'update'
authorBenjamin Auder <benjamin.auder@somewhere>
Mon, 27 Feb 2017 15:30:46 +0000 (16:30 +0100)
committerBenjamin Auder <benjamin.auder@somewhere>
Mon, 27 Feb 2017 15:30:46 +0000 (16:30 +0100)
pkg/R/Data.R
pkg/R/F_Average.R
pkg/R/F_Neighbors.R
pkg/R/F_Persistence.R
pkg/R/F_Zero.R
pkg/R/Forecast.R
pkg/R/Forecaster.R
pkg/R/computeForecast.R
pkg/R/getData.R
pkg/R/utils.R

index d970f7b..677d906 100644 (file)
 #'
 #' Data encapsulation
 #'
 #'
 #' Data encapsulation
 #'
-#' @field data List of
-#' \itemize{
+#' @docType class
+#' @importFrom R6 R6Class
+#'
+#' @field .data List of \itemize{
 #'   \item time: vector of times
 #'   \item serie: centered series
 #'   \item level: corresponding levels
 #'   \item exo: exogenous variables
 #'   \item time: vector of times
 #'   \item serie: centered series
 #'   \item level: corresponding levels
 #'   \item exo: exogenous variables
-#'   \item exo_hat: predicted exogenous variables
-#' }
-#'
-#' @docType class
-#' @importFrom R6 R6Class
+#'   \item exo_hat: predicted exogenous variables}
 #'
 #'
-#' @export
+#' @section Methods: \describe{
+#' \item{\code{getSize()}}
+#'   {Return number of series in dataset.}
+#' \item{\code{getStdHorizon()}}
+#'   {Return number of time steps from serie[1] until midnight}
+#' \item{\code{append(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)}}
+#'   {Acquire a new vector of lists (time, centered_serie, level, exo, exo_hat).}
+#' \item{\code{getTime(index)}}
+#'   {Get times at specified index.}
+#' \item{\code{getCenteredSerie(index)}}
+#'   {Get centered serie at specified index.}
+#' \item{\code{getLevel(index)}}
+#'   {Get level at specified index.}
+#' \item{\code{getSerie(index)}}
+#'   {Get serie (centered+level) at specified index.}
+#' \item{\code{getExo(index)}}
+#'   {Get exogenous variables at specified index.}
+#' \item{\code{getExoHat(index)}}
+#'   {Get estimated exogenous variables at specified index.} }
 Data = R6::R6Class("Data",
        private = list(
                .data = list()
        ),
        public = list(
                getSize = function()
 Data = R6::R6Class("Data",
        private = list(
                .data = list()
        ),
        public = list(
                getSize = function()
-                       getSizeData(private)
+                       length(private$.data)
                ,
                getStdHorizon = function()
                ,
                getStdHorizon = function()
-                       getStdHorizonData(private)
-               ,
-               append = function(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)
-                       appendData(private, new_time, new_centered_serie, new_level, new_exo, new_exo_hat)
+                       24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
                ,
                ,
+               append = function(
+               {
+                       private$.data[[length(private$.data)+1]] <- list(
+                               "time"=new_time, "centered_serie"=new_centered_serie, "level"=new_level,
+                               "exo"=new_exo, "exo_hat"=new_exo_hat)
+               },
                getTime = function(index)
                getTime = function(index)
-                       getTimeData(self, private, index)
-               ,
+               {
+                       index = dateIndexToInteger(index, self)
+                       private$.data[[index]]$time
+               },
                getCenteredSerie = function(index)
                getCenteredSerie = function(index)
-                       getCenteredSerieData(self, private, index)
-               ,
+               {
+                       index = dateIndexToInteger(index, self)
+                       private$.data[[index]]$centered_serie
+               },
                getLevel = function(index)
                getLevel = function(index)
-                       getLevelData(self, private, index)
-               ,
+               {
+                       index = dateIndexToInteger(index, self)
+                       private$.data[[index]]$level
+               },
