fix bugs
authorBenjamin Auder <benjamin.auder@somewhere>
Sun, 2 Jul 2017 21:02:24 +0000 (23:02 +0200)
committerBenjamin Auder <benjamin.auder@somewhere>
Sun, 2 Jul 2017 21:02:24 +0000 (23:02 +0200)
pkg/R/F_Neighbors.R
pkg/R/Forecaster.R
pkg/R/J_LastValue.R
pkg/R/J_Zero.R
pkg/R/getData.R

index 0295cd5..ea27d5c 100644 (file)
@@ -137,7 +137,7 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
                                        days_in=tdays_cut, operational=opera)
                                nb_neighbs <- round( window[length(window)] )
                                # TODO: 10 == magic number
-                               tdays <- .getConstrainedNeighbs(today, data, tdays, min_neighbs=nb_neighbs)
+                               tdays <- .getConstrainedNeighbs(today, data, tdays, nb_neighbs, opera)
                                if (length(tdays) == 1)
                                {
                                        if (final_call)
@@ -171,7 +171,7 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 
                        if (simtype == "exo" || simtype == "mix")
                        {
-                               distances2 <- .computeDistsExo(data, today, tdays)
+                               distances2 <- .computeDistsExo(data, today, tdays, opera)
 
                                # Compute exogen similarities using the given window
                                window_exo = ifelse(simtype=="mix", window[2], window[1])
@@ -218,9 +218,9 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 # @param min_neighbs Minimum number of points in a neighborhood
 # @param max_neighbs Maximum number of points in a neighborhood
 #
-.getConstrainedNeighbs = function(today, data, tdays, min_neighbs=10)
+.getConstrainedNeighbs = function(today, data, tdays, min_neighbs, opera)
 {
-       levelToday = data$getLevelHat(today)
+       levelToday = ifelse(opera, tail(data$getLevelHat(today),1), data$getLevel(today))
        distances = sapply( tdays, function(i) abs(data$getLevel(i) - levelToday) )
        #TODO: 1, +1, +3 : magic numbers
        dist_thresh = 1
@@ -265,10 +265,13 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
        })
 }
 
-.computeDistsExo <- function(data, today, tdays)
+.computeDistsExo <- function(data, today, tdays, opera)
 {
        M = matrix( ncol=1+length(tdays), nrow=1+length(data$getExo(1)) )
-       M[,1] = c( data$getLevelHat(today), as.double(data$getExoHat(today)) )
+       if (opera)
+               M[,1] = c( tail(data$getLevelHat(today),1), as.double(data$getExoHat(today)) )
+       else
+               M[,1] = c( data$getLevel(today), as.double(data$getExo(today)) )
        for (i in seq_along(tdays))
                M[,i+1] = c( data$getLevel(tdays[i]), as.double(data$getExo(tdays[i])) )
 
index a10f0bd..ef270b1 100644 (file)
@@ -59,7 +59,7 @@ Forecaster = R6::R6Class("Forecaster",
                        # Parameters (potentially) computed during shape prediction stage
                        predicted_shape <- self$predictShape(data,today,memory,predict_from,horizon,...)
 
-                       if (is.na(predicted_shape))
+                       if (is.na(predicted_shape[1]))
                                return (NA)
 
                        predicted_delta <- private$.pjump(data, today, memory, predict_from,
index 4190b9c..9b1b5e3 100644 (file)
@@ -7,7 +7,8 @@
 #'
 #' @aliases J_LastValue
 #'
-getLastValueJumpPredict = function(data, today, memory, horizon, params, ...)
+getLastValueJumpPredict = function(data, today, memory, predict_from,
+       horizon, params, ...)
 {
        0
 }
index 16b6ed5..01ba9e3 100644 (file)
@@ -8,7 +8,7 @@
 #'
 #' @aliases J_Zero
 #'
-getZeroJumpPredict = function(data, today, memory, horizon, params, ...)
+getZeroJumpPredict = function(data, today, memory, predict_from, horizon, params, ...)
 {
        list(...)$first_pred - ifelse( predict_from >= 2,
                data$getSerie(today)[predict_from-1], tail(data$getSerie(today-1),1) )
index d0e69d7..8e44a52 100644 (file)
@@ -68,7 +68,7 @@ getData = function(ts_data, exo_data, date_format="%d/%m/%Y %H:%M", limit=Inf)
                        {
                                time = c(time, ts_df[line,1])
                                serie = c(serie, ts_df[line,2])
-                               level_hat = c(level_hat, #in case of data file is incomplete...
+                               level_hat = c(level_hat, #if data file is incomplete...
                                        ifelse(ncol(ts_df) > 2, ts_df[line,3], mean(serie,na.rm=TRUE)))
                                line = line + 1
                        };