revise package structure: always predict from 1am to horizon, dataset not cut at...
[talweg.git] / pkg / R / computeForecast.R
index 1d69777..e967cc7 100644 (file)
@@ -1,10 +1,10 @@
 #' Compute forecast
 #'
-#' Predict time-series curves for the selected days indices.
+#' Predict time-series curves ("tomorrows") at the selected days indices ("todays").
+#' This function just runs a loop over all requested indices, and stores the individual
+#' forecasts into a list which is then turned into a Forecast object.
 #'
-#' TODO: details
-#'
-#' @param data Object of type \code{Data}, output of \code{getData()}.
+#' @param data Object of class Data, output of \code{getData()}.
 #' @param indices Indices where to forecast (the day after); integers relative to the
 #'   beginning of data, or (convertible to) Date objects.
 #' @param forecaster Name of the main forecaster; more details: ?F_<forecastername>
 #' @examples
 #' ts_data <- system.file("extdata","pm10_mesures_H_loc.csv",package="talweg")
 #' exo_data <- system.file("extdata","meteo_extra_noNAs.csv",package="talweg")
-#' data <- getData(ts_data, exo_data, input_tz="GMT", working_tz="GMT", predict_at=7)
-#' pred <- computeForecast(data, 2200:2230, "Persistence", "Zero",
-#'   memory=500, horizon=12, ncores=1)
+#' data <- getData(ts_data, exo_data, input_tz="GMT", working_tz="GMT",
+#'   predict_at=7, limit=200)
+#' pred <- computeForecast(data, 100:130, "Persistence", "Zero",
+#'   memory=50, horizon=12, ncores=1)
 #' \dontrun{#Sketch for real-time mode:
 #' data <- Data$new()
 #' forecaster <- MyForecaster$new(myJumpPredictFunc)
 #'     PM10_values_of_last_24h,
 #'     exogenous_measures_of_last_24h,
 #'     exogenous_predictions_for_next_24h)
-#'   pred <- forecaster$predictSerie(data, data$getSize()-1, ...)
+#'   pred <- forecaster$predictSerie(data, data$getSize(), ...)
 #'   #do_something_with_pred
 #' }}
 #' @export
-computeForecast = function(data, indices, forecaster, pjump,
-       memory=Inf, horizon=data$getStdHorizon(), ncores=3, ...)
+computeForecast = function(data, indices, forecaster, pjump, predict_from,
+       memory=Inf, horizon=length(data$getSerie(1)), ncores=3, ...)
 {
        # (basic) Arguments sanity checks
+       predict_from = as.integer(predict_from)[1]
+       if (! predict_from %in% 1:length(data$getSerie(1)))
+               stop("predict_from in [1,24] (hours)")
        horizon = as.integer(horizon)[1]
-       if (horizon<=0 || horizon>length(data$getCenteredSerie(1)))
-               stop("Horizon too short or too long")
+       if (horizon<=predict_from || horizon>length(data$getSerie(1)))
+               stop("Horizon in [predict_from+1,24] (hours)")
        integer_indices = sapply(indices, function(i) dateIndexToInteger(i,data))
        if (any(integer_indices<=0 | integer_indices>data$getSize()))
                stop("Indices out of range")
@@ -72,7 +76,7 @@ computeForecast = function(data, indices, forecaster, pjump,
                p <- parallel::mclapply(seq_along(integer_indices), function(i) {
                        list(
                                "forecast" = forecaster$predictSerie(
-                                       data, integer_indices[i], memory, horizon, ...),
+                                       data, integer_indices[i], memory, predict_from, horizon, ...),
                                "params"= forecaster$getParameters(),
                                "index" = integer_indices[i] )
                        }, mc.cores=ncores)
@@ -82,7 +86,7 @@ computeForecast = function(data, indices, forecaster, pjump,
                p <- lapply(seq_along(integer_indices), function(i) {
                        list(
                                "forecast" = forecaster$predictSerie(
-                                       data, integer_indices[i], memory, horizon, ...),
+                                       data, integer_indices[i], memory, predict_from, horizon, ...),
                                "params"= forecaster$getParameters(),
                                "index" = integer_indices[i] )
                        })