                getSerie = function(index)
                getSerie = function(index)
-                       getSerieData(self, private, index)
-               ,
+               {
+                       index = dateIndexToInteger(index, self)
+                       private$.data[[index]]$centered_serie + private$.data[[index]]$level
+               },
                getExo = function(index)
                getExo = function(index)
-                       getExoData(self, private, index)
-               ,
+               {
+                       index = dateIndexToInteger(index, self)
+                       private$.data[[index]]$exo
+               },
                getExoHat = function(index)
                getExoHat = function(index)
-                       getExoHatData(self, private, index)
+               {
+                       index = dateIndexToInteger(index, self)
+                       private$.data[[index]]$exo_hat
+               },
+               removeFirst = function()
+                       private$.data <- private$.data[2:length(private$.data)]
+               ,
+               removeLast = function()
+                       private$.data <- private$.data[1:(length(private$.data)-1)]
        )
 )
        )
 )
-
-#' Number of series in the dataset
-#'
-#' @param private List of private members in current object
-getSizeData = function(private)
-       length(private$.data)
-
-#' 'Standard' horizon, from t+1 to midnight
-#'
-#' @inheritParams getSizeData
-getStdHorizonData = function(private)
-       24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
-
-#' Acquire a new vector of lists (time, centered_serie, level, exo, exo_hat)
-#'
-#' @inheritParams getSizeData
-#' @param new_time Time
-#' @param new_centered_serie Centered serie
-#' @param new_level Level
-#' @param new_exo Exogneous variables
-#' @param new_exo_hat Predicted exogenous variables
-appendData = function(private, new_time, new_centered_serie, new_level, new_exo, new_exo_hat)
-{
-       private$.data[[length(private$.data)+1]] <- list("time"=new_time,
-               "centered_serie"=new_centered_serie,"level"=new_level,"exo"=new_exo,"exo_hat"=new_exo_hat)
-}
-
-#' Time values at specified index
-#'
-#' @inheritParams getSizeData
-#' @param index Return value at this index
-getTimeData = function(o, private, index)
-{
-       index = dateIndexToInteger(index, o)
-       private$.data[[index]]$time
-}
-
-#' Centered serie values at specified index
-#'
-#' @inheritParams getTimeData
-getCenteredSerieData = function(o, private, index)
-{
-       index = dateIndexToInteger(index, o)
-       private$.data[[index]]$centered_serie
-}
-
-#' Level of the serie at specified index
-#'
-#' @inheritParams getTimeData
-getLevelData = function(o, private, index)
-{
-       index = dateIndexToInteger(index, o)
-       private$.data[[index]]$level
-}
-
-#' Serie values (centered+level) at specified index
-#'
-#' @inheritParams getTimeData
-getSerieData = function(o, private, index)
-{
-       index = dateIndexToInteger(index, o)
-       private$.data[[index]]$centered_serie + data[[index]]$level
-}
-
-#' Exogenous measures at specified index
-#'
-#' @inheritParams getTimeData
-getExoData = function(o, private, index)
-{
-       index = dateIndexToInteger(index, o)
-       private$.data[[index]]$exo
-}
-
-#' Exogeous predictions at specified index
-#'
-#' @inheritParams getTimeData
-getExoHatData = function(o, private, index)
-{
-       index = dateIndexToInteger(index, o)
-       private$.data[[index]]$exo_hat
-}
index abc88be..a48952b 100644 (file)
@@ -5,7 +5,7 @@
 #' Return the (pointwise) average of the all the (similar) centered day curves
 #' in the past. Inherits \code{\link{Forecaster}}
 AverageForecaster = R6::R6Class("AverageForecaster",
 #' Return the (pointwise) average of the all the (similar) centered day curves
 #' in the past. Inherits \code{\link{Forecaster}}
 AverageForecaster = R6::R6Class("AverageForecaster",
-       inherit = "Forecaster",
+       inherit = Forecaster,
 
        public = list(
                predictShape = function(today, memory, horizon, ...)
 
