revise package structure: always predict from 1am to horizon, dataset not cut at...

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

diff --git a/pkg/R/J_Persistence.R b/pkg/R/J_Persistence.R
index 8ac597c..8298a89 100644 (file)
--- a/pkg/R/J_Persistence.R
+++ b/pkg/R/J_Persistence.R
@@ -1,23 +1,34 @@
-#' Obtain jump forecast by the Persistence method
+#' getPersistenceJumpPredict
 #'
-#' @inheritParams getForecast
+#' Analog of the PersistenceForecaster: predict the jump after last observed value either
+#' by re-applying the last jump between similar day and its follower (if argument
+#' "same_day" is TRUE), or by re-using the very last observed jump (when "same_day" =
+#' FALSE).
+#'
+#' @inheritParams computeForecast
 #' @inheritParams getZeroJumpPredict
-getPersistenceJumpPredict = function(data, today, memory, horizon, params, ...)
+#'
+#' @aliases J_Persistence
+#'
+getPersistenceJumpPredict = function(data, today, memory, predict_from,
+       horizon, params, ...)
 {
        #return gap between end of similar day curve and first day of tomorrow (in the past)
        first_day = max(1, today-memory)
        same_day = ifelse(hasArg("same_day"), list(...)$same_day, TRUE)
-       index = today - ifelse(same_day,7,1)
+       index <- today
        repeat
        {
-               {
-                       last_serie_end = tail( data$getSerie(index), 1)
-                       last_tomorrow_begin = data$getSerie(index+1)[1]
-                       index = index - ifelse(same_day,7,1)
-               };
-               if (!is.na(last_serie_end) && !is.na(last_tomorrow_begin))
-                       return (last_tomorrow_begin - last_serie_end);
+               # If 'same_day', get the last known future of similar day
+               index = index - ifelse(same_day,7,1)
                if (index < first_day)
                        return (NA)
+               gap <-
+                       if (predict_from >= 2)
+                               data$getSerie(index)[predict_from] - data$getSerie(index)[predict_from-1]
+                       else
+                               head(data$getSerie(index),1) - tail(data$getSerie(index-1),1)
+               if (!is.na(gap))
+                       return (gap)
        }
 }