X-Git-Url: https://git.auder.net/?p=talweg.git;a=blobdiff_plain;f=pkg%2FR%2FF_Neighbors.R;fp=pkg%2FR%2FF_Neighbors.R;h=0295cd5c9420565ff01468d5d781dd93178700c5;hp=8eb1ddc240be802f50b52afeb63ac95a373676d1;hb=8f5671db610e1e455b33b54986ac2e57de0da0d7;hpb=97b03431891a14666e7c481523f63d46b9ccee03

diff --git a/pkg/R/F_Neighbors.R b/pkg/R/F_Neighbors.R
index 8eb1ddc..0295cd5 100644
--- a/pkg/R/F_Neighbors.R
+++ b/pkg/R/F_Neighbors.R
@@ -57,7 +57,7 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 			if (!opera)
 				tdays = setdiff(tdays, today) #always exclude current day
 
-			# Shortcut if window is known #TODO: cross-validation for number of days, on similar (yerste)days
+			# Shortcut if window is known
 			if (hasArg("window"))
 			{
 				return ( private$.predictShapeAux(data, tdays, today, predict_from, horizon,
@@ -99,6 +99,11 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 				best_window_exo = optimize(
 					errorOnLastNdays, c(0,7), simtype="exo")$minimum
 			}
+			if (local)
+			{
+				best_window_local = optimize(
+					errorOnLastNdays, c(3,30), simtype="none")$minimum
+			}
 
 			best_window =
 				if (simtype == "endo")
@@ -107,8 +112,10 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 					best_window_exo
 				else if (simtype == "mix")
 					c(best_window_endo,best_window_exo)
-				else #none: value doesn't matter
-					1
+				else #none: no value
+					NULL
+			if (local)
+				best_window = c(best_window, best_window_local)
 
 			return( private$.predictShapeAux(data, tdays, today, predict_from, horizon, local,
 				best_window, simtype, opera, TRUE) )
@@ -126,21 +133,22 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 			if (local)
 			{
 				# limit=Inf to not censor any day (TODO: finite limit? 60?)
-				tdays = getSimilarDaysIndices(today, data, limit=Inf, same_season=TRUE,
+				tdays <- getSimilarDaysIndices(today, data, limit=Inf, same_season=TRUE,
 					days_in=tdays_cut, operational=opera)
+				nb_neighbs <- round( window[length(window)] )
 				# TODO: 10 == magic number
-				tdays = .getConstrainedNeighbs(today, data, tdays, min_neighbs=10)
+				tdays <- .getConstrainedNeighbs(today, data, tdays, min_neighbs=nb_neighbs)
 				if (length(tdays) == 1)
 				{
 					if (final_call)
 					{
 						private$.params$weights <- 1
 						private$.params$indices <- tdays
-						private$.params$window <- 1
+						private$.params$window <- window
 					}
 					return ( data$getSerie(tdays[1])[predict_from:horizon] )
 				}
-				max_neighbs = 12 #TODO: 10 or 12 or... ?
+				max_neighbs = nb_neighbs #TODO: something else?
 				if (length(tdays) > max_neighbs)
 				{
 					distances2 <- .computeDistsEndo(data, today, tdays, predict_from)
@@ -153,23 +161,20 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 
 			if (simtype == "endo" || simtype == "mix")
 			{
-				# Compute endogen similarities using given window
-				window_endo = ifelse(simtype=="mix", window[1], window)
-
 				# Distances from last observed day to selected days in the past
 				# TODO: redundant computation if local==TRUE
 				distances2 <- .computeDistsEndo(data, today, tdays, predict_from)
 
-				simils_endo <- .computeSimils(distances2, window_endo)
+				# Compute endogen similarities using the given window
+				simils_endo <- .computeSimils(distances2, window[1])
 			}
 
 			if (simtype == "exo" || simtype == "mix")
 			{
-				# Compute exogen similarities using given window
-				window_exo = ifelse(simtype=="mix", window[2], window)
-
 				distances2 <- .computeDistsExo(data, today, tdays)
 
+				# Compute exogen similarities using the given window
+				window_exo = ifelse(simtype=="mix", window[2], window[1])
 				simils_exo <- .computeSimils(distances2, window_exo)
 			}
 
@@ -195,15 +200,7 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 			{
 				private$.params$weights <- similarities
 				private$.params$indices <- tdays
-				private$.params$window <-
-					if (simtype=="endo")
-						window_endo
-					else if (simtype=="exo")
-						window_exo
-					else if (simtype=="mix")
-						c(window_endo,window_exo)
-					else #none
-						1
+				private$.params$window <- window
 			}
 
 			return (prediction)