        public = list(
                predictShape = function(today, memory, horizon, ...)
index ac0df04..4b6b7e7 100644 (file)
@@ -5,19 +5,22 @@
 #' Predict tomorrow as a weighted combination of "futures of the past" days.
 #' Inherits \code{\link{Forecaster}}
 NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 #' Predict tomorrow as a weighted combination of "futures of the past" days.
 #' Inherits \code{\link{Forecaster}}
 NeighborsForecaster = R6::R6Class("NeighborsForecaster",
-       inherit = "Forecaster",
+       inherit = Forecaster,
 
        public = list(
                predictShape = function(today, memory, horizon, ...)
                {
                        # (re)initialize computed parameters
 
        public = list(
                predictShape = function(today, memory, horizon, ...)
                {
                        # (re)initialize computed parameters
-                       params <<- list("weights"=NA, "indices"=NA, "window"=NA)
+                       private$.params <- list("weights"=NA, "indices"=NA, "window"=NA)
 
                        # 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))
 
                        # 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 (.predictShapeAux(fdays,today,horizon,list(...)$h_window,kernel,simtype,TRUE))
+                       {
+                               return ( private$.predictShapeAux(
+                                       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)
 
                        # Determine indices of no-NAs days followed by no-NAs tomorrows
                        first_day = max(today - memory, 1)
@@ -36,7 +39,7 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
                                for (i in intersect(fdays,sdays))
                                {
                                        # mix_strategy is never used here (simtype != "mix"), therefore left blank
                                for (i in intersect(fdays,sdays))
                                {
                                        # mix_strategy is never used here (simtype != "mix"), therefore left blank
-                                       prediction = .predictShapeAux(fdays, i, horizon, h, kernel, simtype, FALSE)
+                                       prediction = private$.predictShapeAux(fdays, i, horizon, h, kernel, simtype, FALSE)
                                        if (!is.na(prediction[1]))
                                        {
                                                nb_jours = nb_jours + 1
                                        if (!is.na(prediction[1]))
                                        {
                                                nb_jours = nb_jours + 1
@@ -52,13 +55,13 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
                                h_best_endo = optimize(errorOnLastNdays, c(0,10), kernel=kernel, simtype="endo")$minimum
 
                        if (simtype == "endo")
                                h_best_endo = optimize(errorOnLastNdays, c(0,10), kernel=kernel, simtype="endo")$minimum
 
                        if (simtype == "endo")
-                               return (.predictShapeAux(fdays, today, horizon, h_best_endo, kernel, "endo", TRUE))
+                               return(private$.predictShapeAux(fdays,today,horizon,h_best_endo,kernel,"endo",TRUE))
                        if (simtype == "exo")
                        if (simtype == "exo")
-                               return (.predictShapeAux(fdays, today, horizon, h_best_exo,  kernel, "exo",  TRUE))
+                               return(private$.predictShapeAux(fdays,today,horizon,h_best_exo,kernel,"exo",TRUE))
                        if (simtype == "mix")
                        {
                                h_best_mix = c(h_best_endo,h_best_exo)
                        if (simtype == "mix")
                        {
                                h_best_mix = c(h_best_endo,h_best_exo)
-                               return (.predictShapeAux(fdays, today, horizon, h_best_mix,  kernel, "mix",  TRUE))
+                               return(private$.predictShapeAux(fdays,today,horizon,h_best_mix,kernel,"mix",TRUE))
                        }
                }
        ),
                        }
                }
        ),
@@ -138,15 +141,15 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
                                        simils_endo * simils_exo
 
                        prediction = rep(0, horizon)
                                        simils_endo * simils_exo
 
                        prediction = rep(0, horizon)
-                       for (i in seq_along(fdays_indices))
-                               prediction = prediction + similarities[i] * data$getSerie(fdays_indices[i]+1)[1:horizon]
+                       for (i in seq_along(fdays))
+                               prediction = prediction + similarities[i] * data$getSerie(fdays[i]+1)[1:horizon]
                        prediction = prediction / sum(similarities, na.rm=TRUE)
 
