X-Git-Url: https://git.auder.net/?p=talweg.git;a=blobdiff_plain;f=pkg%2FR%2FF_Neighbors.R;h=238274bd5f8b1202ab601c8ecea5aad83fc4b578;hp=7a3fbe525352405837e55c1fe7b69350768257ed;hb=98e958cab563866f8e00886b54336018a2e8bc97;hpb=af3b84f4cacade7d83221ca0249b546c50ddf340 diff --git a/pkg/R/F_Neighbors.R b/pkg/R/F_Neighbors.R index 7a3fbe5..238274b 100644 --- a/pkg/R/F_Neighbors.R +++ b/pkg/R/F_Neighbors.R @@ -8,20 +8,20 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", inherit = Forecaster, public = list( - predictShape = function(today, memory, horizon, ...) + predictShape = function(data, today, memory, horizon, ...) { # (re)initialize computed parameters private$.params <- list("weights"=NA, "indices"=NA, "window"=NA) # Determine indices of no-NAs days followed by no-NAs tomorrows - fdays = private$.data$getCoupleDays(max(today-memory,1), today-1) + fdays = getNoNA2(data, max(today-memory,1), today-1) # Get optional args simtype = ifelse(hasArg("simtype"), list(...)$simtype, "mix") #or "endo", or "exo" kernel = ifelse(hasArg("kernel"), list(...)$kernel, "Gauss") #or "Epan" if (hasArg(h_window)) { - return ( private$.predictShapeAux( + return ( private$.predictShapeAux(data, fdays, today, horizon, list(...)$h_window, kernel, simtype, TRUE) ) } @@ -36,12 +36,13 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", for (i in intersect(fdays,sdays)) { # mix_strategy is never used here (simtype != "mix"), therefore left blank - prediction = private$.predictShapeAux(fdays, i, horizon, h, kernel, simtype, FALSE) + prediction = private$.predictShapeAux(data, + fdays, i, horizon, h, kernel, simtype, FALSE) if (!is.na(prediction[1])) { nb_jours = nb_jours + 1 error = error + - mean((private$.data$getCenteredSerie(i+1)[1:horizon] - prediction)^2) + mean((data$getCenteredSerie(i+1)[1:horizon] - prediction)^2) } } return (error / nb_jours) @@ -60,33 +61,31 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", if (simtype == "endo") { - return (private$.predictShapeAux( + return (private$.predictShapeAux(data, fdays, today, horizon, h_best_endo, kernel, "endo", TRUE)) } if (simtype == "exo") { - return (private$.predictShapeAux( + return (private$.predictShapeAux(data, fdays, today, horizon, h_best_exo, kernel, "exo", TRUE)) } if (simtype == "mix") { h_best_mix = c(h_best_endo,h_best_exo) - return(private$.predictShapeAux( + return(private$.predictShapeAux(data, fdays, today, horizon, h_best_mix, kernel, "mix", TRUE)) } } ), private = list( # Precondition: "today" is full (no NAs) - .predictShapeAux = function(fdays, today, horizon, h, kernel, simtype, final_call) + .predictShapeAux = function(data, fdays, today, horizon, h, kernel, simtype, final_call) { fdays = fdays[ fdays < today ] # TODO: 3 = magic number if (length(fdays) < 3) return (NA) - data = private$.data #shorthand - if (simtype != "exo") { h_endo = ifelse(simtype=="mix", h[1], h)