X-Git-Url: https://git.auder.net/?p=talweg.git;a=blobdiff_plain;f=pkg%2FR%2FF_Neighbors.R;h=27cd23a7c31a5ad5691434568afee26c96499410;hp=c8a33554f92fef75dc327fb526faea9027b4b535;hb=ea5c7e56ca05a51ce4f0535ffa08cda4c14bff4a;hpb=bb3e3cec32bc1bf05986a2bff438f4d29f2d9630 diff --git a/pkg/R/F_Neighbors.R b/pkg/R/F_Neighbors.R index c8a3355..27cd23a 100644 --- a/pkg/R/F_Neighbors.R +++ b/pkg/R/F_Neighbors.R @@ -56,12 +56,12 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", if (simtype != "endo") { h_best_exo = optimize( - errorOnLastNdays, c(0,10), kernel=kernel, simtype="exo")$minimum + errorOnLastNdays, c(0,7), kernel=kernel, simtype="exo")$minimum } if (simtype != "exo") { h_best_endo = optimize( - errorOnLastNdays, c(0,10), kernel=kernel, simtype="endo")$minimum + errorOnLastNdays, c(0,7), kernel=kernel, simtype="endo")$minimum } if (simtype == "endo") @@ -168,11 +168,11 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", simils_endo else #mix simils_endo * simils_exo + similarities = similarities / sum(similarities) prediction = rep(0, horizon) for (i in seq_along(fdays)) prediction = prediction + similarities[i] * data$getCenteredSerie(fdays[i]+1)[1:horizon] - prediction = prediction / sum(similarities, na.rm=TRUE) if (final_call) {