Commit | Line | Data |
---|---|---|
af3b84f4 | 1 | #' Compute forecast |
3d69ff21 | 2 | #' |
af3b84f4 | 3 | #' Predict time-series curves for the selected days indices (lines in data). |
3d69ff21 BA |
4 | #' |
5 | #' @param data Dataset, object of type \code{Data} output of \code{getData} | |
6 | #' @param indices Days indices where to forecast (the day after) | |
e030a6e3 | 7 | #' @param forecaster Name of the main forcaster |
3d69ff21 BA |
8 | #' \itemize{ |
9 | #' \item Persistence : use values of last (similar, next) day | |
e030a6e3 | 10 | #' \item Neighbors : use values from the k closest neighbors' tomorrows |
3d69ff21 | 11 | #' \item Average : global average of all the (similar) "tomorrow of past" |
e030a6e3 | 12 | #' \item Zero : just output 0 (benchmarking purpose) |
3d69ff21 | 13 | #' } |
e030a6e3 | 14 | #' @param pjump How to predict the jump at the interface between two days ? |
3d69ff21 BA |
15 | #' \itemize{ |
16 | #' \item Persistence : use last (similar) day values | |
e030a6e3 | 17 | #' \item Neighbors: re-use the weights optimized in corresponding forecaster |
3d69ff21 BA |
18 | #' \item Zero: just output 0 (no adjustment) |
19 | #' } | |
e030a6e3 BA |
20 | #' @param memory Data depth (in days) to be used for prediction |
21 | #' @param horizon Number of time steps to predict | |
3d69ff21 BA |
22 | #' @param ... Additional parameters for the forecasting models |
23 | #' | |
a66a84b5 | 24 | #' @return An object of class Forecast |
3d69ff21 BA |
25 | #' |
26 | #' @examples | |
44a9990b BA |
27 | #' ts_data = system.file("extdata","pm10_mesures_H_loc.csv",package="talweg") |
28 | #' exo_data = system.file("extdata","meteo_extra_noNAs.csv",package="talweg") | |
29 | #' data = getData(ts_data, exo_data, input_tz = "Europe/Paris", | |
30 | #' working_tz="Europe/Paris", predict_at=7) | |
99f83c9a | 31 | #' pred = computeForecast(data, 2200:2230, "Persistence", "Persistence", 500, 12) |
3d69ff21 BA |
32 | #' \dontrun{#Sketch for real-time mode: |
33 | #' data = new("Data", ...) | |
e030a6e3 | 34 | #' forecaster = new(..., data=data) |
3d69ff21 BA |
35 | #' repeat { |
36 | #' data$append(some_new_data) | |
e030a6e3 | 37 | #' pred = forecaster$predict(data$getSize(), ...) |
3d69ff21 BA |
38 | #' #do_something_with_pred |
39 | #' }} | |
40 | #' @export | |
25b75559 | 41 | computeForecast = function(data, indices, forecaster, pjump, |
e030a6e3 | 42 | memory=Inf, horizon=data$getStdHorizon(), ...) |
3d69ff21 | 43 | { |
e030a6e3 | 44 | # (basic) Arguments sanity checks |
3d69ff21 BA |
45 | horizon = as.integer(horizon)[1] |
46 | if (horizon<=0 || horizon>length(data$getCenteredSerie(2))) | |
47 | stop("Horizon too short or too long") | |
98e958ca | 48 | integer_indices = sapply(indices, function(i) dateIndexToInteger(i,data)) |
a66a84b5 | 49 | if (any(integer_indices<=0 | integer_indices>data$getSize())) |
3d69ff21 | 50 | stop("Indices out of range") |
a66a84b5 BA |
51 | if (!is.character(forecaster) || !is.character(pjump)) |
52 | stop("forecaster (name) and pjump (function) should be of class character") | |
3d69ff21 | 53 | |
98e958ca | 54 | pred = Forecast$new( sapply(indices, function(i) integerIndexToDate(i,data)) ) |
25b75559 | 55 | forecaster_class_name = getFromNamespace(paste(forecaster,"Forecaster",sep=""), "talweg") |
98e958ca BA |
56 | forecaster = forecaster_class_name$new( #.pjump = |
57 | getFromNamespace(paste("get",pjump,"JumpPredict",sep=""), "talweg")) | |
5e838b3e BA |
58 | |
59 | #oo = forecaster$predictSerie(data, integer_indices[1], memory, horizon, ...) | |
60 | #browser() | |
61 | ||
62 | library(parallel) | |
63 | ppp <- parallel::mclapply(seq_along(integer_indices), function(i) { | |
64 | list( | |
65 | "forecast" = forecaster$predictSerie(data, integer_indices[i], memory, horizon, ...), | |
66 | "params"= forecaster$getParameters(), | |
67 | "index" = integer_indices[i] ) | |
68 | }, mc.cores=3) | |
69 | ||
70 | #browser() | |
71 | ||
72 | for (i in seq_along(integer_indices)) | |
73 | { | |
74 | pred$append( | |
75 | new_serie = ppp[[i]]$forecast, | |
76 | new_params = ppp[[i]]$params, | |
77 | new_index_in_data = ppp[[i]]$index | |
78 | ) | |
79 | } | |
80 | ||
25b75559 | 81 | pred |
3d69ff21 | 82 | } |