pkg/R/J_Persistence.R

   1 #' Obtain jump forecast by the Persistence method
   2 #'
   3 #' @inheritParams getForecast
   4 #' @inheritParams getZeroJumpPredict
   5 getPersistenceJumpPredict = function(data, today, memory, horizon, params, ...)
   6 {
   7     #return gap between end of similar day curve and first day of tomorrow (in the past)
   8     first_day = max(1, today-memory)
   9     same_day = ifelse(hasArg("same_day"), list(...)$same_day, TRUE)
  10     index = today - ifelse(same_day,7,1)
  11     repeat
  12     {
  13         {
  14             last_serie_end = tail( data$getSerie(index), 1)
  15             last_tomorrow_begin = data$getSerie(index+1)[1]
  16             index = index - ifelse(same_day,7,1)
  17         };
  18         if (!is.na(last_serie_end) && !is.na(last_tomorrow_begin))
  19             return (last_tomorrow_begin - last_serie_end);
  20         if (index < first_day)
  21             return (NA)
  22     }
  23 }