                        if (final_call)
                        {
                        prediction = prediction / sum(similarities, na.rm=TRUE)
 
                        if (final_call)
                        {
-                               params$weights <<- similarities
-                               params$indices <<- fdays_indices
-                               params$window <<-
+                               private$.params$weights <- similarities
+                               private$.params$indices <- fdays
+                               private$.params$window <-
                                        if (simtype=="endo") {
                                                h_endo
                                        } else if (simtype=="exo") {
                                        if (simtype=="endo") {
                                                h_endo
                                        } else if (simtype=="exo") {
index 39e043c..bf5868e 100644 (file)
@@ -5,7 +5,7 @@
 #' Return the last centered (similar) day curve.
 #' Inherits \code{\link{Forecaster}}
 PersistenceForecaster = R6::R6Class("PersistenceForecaster",
 #' Return the last centered (similar) day curve.
 #' Inherits \code{\link{Forecaster}}
 PersistenceForecaster = R6::R6Class("PersistenceForecaster",
-       inherit = "Forecaster",
+       inherit = Forecaster,
 
        public = list(
                predictShape = function(today, memory, horizon, ...)
 
        public = list(
                predictShape = function(today, memory, horizon, ...)
index ff6eb52..fdfee83 100644 (file)
@@ -4,7 +4,7 @@
 #'
 #' Return 0 (and then adjust). Inherits \code{\link{Forecaster}}
 ZeroForecaster = R6::R6Class("ZeroForecaster",
 #'
 #' Return 0 (and then adjust). Inherits \code{\link{Forecaster}}
 ZeroForecaster = R6::R6Class("ZeroForecaster",
-       inherit = "Forecaster",
+       inherit = Forecaster,
 
        public = list(
                predictShape = function(today, memory, horizon, ...)
 
        public = list(
                predictShape = function(today, memory, horizon, ...)
index b68b6c9..f1b92ce 100644 (file)
@@ -2,43 +2,52 @@
 #'
 #' Forecast encapsulation
 #'
 #'
 #' Forecast encapsulation
 #'
-#' @field pred List with
-#' \itemize{
-#'   \item serie: forecasted serie
-#'   \item params: corresponding list of parameters (weights, neighbors...)
-#'   \item index: corresponding index in data object
-#' }
-#'
 #' @docType class
 #' @importFrom R6 R6Class
 #'
 #' @docType class
 #' @importFrom R6 R6Class
 #'
-#' @export
+#' @field .pred List with \itemize{
+#'   \item serie: forecasted serie
+#'   \item params: corresponding list of parameters (weights, neighbors...)
+#'   \item index: corresponding index in data object}
+#' @field .dates vector of day indices where forcast occurs
+#'
+#' @section Methods: \describe{
+#' \item{\code{initialize(dates)}}
+#'   {Initialize a Forecast object with a series of date indices.}
+#' \item{\code{predictSerie(today,memory,horizon,...)}}
+#'   {Predict a new serie of \code{horizon} values at day index \code{today} using \code{memory}
+#'   days in the past.} TODO: continue #######################################
+#' \item{\code{predictShape(today,memory,horizon,...)}}
+#'   {Predict a new shape of \code{horizon} values at day index \code{today} using \code{memory}
+#'   days in the past.}
+#' \item{\code{getParameters()}}
+#'   {Return (internal) parameters.} }
 Forecast = R6::R6Class("Forecast",
        private = list(
 Forecast = R6::R6Class("Forecast",
        private = list(
-               .pred = "list",
-               .dates = "Date"
+               .pred = list(),
+               .dates = c()
        ),
        public = list(
                initialize = function(dates)
        ),
        public = list(
                initialize = function(dates)
-                       initialize(self, private, dates)
+                       initializeForecast(self, private, dates)
                ,
                getSize = function()
                ,
                getSize = function()
-                       getSize(private)
+                       getSizeForecast(private)
                ,
                append = function(new_serie, new_params, new_index)
                ,
                append = function(new_serie, new_params, new_index)
-                       append(private, new_serie, new_params, new_index)
+                       appendForecast(private, new_serie, new_params, new_index)
                ,
                getDates = function()
                ,
                getDates = function()
-                       getDates(private)
+                       getDatesForecast(private)
                ,
                getSerie = function(index)
                ,
                getSerie = function(index)
-                       getSerie(private, index)
+                       getSerieForecast(private, index)
                ,
                getParams = function(index)
                ,
                getParams = function(index)
-                       getParams(private, index)
+                       getParamsForecast(private, index)
                ,
                getIndexInData = function(index)
                ,
                getIndexInData = function(index)
-                       getIndexInData(private, index)
+                       getIndexInDataForecast(private, index)
        )
 )
 
