X-Git-Url: https://git.auder.net/?p=talweg.git;a=blobdiff_plain;f=pkg%2FR%2FF_Neighbors2.R;h=60916b4d77c3f7b365c34ed6fb44cd6d3b219fd2;hp=69e69dcca8e1c8a6938b97d410013401f922ae63;hb=ea5c7e56ca05a51ce4f0535ffa08cda4c14bff4a;hpb=bb3e3cec32bc1bf05986a2bff438f4d29f2d9630 diff --git a/pkg/R/F_Neighbors2.R b/pkg/R/F_Neighbors2.R index 69e69dc..60916b4 100644 --- a/pkg/R/F_Neighbors2.R +++ b/pkg/R/F_Neighbors2.R @@ -56,12 +56,12 @@ Neighbors2Forecaster = R6::R6Class("Neighbors2Forecaster", 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") @@ -97,16 +97,25 @@ Neighbors2Forecaster = R6::R6Class("Neighbors2Forecaster", return (NA) levelToday = data$getLevel(today) distances = sapply(fdays, function(i) abs(data$getLevel(i)-levelToday)) - dist_thresh = 1 + #TODO: 2, 3, 5, 10 magic numbers here... + dist_thresh = 2 + min_neighbs = min(3,length(fdays)) repeat { same_pollution = (distances <= dist_thresh) - if (sum(same_pollution) >= 2) #will eventually happen + nb_neighbs = sum(same_pollution) + if (nb_neighbs >= min_neighbs) #will eventually happen break - dist_thresh = dist_thresh + 1 + dist_thresh = dist_thresh + 3 } fdays = fdays[same_pollution] - if (length(fdays) == 1) + max_neighbs = 10 + if (nb_neighbs > max_neighbs) + { + # Keep only max_neighbs closest neighbors + fdays = fdays[ sort(distances[same_pollution],index.return=TRUE)$ix[1:max_neighbs] ] + } + if (length(fdays) == 1) #the other extreme... { if (final_call) { @@ -194,11 +203,11 @@ Neighbors2Forecaster = R6::R6Class("Neighbors2Forecaster", simils_endo else #mix simils_endo * simils_exo + similarities = similarities / sum(similarities) prediction = rep(0, horizon) for (i in seq_along(fdays)) prediction = prediction + similarities[i] * data$getCenteredSerie(fdays[i]+1)[1:horizon] - prediction = prediction / sum(similarities, na.rm=TRUE) if (final_call) {