pkg/R/F_Average.R

   1 #' Average Forecaster
   2 #'
   3 #' Pointwise average of all the series of the same day of week in the past.
   4 #'
   5 #' For example, if the current day (argument "today") is a tuesday, then all series
   6 #' corresponding to wednesdays in the past (until the beginning or memory limit) are
   7 #' averaged to provide a smooth prediction. This forecast will most of the time be wrong,
   8 #' but will also look plausible enough.
   9 #'
  10 #' @usage # AverageForecaster$new(pjump)
  11 #'
  12 #' @docType class
  13 #' @format R6 class, inherits Forecaster
  14 #' @aliases F_Average
  15 #'
  16 AverageForecaster = R6::R6Class("AverageForecaster",
  17     inherit = Forecaster,
  18
  19     public = list(
  20         predictShape = function(data, today, memory, predict_from, horizon, ...)
  21         {
  22             avg = rep(0., (horizon-predict_from+1))
  23             first_day = max(1, today-memory)
  24             index <- today
  25             nb_no_na_series = 0
  26             repeat
  27             {
  28                 index = index - 7
  29                 if (index < first_day)
  30                     break
  31                 serie_on_horizon = data$getCenteredSerie(index)[predict_from:horizon]
  32                 if (!any(is.na(serie_on_horizon)))
  33                 {
  34                     avg = avg + serie_on_horizon
  35                     nb_no_na_series = nb_no_na_series + 1
  36                 }
  37             }
  38             avg / nb_no_na_series
  39         }
  40     )
  41 )