X-Git-Url: https://git.auder.net/?p=talweg.git;a=blobdiff_plain;f=pkg%2FR%2FF_Neighbors.R;h=12595d998f82d4883069f4c02a32d458b21aaa70;hp=7e0cdd26809eb825a79da1392235cab52326bc20;hb=102bcfda4afbb5cfee885cbee0f55545624168fd;hpb=c4c329f65e6e842917cdfbabff36fbca6a617d02 diff --git a/pkg/R/F_Neighbors.R b/pkg/R/F_Neighbors.R index 7e0cdd2..12595d9 100644 --- a/pkg/R/F_Neighbors.R +++ b/pkg/R/F_Neighbors.R @@ -2,10 +2,33 @@ #' #' Predict next serie as a weighted combination of "futures of the past" days, #' where days in the past are chosen and weighted according to some similarity measures. -#' See 'details' section. #' -#' TODO: details. +#' The main method is \code{predictShape()}, taking arguments data, today, memory, +#' horizon respectively for the dataset (object output of \code{getData()}), the current +#' index, the data depth (in days) and the number of time steps to forecast. +#' In addition, optional arguments can be passed: +#' \itemize{ +#' \item local : TRUE (default) to constrain neighbors to be "same days within same +#' season" +#' \item simtype : 'endo' for a similarity based on the series only, +#' 'exo' for a similaruty based on exogenous variables only, +#' 'mix' for the product of 'endo' and 'exo', +#' 'none' (default) to apply a simple average: no computed weights +#' \item window : A window for similarities computations; override cross-validation +#' window estimation. +#' } +#' The method is summarized as follows: +#' \enumerate{ +#' \item Determine N (=20) recent days without missing values, and followed by a +#' tomorrow also without missing values. +#' \item Optimize the window parameters (if relevant) on the N chosen days. +#' \item Considering the optimized window, compute the neighbors (with locality +#' constraint or not), compute their similarities -- using a gaussian kernel if +#' simtype != "none" -- and average accordingly the "tomorrows of neigbors" to +#' obtain the final prediction. +#' } #' +#' @docType class #' @format R6 class, inherits Forecaster #' @alias F_Neighbors #'