        )
 )
 
@@ -47,39 +56,41 @@ Forecast = R6::R6Class("Forecast",
 #' @param o Object of class Forecast
 #' @param private List of private members in o
 #' @param dates vector of dates where forecast occurs
 #' @param o Object of class Forecast
 #' @param private List of private members in o
 #' @param dates vector of dates where forecast occurs
-initialize = function(o, private, dates)
+initializeForecast = function(o, private, dates)
 {
 {
-       private$.dates <<- dates
-       private$.pred <<- list()
+       private$.dates <- dates
        invisible(o)
 }
 
 #' Number of individual forecasts"
 #'
        invisible(o)
 }
 
 #' Number of individual forecasts"
 #'
-#' @inheritParams initialize
-getSize = function(private)
+#' @inheritParams initializeForecast
+getSizeForecast = function(private)
        length(private$.pred)
 
 #' Obtain a new pair (serie, params)"
 #'
        length(private$.pred)
 
 #' Obtain a new pair (serie, params)"
 #'
-#' @inheritParams initialize
-append = function(new_serie, new_params, new_index_in_data)
+#' @inheritParams initializeForecast
+#' @param new_serie Values of a new serie
+#' @param new_params Associated (optimized) parameters
+#' @param new_index_in_data Corresponding index in data
+appendForecast = function(private, new_serie, new_params, new_index_in_data)
 {
 {
-       private$.pred[[length(private$.pred)+1]] <<-
+       private$.pred[[length(private$.pred)+1]] <-
                list("serie"=new_serie, "params"=new_params, "index_in_data"=new_index_in_data)
 }
 
 #' Dates where prediction occurs
 #'
                list("serie"=new_serie, "params"=new_params, "index_in_data"=new_index_in_data)
 }
 
 #' Dates where prediction occurs
 #'
-#' inheritParams initialize
-getDates = function(private)
+#' inheritParams initializeForecast
+getDatesForecast = function(private)
        private$.dates
 
 #' Serie values at specified index"
 #'
        private$.dates
 
 #' Serie values at specified index"
 #'
-#' @inheritParams initialize
+#' @inheritParams initializeForecast
 #' @param index Return value at this index
 #' @param index Return value at this index
-getSerie = function(index)
+getSerieForecast = function(index)
 {
        if (is(index,"Date"))
                index = match(index, private$.dates)
 {
        if (is(index,"Date"))
                index = match(index, private$.dates)
@@ -88,8 +99,8 @@ getSerie = function(index)
 
 #' Params at specified index"
 #'
 
 #' Params at specified index"
 #'
-#' @inheritParams getSerie
-getParams = function(index)
+#' @inheritParams getSerieForecast
+getParamsForecast = function(index)
 {
        if (is(index,"Date"))
                index = match(index, private$.dates)
 {
        if (is(index,"Date"))
                index = match(index, private$.dates)
@@ -98,8 +109,8 @@ getParams = function(index)
 
 #' (day) Index in data where prediction took place"
 #'
 
