pkg/R/J_Neighbors.R

   1 #' Obtain jump forecast by the Neighbors method
   2 #'
   3 #' @inheritParams computeForecast
   4 #' @inheritParams getZeroJumpPredict
   5 #'
   6 getNeighborsJumpPredict = function(data, today, memory, horizon, params, ...)
   7 {
   8     first_day = max(1, today-memory)
   9     filter = (params$indices >= first_day)
  10     indices = params$indices[filter]
  11     weights = params$weights[filter]
  12
  13     if (any(is.na(weights) | is.na(indices)))
  14         return (NA)
  15
  16     gaps = sapply(indices, function(i) {
  17         head( data$getSerie(i+1), 1) - tail( data$getSerie(i), 1)
  18     })
  19     scal_product = weights * gaps
  20     norm_fact = sum( weights[!is.na(scal_product)] )
  21     sum(scal_product, na.rm=TRUE) / norm_fact
  22 }