forecaster_class_name = getFromNamespace(paste(forecaster,"Forecaster",sep=""), "talweg")
forecaster = forecaster_class_name$new( #.pjump =
getFromNamespace(paste("get",pjump,"JumpPredict",sep=""), "talweg"))
- for (today in integer_indices)
- {
- pred$append(
- new_serie = forecaster$predictSerie(data, today, memory, horizon, ...),
- new_params = forecaster$getParameters(),
- new_index_in_data = today
- )
- }
+
+#oo = forecaster$predictSerie(data, integer_indices[1], memory, horizon, ...)
+#browser()
+
+ library(parallel)
+ ppp <- parallel::mclapply(seq_along(integer_indices), function(i) {
+ list(
+ "forecast" = forecaster$predictSerie(data, integer_indices[i], memory, horizon, ...),
+ "params"= forecaster$getParameters(),
+ "index" = integer_indices[i] )
+ }, mc.cores=3)
+
+#browser()
+
+for (i in seq_along(integer_indices))
+{
+ pred$append(
+ new_serie = ppp[[i]]$forecast,
+ new_params = ppp[[i]]$params,
+ new_index_in_data = ppp[[i]]$index
+ )
+}
+
pred
}