 #' (day) Index in data where prediction took place"
 #'
-#' @inheritParams getSerie
-getIndexInData = function(index)
+#' @inheritParams getSerieForecast
+getIndexInDataForecast = function(index)
 {
        if (is(index,"Date"))
                index = match(index, private$.dates)
 {
        if (is(index,"Date"))
                index = match(index, private$.dates)
index 4c8437e..2bd2e4e 100644 (file)
@@ -2,70 +2,49 @@
 #'
 #' Forecaster (abstract class, implemented by all forecasters)
 #'
 #'
 #' Forecaster (abstract class, implemented by all forecasters)
 #'
+#' @docType class
+#' @importFrom R6 R6Class
+#'
 #' @field params List of computed parameters, for post-run analysis (dev)
 #' @field data Dataset, object of class Data
 #' @field pjump Function: how to predict the jump at day interface ?
 #'
 #' @field params List of computed parameters, for post-run analysis (dev)
 #' @field data Dataset, object of class Data
 #' @field pjump Function: how to predict the jump at day interface ?
 #'
-#' @docType class
-#' @importFrom R6 R6Class
+#' @section Methods: \describe{
+#' \item{\code{initialize(data, pjump)}}
+#'   {Initialize a Forecaster object with a Data object and a jump prediction function.}
+#' \item{\code{predictSerie(today,memory,horizon,...)}}
+#'   {Predict a new serie of \code{horizon} values at day index \code{today} using \code{memory}
+#'   days in the past.}
+#' \item{\code{predictShape(today,memory,horizon,...)}}
+#'   {Predict a new shape of \code{horizon} values at day index \code{today} using \code{memory}
+#'   days in the past.}
+#' \item{\code{getParameters()}}
+#'   {Return (internal) parameters.} }
 Forecaster = R6::R6Class("Forecaster",
        private = list(
 Forecaster = R6::R6Class("Forecaster",
        private = list(
-               .params = "list",
-               .data = "Data",
-               .pjump = "function"
+               .params = list(),
+               .data = NULL,
+               .pjump = NULL
        ),
        public = list(
                initialize = function(data, pjump)
        ),
        public = list(
                initialize = function(data, pjump)
-                       initialize(self, private, data, pjump)
-               ,
+               {
+                       private$.data <- data
+                       private$.pjump <- pjump
+                       invisible(self)
+               },
                predictSerie = function(today, memory, horizon, ...)
                predictSerie = function(today, memory, horizon, ...)
-                       predictSerie(private, today, memory, horizon, ...)
-               ,
+               {
+                       # Parameters (potentially) computed during shape prediction stage
+                       predicted_shape = o$predictShape(today, memory, horizon, ...)
+                       predicted_delta = private$.pjump(private$.data,today,memory,horizon,private$.params,...)
+                       # Predicted shape is aligned it on the end of current day + jump
+                       predicted_shape+tail(private$.data$getSerie(today),1)-predicted_shape[1]+predicted_delta
+               },
                predictShape = function(today, memory, horizon, ...)
                predictShape = function(today, memory, horizon, ...)
-                       predictShape(private, today, memory, horizon, ...)
+                       #empty default implementation: to implement in inherited classes
                ,
