-#' @title get Forecast
+#' Compute forecast
#'
-#' @description Predict time-series curves for the selected days indices (lines in data).
+#' Predict time-series curves for the selected days indices (lines in data).
#'
#' @param data Dataset, object of type \code{Data} output of \code{getData}
#' @param indices Days indices where to forecast (the day after)
#' @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")
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$getSize()))
stop("Indices out of range")
- indices = sapply(indices, dateIndexToInteger, data)
- if (!is.character(forecaster))
- stop("forecaster (name) should be of class character") #pjump could be NULL
+ if (!is.character(forecaster) || !is.character(pjump))
+ stop("forecaster (name) and pjump (function) should be of class character")
- pred = Forecast$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"))
- for (today in indices)
+ forecaster = forecaster_class_name$new(.data=data,
+ .pjump = getFromNamespace(paste("get",pjump,"JumpPredict",sep=""), "talweg"))
+ for (today in integer_indices)
{
pred$append(
new_serie = forecaster$predictSerie(today, memory, horizon, ...),