X-Git-Url: https://git.auder.net/?p=talweg.git;a=blobdiff_plain;f=pkg%2FR%2FF_Neighbors.R;h=7a3fbe525352405837e55c1fe7b69350768257ed;hp=4b6b7e7f3f80ca67e04ba997c0fe9852271707bd;hb=af3b84f4cacade7d83221ca0249b546c50ddf340;hpb=5d83d8150dc135347d5ef39e5015b88f33fa9ee3 diff --git a/pkg/R/F_Neighbors.R b/pkg/R/F_Neighbors.R index 4b6b7e7..7a3fbe5 100644 --- a/pkg/R/F_Neighbors.R +++ b/pkg/R/F_Neighbors.R @@ -13,6 +13,9 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", # (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$getCoupleDays(max(today-memory,1), today-1) + # Get optional args simtype = ifelse(hasArg("simtype"), list(...)$simtype, "mix") #or "endo", or "exo" kernel = ifelse(hasArg("kernel"), list(...)$kernel, "Gauss") #or "Epan" @@ -22,12 +25,6 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", fdays, today, horizon, list(...)$h_window, kernel, simtype, TRUE) ) } - # Determine indices of no-NAs days followed by no-NAs tomorrows - first_day = max(today - memory, 1) - fdays = (first_day:(today-1))[ sapply(first_day:(today-1), function(i) { - !any(is.na(data$getSerie(i)) | is.na(data$getSerie(i+1))) - }) ] - # Indices of similar days for cross-validation; TODO: 45 = magic number sdays = getSimilarDaysIndices(today, limit=45, same_season=FALSE) @@ -43,25 +40,39 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", if (!is.na(prediction[1])) { nb_jours = nb_jours + 1 - error = error + mean((data$getCenteredSerie(i+1)[1:horizon] - prediction)^2) + error = error + + mean((private$.data$getCenteredSerie(i+1)[1:horizon] - prediction)^2) } } return (error / nb_jours) } if (simtype != "endo") - h_best_exo = optimize(errorOnLastNdays, c(0,10), kernel=kernel, simtype="exo")$minimum + { + h_best_exo = optimize( + errorOnLastNdays, c(0,10), kernel=kernel, simtype="exo")$minimum + } if (simtype != "exo") - h_best_endo = optimize(errorOnLastNdays, c(0,10), kernel=kernel, simtype="endo")$minimum + { + h_best_endo = optimize( + errorOnLastNdays, c(0,10), kernel=kernel, simtype="endo")$minimum + } if (simtype == "endo") - return(private$.predictShapeAux(fdays,today,horizon,h_best_endo,kernel,"endo",TRUE)) + { + return (private$.predictShapeAux( + fdays, today, horizon, h_best_endo, kernel, "endo", TRUE)) + } if (simtype == "exo") - return(private$.predictShapeAux(fdays,today,horizon,h_best_exo,kernel,"exo",TRUE)) + { + return (private$.predictShapeAux( + fdays, today, horizon, h_best_exo, kernel, "exo", TRUE)) + } if (simtype == "mix") { h_best_mix = c(h_best_endo,h_best_exo) - return(private$.predictShapeAux(fdays,today,horizon,h_best_mix,kernel,"mix",TRUE)) + return(private$.predictShapeAux( + fdays, today, horizon, h_best_mix, kernel, "mix", TRUE)) } } ), @@ -74,6 +85,8 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster", if (length(fdays) < 3) return (NA) + data = private$.data #shorthand + if (simtype != "exo") { h_endo = ifelse(simtype=="mix", h[1], h)