pkg/R/J_Persistence.R

   1 #' getPersistenceJumpPredict
   2 #'
   3 #' Analog of the PersistenceForecaster: predict the jump after last observed value either
   4 #' by re-applying the last jump between similar day and its follower (if argument
   5 #' "same_day" is TRUE), or by re-using the very last observed jump (when "same_day" =
   6 #' FALSE).
   7 #'
   8 #' @inheritParams computeForecast
   9 #' @inheritParams getZeroJumpPredict
  10 #'
  11 #' @aliases J_Persistence
  12 #'
  13 getPersistenceJumpPredict = function(data, today, memory, predict_from,
  14     horizon, params, ...)
  15 {
  16     #return gap between end of similar day curve and first day of tomorrow (in the past)
  17     first_day = max(1, today-memory)
  18     same_day = ifelse(hasArg("same_day"), list(...)$same_day, TRUE)
  19     index <- today
  20     repeat
  21     {
  22         # If 'same_day', get the last known future of similar day
  23         index = index - ifelse(same_day,7,1)
  24         if (index < first_day)
  25             return (NA)
  26         gap <-
  27             if (predict_from >= 2)
  28                 data$getSerie(index)[predict_from] - data$getSerie(index)[predict_from-1]
  29             else
  30                 head(data$getSerie(index),1) - tail(data$getSerie(index-1),1)
  31         if (!is.na(gap))
  32             return (gap)
  33     }
  34 }