                getParameters = function()
                ,
                getParameters = function()
-                       getParameters(private)
+                       private$.params
        )
 )
        )
 )
-
-#' Initialize (generic) Forecaster object
-#'
-#' @param o Object of class Forecaster
-#' @param private List of private members in o
-#' @param data Object of class Data
-#' @param pjump Function to predict jump
-initialize = function(o, private, data, pjump)
-{
-       .params <<- list()
-       .data <<- data
-       .pjump <<- pjump
-       invisible(o)
-}
-
-#' Obtain a new forecasted time-serie
-#'
-#' @inheritParams initialize
-#' @param today Index for current prediction
-#' @param memory Depth in data (in days)
-#' @param horizon Number of hours to forecast
-predictSerie = function(private, today, memory, horizon, ...)
-{
-       # Parameters (potentially) computed during shape prediction stage
-       predicted_shape = predictShape(today, memory, horizon, ...)
-       predicted_delta = private$.pjump(private$.data, today, memory, horizon, params, ...)
-       # Predicted shape is aligned it on the end of current day + jump
-       predicted_shape + tail(private$.data$getSerie(today),1) - predicted_shape[1] + predicted_delta
-}
-
-#' Shape prediction (centered curve)
-#'
-#' @inheritParams predictSerie
-predictShape = function(private, today, memory, horizon, ...)
-       #empty default implementation: to implement in inherited classes
-
-#' Get parameters list
-#'
-#' @inheritParams initialize
-getParameters = function(private)
-       private$.params
index 0585e1b..ec6fa07 100644 (file)
 #' @param horizon Number of time steps to predict
 #' @param ... Additional parameters for the forecasting models
 #'
 #' @param horizon Number of time steps to predict
 #' @param ... Additional parameters for the forecasting models
 #'
-#' @return A list with the following items
-#' \itemize{
-#'   \item serie: forecasted serie
-#'   \item params: corresponding list of parameters (weights, neighbors...)
-#'   \item index: corresponding index in data object
-#' }
+#' @return An object of class Forecast
 #'
 #' @examples
 #' ts_data = system.file("extdata","pm10_mesures_H_loc.csv",package="talweg")
 #'
 #' @examples
 #' ts_data = system.file("extdata","pm10_mesures_H_loc.csv",package="talweg")
@@ -50,18 +45,17 @@ computeForecast = function(data, indices, forecaster, pjump,
        horizon = as.integer(horizon)[1]
        if (horizon<=0 || horizon>length(data$getCenteredSerie(2)))
                stop("Horizon too short or too long")
        horizon = as.integer(horizon)[1]
        if (horizon<=0 || horizon>length(data$getCenteredSerie(2)))
                stop("Horizon too short or too long")
-       indices = sapply( seq_along(indices), function(i) dateIndexToInteger(indices[i], data) )
-       if (any(indices<=0 | indices>data$getSize()))
+       integer_indices = sapply(seq_along(indices), function(i) dateIndexToInteger(indices[i],data))
+       if (any(integer_indices<=0 | integer_indices>data$getSize()))
                stop("Indices out of range")
                stop("Indices out of range")
-       indices = sapply(indices, dateIndexToInteger, data)
-       if (!is.character(forecaster))
-               stop("forecaster (name) should be of class character") #pjump could be NULL
+       if (!is.character(forecaster) || !is.character(pjump))
+               stop("forecaster (name) and pjump (function) should be of class character")
 
