
                        # Indices of similar days for cross-validation; TODO: 45 = magic number
-                       sdays = getSimilarDaysIndices(today, limit=45, same_season=FALSE)
+                       sdays = getSimilarDaysIndices(today, data, limit=45, same_season=FALSE)
 
                        cv_days = intersect(fdays,sdays)
                        # Limit to 20 most recent matching days (TODO: 20 == magic number)
@@ -105,18 +101,31 @@ Neighbors2Forecaster = R6::R6Class("Neighbors2Forecaster",
                                return (NA)
 
                        # Neighbors: days in "same season"
-                       sdays = getSimilarDaysIndices(today, limit=45, same_season=TRUE, data)
+                       sdays = getSimilarDaysIndices(today, data, limit=45, same_season=TRUE)
                        indices = intersect(fdays,sdays)
+                       if (length(indices) <= 1)
+                               return (NA)
                        levelToday = data$getLevel(today)
                        distances = sapply(indices, function(i) abs(data$getLevel(i)-levelToday))
+                       # 2 and 5 below == magic numbers (determined by Bruno & Michel)
                        same_pollution = (distances <= 2)
-                       if (sum(same_pollution) < 3) #TODO: 3 == magic number
+                       if (sum(same_pollution) == 0)
                        {
                                same_pollution = (distances <= 5)
-                               if (sum(same_pollution) < 3)
+                               if (sum(same_pollution) == 0)
                                        return (NA)
                        }
                        indices = indices[same_pollution]
+                       if (length(indices) == 1)
+                       {
+                               if (final_call)
+                               {
+                                       private$.params$weights <- 1
+                                       private$.params$indices <- indices
+                                       private$.params$window <- 1
+                               }
+                               return ( data$getSerie(indices[1])[1:horizon] ) #what else?!
+                       }
 
                        if (simtype != "exo")
                        {
@@ -157,9 +166,13 @@ Neighbors2Forecaster = R6::R6Class("Neighbors2Forecaster",
                                        M[i+1,] = c( data$getLevel(indices[i]), as.double(data$getExo(indices[i])) )
 
                                sigma = cov(M) #NOTE: robust covariance is way too slow
-#                              sigma_inv = solve(sigma) #TODO: use pseudo-inverse if needed?
-                               sigma_inv = MASS::ginv(sigma)
-#if (final_call) browser()
+                               # TODO: 10 == magic number; more robust way == det, or always ginv()
+                               sigma_inv =
+                                       if (length(indices) > 10)
+                                               solve(sigma)
+                                       else
+                                               MASS::ginv(sigma)
+
                                # Distances from last observed day to days in the past
                                distances2 = sapply(seq_along(indices), function(i) {
                                        delta = M[1,] - M[i+1,]
@@ -200,7 +213,7 @@ Neighbors2Forecaster = R6::R6Class("Neighbors2Forecaster",
                        if (final_call)
                        {
                                private$.params$weights <- similarities
-                               private$.params$indices <- fdays
+                               private$.params$indices <- indices
                                private$.params$window <-
                                        if (simtype=="endo")
                                                h_endo