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fix bugs
[talweg.git]
/
pkg
/
R
/
F_Neighbors.R
diff --git
a/pkg/R/F_Neighbors.R
b/pkg/R/F_Neighbors.R
index
8eb1ddc
..
ea27d5c
100644
(file)
--- a/
pkg/R/F_Neighbors.R
+++ b/
pkg/R/F_Neighbors.R
@@
-57,7
+57,7
@@
NeighborsForecaster = R6::R6Class("NeighborsForecaster",
if (!opera)
tdays = setdiff(tdays, today) #always exclude current day
if (!opera)
tdays = setdiff(tdays, today) #always exclude current day
- # Shortcut if window is known
#TODO: cross-validation for number of days, on similar (yerste)days
+ # Shortcut if window is known
if (hasArg("window"))
{
return ( private$.predictShapeAux(data, tdays, today, predict_from, horizon,
if (hasArg("window"))
{
return ( private$.predictShapeAux(data, tdays, today, predict_from, horizon,
@@
-99,6
+99,11
@@
NeighborsForecaster = R6::R6Class("NeighborsForecaster",
best_window_exo = optimize(
errorOnLastNdays, c(0,7), simtype="exo")$minimum
}
best_window_exo = optimize(
errorOnLastNdays, c(0,7), simtype="exo")$minimum
}
+ if (local)
+ {
+ best_window_local = optimize(
+ errorOnLastNdays, c(3,30), simtype="none")$minimum
+ }
best_window =
if (simtype == "endo")
best_window =
if (simtype == "endo")
@@
-107,8
+112,10
@@
NeighborsForecaster = R6::R6Class("NeighborsForecaster",
best_window_exo
else if (simtype == "mix")
c(best_window_endo,best_window_exo)
best_window_exo
else if (simtype == "mix")
c(best_window_endo,best_window_exo)
- else #none: value doesn't matter
- 1
+ else #none: no value
+ NULL
+ if (local)
+ best_window = c(best_window, best_window_local)
return( private$.predictShapeAux(data, tdays, today, predict_from, horizon, local,
best_window, simtype, opera, TRUE) )
return( private$.predictShapeAux(data, tdays, today, predict_from, horizon, local,
best_window, simtype, opera, TRUE) )
@@
-126,21
+133,22
@@
NeighborsForecaster = R6::R6Class("NeighborsForecaster",
if (local)
{
# limit=Inf to not censor any day (TODO: finite limit? 60?)
if (local)
{
# limit=Inf to not censor any day (TODO: finite limit? 60?)
- tdays
=
getSimilarDaysIndices(today, data, limit=Inf, same_season=TRUE,
+ tdays
<-
getSimilarDaysIndices(today, data, limit=Inf, same_season=TRUE,
days_in=tdays_cut, operational=opera)
days_in=tdays_cut, operational=opera)
+ nb_neighbs <- round( window[length(window)] )
# TODO: 10 == magic number
# TODO: 10 == magic number
- tdays
= .getConstrainedNeighbs(today, data, tdays, min_neighbs=10
)
+ tdays
<- .getConstrainedNeighbs(today, data, tdays, nb_neighbs, opera
)
if (length(tdays) == 1)
{
if (final_call)
{
private$.params$weights <- 1
private$.params$indices <- tdays
if (length(tdays) == 1)
{
if (final_call)
{
private$.params$weights <- 1
private$.params$indices <- tdays
- private$.params$window <-
1
+ private$.params$window <-
window
}
return ( data$getSerie(tdays[1])[predict_from:horizon] )
}
}
return ( data$getSerie(tdays[1])[predict_from:horizon] )
}
- max_neighbs =
12 #TODO: 10 or 12 or...
?
+ max_neighbs =
nb_neighbs #TODO: something else
?
if (length(tdays) > max_neighbs)
{
distances2 <- .computeDistsEndo(data, today, tdays, predict_from)
if (length(tdays) > max_neighbs)
{
distances2 <- .computeDistsEndo(data, today, tdays, predict_from)
@@
-153,23
+161,20
@@
NeighborsForecaster = R6::R6Class("NeighborsForecaster",
if (simtype == "endo" || simtype == "mix")
{
if (simtype == "endo" || simtype == "mix")
{
- # Compute endogen similarities using given window
- window_endo = ifelse(simtype=="mix", window[1], window)
-
# Distances from last observed day to selected days in the past
# TODO: redundant computation if local==TRUE
distances2 <- .computeDistsEndo(data, today, tdays, predict_from)
# Distances from last observed day to selected days in the past
# TODO: redundant computation if local==TRUE
distances2 <- .computeDistsEndo(data, today, tdays, predict_from)
- simils_endo <- .computeSimils(distances2, window_endo)
+ # Compute endogen similarities using the given window
+ simils_endo <- .computeSimils(distances2, window[1])
}
if (simtype == "exo" || simtype == "mix")
{
}
if (simtype == "exo" || simtype == "mix")
{
- # Compute exogen similarities using given window
- window_exo = ifelse(simtype=="mix", window[2], window)
-
- distances2 <- .computeDistsExo(data, today, tdays)
+ distances2 <- .computeDistsExo(data, today, tdays, opera)
+ # Compute exogen similarities using the given window
+ window_exo = ifelse(simtype=="mix", window[2], window[1])
simils_exo <- .computeSimils(distances2, window_exo)
}
simils_exo <- .computeSimils(distances2, window_exo)
}
@@
-195,15
+200,7
@@
NeighborsForecaster = R6::R6Class("NeighborsForecaster",
{
private$.params$weights <- similarities
private$.params$indices <- tdays
{
private$.params$weights <- similarities
private$.params$indices <- tdays
- private$.params$window <-
- if (simtype=="endo")
- window_endo
- else if (simtype=="exo")
- window_exo
- else if (simtype=="mix")
- c(window_endo,window_exo)
- else #none
- 1
+ private$.params$window <- window
}
return (prediction)
}
return (prediction)
@@
-221,9
+218,9
@@
NeighborsForecaster = R6::R6Class("NeighborsForecaster",
# @param min_neighbs Minimum number of points in a neighborhood
# @param max_neighbs Maximum number of points in a neighborhood
#
# @param min_neighbs Minimum number of points in a neighborhood
# @param max_neighbs Maximum number of points in a neighborhood
#
-.getConstrainedNeighbs = function(today, data, tdays, min_neighbs
=10
)
+.getConstrainedNeighbs = function(today, data, tdays, min_neighbs
, opera
)
{
{
- levelToday =
data$getLevelHat(today
)
+ levelToday =
ifelse(opera, tail(data$getLevelHat(today),1), data$getLevel(today)
)
distances = sapply( tdays, function(i) abs(data$getLevel(i) - levelToday) )
#TODO: 1, +1, +3 : magic numbers
dist_thresh = 1
distances = sapply( tdays, function(i) abs(data$getLevel(i) - levelToday) )
#TODO: 1, +1, +3 : magic numbers
dist_thresh = 1
@@
-268,10
+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$getExo(1)) )
{
M = matrix( ncol=1+length(tdays), nrow=1+length(data$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])) )
for (i in seq_along(tdays))
M[,i+1] = c( data$getLevel(tdays[i]), as.double(data$getExo(tdays[i])) )