 
-       pred = Forecast$new()
+       pred = Forecast$new( dates=sapply( indices, integerIndexToDate, data ) )
        forecaster_class_name = getFromNamespace(paste(forecaster,"Forecaster",sep=""), "talweg")
        forecaster = forecaster_class_name$new(data=data,
                pjump = getFromNamespace(paste("get",pjump,"JumpPredict",sep=""), "talweg"))
        forecaster_class_name = getFromNamespace(paste(forecaster,"Forecaster",sep=""), "talweg")
        forecaster = forecaster_class_name$new(data=data,
                pjump = getFromNamespace(paste("get",pjump,"JumpPredict",sep=""), "talweg"))
-       for (today in indices)
+       for (today in integer_indices)
        {
                pred$append(
                        new_serie = forecaster$predictSerie(today, memory, horizon, ...),
        {
                pred$append(
                        new_serie = forecaster$predictSerie(today, memory, horizon, ...),
index df94895..a4e1e17 100644 (file)
 #' @param predict_at When does the prediction take place ? Integer, in hours. Default: 0
 #' @param limit Number of days to extract (default: Inf, for "all")
 #'
 #' @param predict_at When does the prediction take place ? Integer, in hours. Default: 0
 #' @param limit Number of days to extract (default: Inf, for "all")
 #'
-#' @return A list where data[[i]] contains
-#'   \itemize{
-#'     \item time: vector of times
-#'     \item centered_serie: centered serie
-#'     \item level: corresponding level
-#'     \item exo: exogenous variables
-#'     \item exo_hat: predicted exogenous variables
-#'   }
+#' @return An object of class Data
 #'
 #' @examples
 #' ts_data = read.csv(system.file("extdata","pm10_mesures_H_loc.csv",package="talweg"))
 #'
 #' @examples
 #' ts_data = read.csv(system.file("extdata","pm10_mesures_H_loc.csv",package="talweg"))
@@ -68,7 +61,7 @@ getData = function(ts_data, exo_data, input_tz="GMT", date_format="%d/%m/%Y %H:%
        line = 1 #index in PM10 file (24 lines for 1 cell)
        nb_lines = nrow(ts_df)
        nb_exos = ( ncol(exo_df) - 1 ) / 2
        line = 1 #index in PM10 file (24 lines for 1 cell)
        nb_lines = nrow(ts_df)
        nb_exos = ( ncol(exo_df) - 1 ) / 2
-       data = list()
+       data = Data$new()
        i = 1 #index of a cell in data
        while (line <= nb_lines)
        {
        i = 1 #index of a cell in data
        while (line <= nb_lines)
        {
@@ -89,22 +82,17 @@ getData = function(ts_data, exo_data, input_tz="GMT", date_format="%d/%m/%Y %H:%
                exo_hat = as.data.frame( exo_df[i,(1+nb_exos+1):(1+2*nb_exos)] )
                level = mean(serie, na.rm=TRUE)
                centered_serie = serie - level
                exo_hat = as.data.frame( exo_df[i,(1+nb_exos+1):(1+2*nb_exos)] )
                level = mean(serie, na.rm=TRUE)
                centered_serie = serie - level
-               data[[i]] = list("time"=time, "centered_serie"=centered_serie, "level"=level,
-                       "exo"=exo, "exo_hat"=exo_hat)
+               data$append(time, centered_serie, level, exo, exo_hat)
                if (i >= limit)
                        break
                i = i + 1
        }
                if (i >= limit)
                        break
                i = i + 1
        }
-       start = 1
-       end = length(data)
-       if (length(data[[1]]$centered_serie) < length(data[[2]]$centered_serie))
-               start = 2
-       if (length(data[[length(data)]]$centered_serie) <
-               length(data[[length(data)-1]]$centered_serie))
+       if (length(data$getCenteredSerie(1)) < length(data$getCenteredSerie(2)))
+               data$removeFirst()
+       if (length(data$getCenteredSerie(data$getSize()))
+               < length(data$getCenteredSerie(data$getSize()-1)))
        {
        {
-               end = end-1
+               data$removeLast()
        }
        }
-       if (start>1 || end<length(data))
-               data = data[start:end]
        data
 }
        data
 }
index 0918a32..80a7e5d 100644 (file)
@@ -8,11 +8,10 @@
 #' @export
 dateIndexToInteger = function(index, data)
 {
 #' @export
 dateIndexToInteger = function(index, data)
 {
-       index = index[1]
        if (is.numeric(index))
                index = as.integer(index)
        if (is.integer(index))
        if (is.numeric(index))
                index = as.integer(index)
        if (is.integer(index))
-               return (index)
+               return (index) #works on integers too: trust input
        if (inherits(index, "Date") || is.character(index))
        {
                tryCatch(indexAsDate <- as.Date(index), error=function(e) stop("Unrecognized index format"))
        if (inherits(index, "Date") || is.character(index))
        {
                tryCatch(indexAsDate <- as.Date(index), error=function(e) stop("Unrecognized index format"))
@@ -36,11 +35,13 @@ dateIndexToInteger = function(index, data)
 #' @export
 integerIndexToDate = function(index, data)
 {
 #' @export
 integerIndexToDate = function(index, data)
 {
+       if (is(index,"Date"))
+               return (index) #works on dates too: trust input
        index = index[1]
        if (is.numeric(index))
                index = as.integer(index)
        if (!is.integer(index))
        index = index[1]
        if (is.numeric(index))
                index = as.integer(index)
        if (!is.integer(index))
-               stop("'index' should be an integer")
+               stop("'index' should be a date or integer")
        as.Date( data$getTime(index)[1] )
 }
 
        as.Date( data$getTime(index)[1] )
 }